//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Forecasting method"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
163
Prognoseverfahren
163
Theorie
89
Theory
89
Time series analysis
44
Zeitreihenanalyse
44
Neural networks
40
Neuronale Netze
40
Forecasting
25
Artificial intelligence
24
Künstliche Intelligenz
24
Börsenkurs
21
Share price
21
Stock market
19
Volatility
19
Volatilität
19
Aktienmarkt
17
Forecast
16
Insolvency
16
Insolvenz
16
Machine learning
16
Prognose
16
Capital income
15
Kapitaleinkommen
15
Mustererkennung
15
Pattern recognition
15
ARCH model
14
Evolutionary algorithm
14
Evolutionärer Algorithmus
14
Estimation
13
Regression analysis
13
Regressionsanalyse
13
Schätzung
13
Exchange rate
12
Wechselkurs
12
Portfolio selection
11
Portfolio-Management
11
Bayes-Statistik
10
Bayesian inference
10
more ...
less ...
Online availability
All
Undetermined
12
Free
2
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Thesis
Article in journal
14
Language
All
English
14
Author
All
Afuecheta, Emmanuel
1
Aguayo-Moreno, Ester
1
Asai, Manabu
1
Ballini, Rosangela
1
Buczynski, Mateusz
1
Caldeira, João F.
1
Chen, Cathy W. S.
1
Chlebus, Marcin
1
Feng, Xuejie
1
Ftiti, Zied
1
García‑Medina, Andrés
1
Gomide, Fernando
1
Gooijer, Jan G. de
1
Jawadi, Fredj
1
Karlsson, Hyunjoo Kim
1
Li, Yushu
1
Liang, Rubing
1
Liu, Jinshan
1
Maciel, Leandro
1
Moura, Guilherme Valle
1
Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Righi, Marcelo Brutti
1
Santos, André A. P.
1
Sun, Hao
1
Than-Thi, Hong
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
Wong, Heung
1
Xia, Qiang
1
Yu, Bo
1
Zhang, Chiping
1
more ...
less ...
Published in...
All
Computational economics
International journal of forecasting
80
Energy economics
73
Journal of forecasting
73
Finance research letters
56
International review of financial analysis
40
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
35
Journal of empirical finance
33
Economic modelling
26
Applied economics letters
21
Journal of econometrics
20
Journal of international financial markets, institutions & money
19
Applied financial economics
18
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
The European journal of finance
16
Economics letters
15
International journal of finance & economics : IJFE
15
Quantitative finance
14
Research in international business and finance
14
Journal of risk and financial management : JRFM
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Pacific-Basin finance journal
12
Journal of financial econometrics
11
Journal of risk
11
Risks : open access journal
11
International Journal of Energy Economics and Policy : IJEEP
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Financial innovation : FIN
8
International journal of economics and finance
8
Journal of applied econometrics
8
Journal of commodity markets
8
Econometric reviews
7
Econometrics : open access journal
7
Emerging markets, finance and trade : EMFT
7
Review of quantitative finance and accounting
7
The journal of futures markets
7
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
2
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
5
GARCHNet: Value‑at‑risk forecasting with GARCH models based on neural networks
Buczynski, Mateusz
;
Chlebus, Marcin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1949-1979
Persistent link: https://www.econbiz.de/10014550845
Saved in:
6
LSTM-GARCH hybrid model for the prediction of volatility in cryptocurrency portfolios
García‑Medina, Andrés
;
Aguayo-Moreno, Ester
- In:
Computational economics
63
(
2024
)
4
,
pp. 1511-1542
Persistent link: https://www.econbiz.de/10014549117
Saved in:
7
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
8
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
9
Forecasting financial returns volatility : a GARCH-SVR model
Sun, Hao
;
Yu, Bo
- In:
Computational economics
55
(
2020
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012223641
Saved in:
10
A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->