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accessRights:"restricted"
~accessRights:"free"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
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2,340
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2,321
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Tsionas, Efthymios G.
17
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Lee, Hsiang-Tai
8
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7
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6
Chang, Kuang-Liang
6
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Ma, Feng
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Shi, Yanlin
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4
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4
Lu, Xinjie
4
Nakatsuma, Teruo
4
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4
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4
Wilfling, Bernd
4
Wirjanto, Tony S.
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Yang, Qiao
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4
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3
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3
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3
Chauvet, Marcelle
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3
Chkili, Walid
3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Journal of econometrics
28
Energy economics
25
International journal of forecasting
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
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18
Economics letters
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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9
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8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of applied econometrics
7
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of financial econometrics
5
Macroeconomic dynamics
5
Review of quantitative finance and accounting
5
The journal of futures markets
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Global finance journal
4
International journal of economics and finance
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ECONIS (ZBW)
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61
Stability in threshold VAR models
Chen, Pu
;
Semmler, Willi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 531-544
Persistent link: https://www.econbiz.de/10014632042
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62
Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
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63
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
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64
Condition-based production for stochastically deteriorating systems : optimal policies and learning
Drent, Collin
;
Drent, Melvin
;
Arts, Joachim
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
3
,
pp. 1137-1156
Persistent link: https://www.econbiz.de/10014536811
Saved in:
65
Bubbles and dependence between international equity markets
Ye, Wuyi
;
Gao, Lingbo
;
Liu, Xiaoquan
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10014551948
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66
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
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67
Model-free approximate bayesian learning for large-scale conversion funnel optimization
Iyengar, Garud
;
Singal, Raghav
- In:
Production and operations management : the flagship …
33
(
2024
)
3
,
pp. 775-794
Persistent link: https://www.econbiz.de/10014576792
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68
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
69
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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70
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
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