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~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARMA-Modell"
~subject:"Schätzung"
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ARMA-Modell
Schätzung
ARCH model
159
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159
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88
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37
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30
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Bauwens, Luc
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Breitung, Jörg
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1
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1
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1
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1
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Applied financial economics
Asia-Pacific financial markets
CORE discussion papers : DP
Energy economics
70
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58
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57
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International review of economics & finance : IREF
51
International review of financial analysis
47
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45
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43
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27
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25
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A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
3
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
4
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
5
Estimation and empirical performance of non-scalar dynamic conditional correlation models
Bauwens, Luc
;
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
-
2014
Persistent link: https://www.econbiz.de/10010385192
Saved in:
6
Infinite-state Markov-switching for dynamic volatility and correlation models
Dufays, Arnaud
-
2012
Persistent link: https://www.econbiz.de/10009731096
Saved in:
7
Weather effects on stock returns and volatility in South Asian markets
Sheikh, Muhammad Fayyaz
;
Ali Shah, Syed Zulfiqar
; …
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 75-107
Persistent link: https://www.econbiz.de/10011797611
Saved in:
8
Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility
Trivedi, Smita Roy
;
Apte, Prakash Gajanan
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 263-279
Persistent link: https://www.econbiz.de/10011619931
Saved in:
9
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
10
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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