//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~person:"Charfeddine, Lanouar"
~subject:"ARCH model"
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:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
2
Long range dependence
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Capital income
1
Cryptocurrencies
1
Energy futures time series
1
Forecasting model
1
Fractional GARCH-class of models
1
Kapitaleinkommen
1
Markov switching GARCH model
1
Out-of-sample forecasting and VaR
1
Prognoseverfahren
1
Returns
1
Schock
1
Shock
1
Structural change
1
Structural changes
1
Strukturwandel
1
Theorie
1
Theory
1
Time series analysis
1
True versus spurious behavior
1
VAR model
1
VAR-Modell
1
Virtual currency
1
Virtuelle Währung
1
Welt
1
World
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Charfeddine, Lanouar
Ma, Feng
6
Wu, Xinyu
5
Huang, Zhuo
4
Lucey, Brian M.
4
Shi, Yanlin
4
Tiwari, Aviral Kumar
4
Xie, Haibin
4
Zhang, Yaojie
4
Bouri, Elie
3
Corbet, Shaen
3
Gozgor, Giray
3
Kumar, Dilip
3
Lau, Chi Keung
3
Liang, Fang
3
Liu, Jing
3
Luo, Xingguo
3
Lyócsa, Štefan
3
Todorova, Neda
3
Wang, Tianyi
3
Zeng, Qing
3
Ahmed, Abdullahi Dahir
2
Batten, Jonathan A.
2
Brzeszczyński, Janusz
2
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Chi, Xie
2
Gallo, Giampiero M.
2
Gerlach, Richard
2
Gil-Alaña, Luis A.
2
Guesmi, Khaled
2
Gupta, Rangan
2
Hasim, Haslifah Mohamad
2
Ho, Kin-Yip
2
Huang, Dengshi
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Jiang, Yong
2
Joëts, Marc
2
Kambouroudis, Dimos
2
more ...
less ...
Published in...
All
Economic modelling
Finance research letters
Quantitative finance
Applied economics
1
Emerging markets review
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are shocks on the returns and volatility of cryptocurrencies really persistent?
Charfeddine, Lanouar
;
Maouchi, Youcef
- In:
Finance research letters
28
(
2019
),
pp. 423-430
Persistent link: https://www.econbiz.de/10012388358
Saved in:
2
Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->