//--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Charfeddine, Lanouar"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
ARMA model
1
ARMA-Modell
1
Arabische Golf-Staaten
1
Cointegration
1
Conditional diversification benefits (CDBs)
1
Correlation
1
Diversification
1
Diversifikation
1
Energy futures time series
1
Estimation
1
Forecasting model
1
Foreign portfolio investment
1
Fractional GARCH-class of models
1
Gulf countries
1
International diversification
1
Kointegration
1
Korrelation
1
Long range dependence
1
Markov switching GARCH model
1
Multivariate GARCH
1
Oil price
1
Oil shocks
1
Out-of-sample forecasting and VaR
1
Portfolio selection
1
Portfolio-Investition
1
Portfolio-Management
1
Prognoseverfahren
1
Schätzung
1
Structural break
1
Structural breaks
1
Strukturbruch
1
Theorie
1
Theory
1
Time series analysis
1
Time-varying correlation
1
VAR model
1
VAR-Modell
1
Volatility
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
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Caporin, Massimiliano
3
Engle, Robert F.
3
Horváth, Lajos
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Mittnik, Stefan
3
Paolella, Marc S.
3
Shi, Yanlin
3
Stentoft, Lars
3
Teräsvirta, Timo
3
Todorova, Neda
3
Wu, Chongfeng
3
Ahmed, Abdullahi Dahir
2
Bauwens, Luc
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Brooks, Chris
2
Chang, Kuang-liang
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Chen, Yi-ting
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
Dufays, Arnaud
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fleming, Jeff
2
Fountas, Stilianos
2
Francq, Christian
2
Gallo, Giampiero M.
2
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
1
Emerging markets and the global economy
1
Emerging markets review
1
Finance research letters
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
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...
//-->