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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Socio-economic planning sciences : the international journal of public sector decision-making"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Belkhouja, Mustapha"
~person:"Changchien, Chang-Cheng"
~person:"Gallo, Giampiero M."
~person:"Nam, Kiseok"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Extreme value theory"
~subject:"Inflation rate"
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Search: subject_exact:"ARCH model"
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Bayes-Statistik
Capital income
Extreme value theory
Inflation rate
ARCH model
12
ARCH-Modell
12
Kapitaleinkommen
6
Volatility
6
Volatilität
6
Bayesian inference
3
Forecasting model
3
GARCH
3
Prognoseverfahren
3
Risikomaß
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3
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1926-1997
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ARFIMA
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Börsenkurs
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Cointegration
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Estimation theory
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9
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Bauwens, Luc
Belkhouja, Mustapha
Changchien, Chang-Cheng
Gallo, Giampiero M.
Nam, Kiseok
Karanasos, Menelaos
3
Chan, Jennifer So Kuen
2
Chen Zhou
2
Christensen, Bent Jesper
2
Gupta, Rangan
2
Huang, Zhuo
2
Kim, Chang-jin
2
Kok Haur Ng
2
Liang, Fang
2
Min, Hong-ghi
2
Nielsen, Morten Ørregaard
2
Wang, Tianyi
2
Wang, Yudong
2
Zhu, Jie
2
Ahmed, Abdullahi Dahir
1
Aknouche, Abdelhakim
1
Ali, Faek Menla
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Antoniou, Antonios
1
Aragó Manzana, Vicent
1
Arize, Augustine Chuck
1
Arouri, Mohamed
1
Aslanidis, Nektarios
1
Babikir, Ali
1
Bae, Jinho
1
Balcilar, Mehmet
1
Barnett, William A.
1
Baur, Dirk G.
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bohl, Martin T.
1
Botha, Ferdi
1
Bouri, Elie
1
Burda, Martin
1
Caglayan, Mustafa O.
1
Chang, Kuang-Liang
1
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Economic modelling
Journal of empirical finance
Socio-economic planning sciences : the international journal of public sector decision-making
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
3
International journal of forecasting
3
CORE discussion paper : DP
2
Discussion papers / UCL, Département des Sciences Economiques
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
LIDAM discussion paper CORE
2
The econometrics journal
2
Advanced Studies in Theoretical and Applied Econometrics
1
Australian economic papers
1
CIRANO - Scientific Publication
1
CREATES research paper
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
9
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1
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
2
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
3
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
4
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
5
Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
Saved in:
6
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
7
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
Saved in:
8
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong-soo
;
Arize, Augustine Chuck
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
Saved in:
9
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
Saved in:
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