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subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"Cheng, Tengfei"
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Prognoseverfahren
ARCH model
2
ARCH-Modell
2
Capital income
2
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Kapitaleinkommen
2
Theorie
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Theory
2
Volatility
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Volatilität
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Bayesian MCMC methods
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Current return information
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Generalized autoregressive score (GAS) model
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Chen, Cathy W. S.
Cheng, Tengfei
Gupta, Rangan
5
Ma, Feng
5
Pierdzioch, Christian
4
Wu, Xinyu
4
Bouri, Elie
3
Gillas, Konstantinos Gkillas
3
Li, Yan
3
Liang, Chao
3
Lu, Xinjie
3
Luo, Xingguo
3
Wang, Jiqian
3
Zaremba, Adam
3
Zeng, Qing
3
Chen, Zhonglu
2
Han, Wei
2
Haugom, Erik
2
Ji, Qiang
2
Jiang, Yuexiang
2
Lang, Qiaoqi
2
Lau, Chi Keung
2
Liu, Jing
2
Long, Huaigang
2
Nonejad, Nima
2
Qadan, Mahmoud
2
Roubaud, David
2
Shuval, Kerem
2
Tang, Yusui
2
Wei, Yu
2
Wu, Lan
2
Ye, Zinan
2
Yu, Miao
2
Zhang, Junchao
2
Zhong, Juandan
2
Zhu, Xiaoneng
2
Aldana-Galindo, Julian R.
1
Arsova, Antonia
1
Auer, Benjamin R.
1
Bai, Fan
1
Bai, Jiancheng
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Finance research letters
Journal of forecasting
3
International journal of forecasting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of risk model validation
1
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ECONIS (ZBW)
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A real-rime GARCH-MIDAS model
Wu, Xinyu
;
Zhao, An
;
Cheng, Tengfei
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473667
Saved in:
2
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
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