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subject:"ARCH-Modell"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Chan, Jennifer So Kuen"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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ARCH-Modell
Multivariate Analyse
Time series analysis
ARCH model
3
Capital income
3
Kapitaleinkommen
3
Volatility
3
Volatilität
3
Börsenkurs
2
Risikomaß
2
Risk measure
2
Share price
2
Bayes-Statistik
1
Bayesian inference
1
CARR model
1
Estimation
1
Estimation theory
1
Forecasting model
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
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Schätztheorie
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
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Theorie
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Theory
1
conditional autoregressive range model
1
generalised beta type two distribution
1
generalised-t distribution
1
parametric quantile regression
1
quantile Rogers–Satchell
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range-based
1
tail conditional expectation
1
value-at-risk
1
volatility
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volatility model
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Bauwens, Luc
Chan, Jennifer So Kuen
Blazsek, Szabolcs
3
Haas, Markus
3
Aknouche, Abdelhakim
2
Carnero, M. Angeles
2
Chung, Huimin
2
Dimitrakopoulos, Stefanos
2
Escribano, Álvaro
2
Fabozzi, Frank J.
2
Jawadi, Fredj
2
Kim, Young Shin
2
Kok Haur Ng
2
Maheu, John M.
2
Payá, Ivan
2
Abbara, Omar
1
Ahmad, Yamin S.
1
Almohaimeed, Bader S.
1
Anatolyev, Stanislav
1
Ayala, Astrid
1
Badescu, Alex
1
Barnett, William A.
1
Baur, Dirk G.
1
Beck, Alexander
1
Bianchi, Michele Leonardo
1
Bidarkota, Prasad V.
1
Bouaddi, Mohammed
1
Broto, Carmen
1
Bu, Ruijun
1
Bunn, Derek W.
1
Burda, Martin
1
Cappuccio, Nunzio
1
Cheng, Jie
1
Chevallier, Julien
1
Choi, Seungmoon
1
Christidou, Maria
1
Chuffart, Thomas
1
Coakley, Jerry
1
Demmouche, Nacer
1
Dhaoui, Abderrazak
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of empirical finance
2
LIDAM discussion paper CORE
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
SFB 649 discussion paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
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ECONIS (ZBW)
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1
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
2
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
3
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
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