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subject:"Forecasting model"
subject:"Stock market"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"University of Strathclyde / Department of Economics"
~subject:"ARCH-Modell"
~type:"book"
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Forecasting model
Stock market
ARCH-Modell
Estimation
38
Schätzung
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Theorie
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Theory
11
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9
Börsenkurs
8
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USA
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United States
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Prokopczuk, Marcel
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Tavlas, George S.
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Federal Reserve System / Division of Research and Statistics
Gottfried Wilhelm Leibniz Universität Hannover
University of Strathclyde / Department of Economics
National Bureau of Economic Research
93
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Institut für Weltwirtschaft
6
Verlag Dr. Kovač
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Federal Reserve Bank of St. Louis
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Springer Fachmedien Wiesbaden
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Christian-Albrechts-Universität zu Kiel
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University of Canterbury / Dept. of Economics and Finance
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of Cleveland
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Queen Mary College / Department of Economics
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University of Exeter / Department of Economics
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Finance and economics discussion series
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ECONIS (ZBW)
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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3
Empirical essays on stock return predictability using macroeconomic variables and technical indicators
Bätje, Fabian
-
2017
Persistent link: https://www.econbiz.de/10012123337
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4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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5
Currency forecast errors at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010259001
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6
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
7
P* revisited : money-based inflation forecasts with a changing equilibrium velocity
Orphanides, Athanasios
-
1998
Persistent link: https://www.econbiz.de/10000990011
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8
What's good for GM... ? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000952883
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9
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000931475
Saved in:
10
Forecasting Australian monetary aggregates
Swamy, Paravastu A. V. B.
;
Tavlas, George S.
-
1989
Persistent link: https://www.econbiz.de/10000982055
Saved in:
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