//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~person:"Abuzayed, Bana"
~person:"Caporin, Massimiliano"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"GARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
ARCH model
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Aktienmarkt
1
Conditional volatility models
1
GARCH models
1
Modellierung
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Scientific modelling
1
Sector analysis
1
Stock market
1
VAR model
1
VAR-Modell
1
VaR
1
asymmetry
1
leverage
1
long memory
1
true versus spurious
1
volatility modelling
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Abuzayed, Bana
Caporin, Massimiliano
Blazsek, Szabolcs
6
Zhang, Yaojie
6
Ma, Feng
5
Kim, Jong-Min
4
Jawadi, Fredj
3
Roca, Eduardo
3
Allen, David E.
2
Bouri, Elie
2
Coronado, Semei
2
Goutte, Stéphane
2
Hamori, Shigeyuki
2
He, Mengxi
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jung, Hojin
2
Liang, Chao
2
Licht, Adrian
2
Liu, Li
2
Louhichi, Waël
2
Monteros, Luis Antonio
2
Pereira, Pedro L. Valls
2
Powell, Robert
2
Romero, Rafael
2
Roubaud, David
2
Saeed, Tareq
2
Singh, Abhay Kumar
2
Tiwari, Aviral Kumar
2
Wahab, M. I. M.
2
Wang, Yi-Hsien
2
Wang, Yudong
2
Wei, Yu
2
Wen, Danyan
2
Wen, Fenghua
2
Zheng, Xian
2
Zhu, Huiming
2
Abalala, Turki
1
Abdoh, Hussein A.
1
Abid, Ilyes
1
Ahalawat, Shweta
1
more ...
less ...
Published in...
All
Applied economics
Working paper
7
Econometric Institute research papers
6
Working papers
5
Econometric reviews
3
Energy economics
2
International review of economics & finance : IREF
2
Journal of economic surveys
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Applied financial economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
SAFE working paper
1
SNB working papers
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
2
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->