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subject:"Schätztheorie"
~isPartOf:"Applied economics"
~subject:"ARCH-Modell"
~type:"article"
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Schätztheorie
ARCH-Modell
Theorie
1,508
Theory
1,508
Estimation
315
Schätzung
315
USA
163
United States
162
Time series analysis
102
Zeitreihenanalyse
102
Großbritannien
77
United Kingdom
77
Forecasting model
75
Prognoseverfahren
75
Welt
64
World
64
Geldpolitik
59
Monetary policy
59
Economic growth
58
Wirtschaftswachstum
58
Inflation
57
Volatility
57
Volatilität
57
Portfolio selection
56
Portfolio-Management
56
Capital income
54
Kapitaleinkommen
54
Börsenkurs
49
Estimation theory
49
Share price
49
Cointegration
48
Kointegration
48
Risiko
48
Risk
47
Exchange rate
46
Wechselkurs
46
Produktivität
44
Productivity
43
Zins
39
ARCH model
38
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21
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1
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Article in journal
86
Aufsatz in Zeitschrift
86
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English
87
Author
All
Blazsek, Szabolcs
2
Bonham, Carl Stanley
2
McAleer, Michael
2
Smith, Jeremy
2
Wang, Yi-Hsien
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Anderson, David P.
1
Arestis, Philip
1
Arndt, Channing
1
Barai, Parama
1
Barnum, Darold T.
1
Baruphakēs, Giannēs
1
Belhachemi, Rachid
1
Belongia, Michael T.
1
Benlagha, Noureddine
1
Berk, Jan Marc
1
Bianchi, Marco
1
Bitzer, Jürgen
1
Bollen, Bernard
1
Breitung, Jörg
1
Brenton, Paul
1
Caporin, Massimiliano
1
Chang, Chia-Chien
1
Chang, Matthew C.
1
Chang, Ya-Chi
1
Charfeddine, Lanouar
1
Chu, Guoqing
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Conway, Karen Smith
1
Costola, Michele
1
Coursey, Don L.
1
Cushman, David O.
1
Dang Khoa Tran
1
Demetriades, Panicos O.
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
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Applied economics
Journal of econometrics
421
Economics letters
414
Econometric theory
312
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Journal of applied econometrics
158
Econometric reviews
155
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
106
Journal of forecasting
82
Statistical papers
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of empirical finance
65
International journal of forecasting
62
International economic review
60
The review of economic studies
60
Annales d'économie et de statistique
59
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
51
Journal of economic dynamics & control
51
The econometrics journal
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
50
Journal of banking & finance
46
Journal of the Royal Statistical Society
41
Economic modelling
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of international money and finance
37
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Finance research letters
35
International economic journal
35
The Indian economic journal
35
Journal of productivity analysis
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International review of financial analysis
30
The journal of finance : the journal of the American Finance Association
28
The journal of futures markets
27
Applied financial economics
25
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ECONIS (ZBW)
87
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87
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
6
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
7
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
8
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
9
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
10
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
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