//--> //--> //-->
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"
~person:"Huang, Zhuo"
~subject:"ARCH-Modell"
~subject:"Korrelation"
~subject:"Risikomaß"
~subject:"Ölpreis"
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:"ARCH model"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Korrelation
Risikomaß
Ölpreis
ARCH model
5
Volatility
4
Volatilität
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Risk measure
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
Zeitreihenanalyse
3
Forecasting model
2
Gram-Charlier expansion
2
Method of moments
2
Momentenmethode
2
Prognoseverfahren
2
Realized GARCH
2
Theorie
2
Theory
2
Aktienmarkt
1
China
1
Chinese stock market
1
CoVaR
1
Commodity derivative
1
Erdöl
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
GJR-GARCH
1
HAR
1
Long memory
1
Measurement
1
Measurement errors
1
Messung
1
Multivariate Analyse
1
Multivariate analysis
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Huang, Zhuo
Ma, Feng
5
Shi, Yanlin
5
Wu, Xinyu
5
Corbet, Shaen
4
Ji, Hao
4
Li, Ping
4
Liang, Fang
4
Lucey, Brian M.
4
Tiwari, Aviral Kumar
4
Wang, Tianyi
4
Xie, Haibin
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Bouri, Elie
3
Charfeddine, Lanouar
3
Gozgor, Giray
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Lau, Chi Keung
3
Liu, Jing
3
Luo, Xingguo
3
Lyócsa, Štefan
3
Mensi, Walid
3
Pal, Debdatta
3
Todorova, Neda
3
Wang, Yudong
3
Ahmed, Abdullahi Dahir
2
Akyildirim, Erdinc
2
Ardia, David
2
Aslanidis, Nektarios
2
Batten, Jonathan A.
2
Belkhouja, Mustapha
2
Brzeszczyński, Janusz
2
Caporale, Guglielmo Maria
2
Chang, Kuang-liang
2
Cheffou, Abdoulkarim Idi
2
Chevallier, Julien
2
Chi, Xie
2
more ...
less ...
Published in...
All
Economic modelling
Finance research letters
The journal of futures markets
3
Economics letters
2
CREATES research paper
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
EUI working paper / ECO
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
2
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
3
Modeling dynamic higher moments of crude oil futures
Huang, Zhuo
;
Liang, Fang
;
Wang, Tianyi
;
Li, Chao
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
Saved in:
4
Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
Saved in:
5
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->