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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Prognoseverfahren"
~subject:"Share price"
~type:"article"
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Prognoseverfahren
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ARCH model
15
ARCH-Modell
15
Volatility
10
Volatilität
10
Capital income
8
Kapitaleinkommen
8
Aktienmarkt
5
Forecasting model
5
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5
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4
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1926-1997
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Bauwens, Luc
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Ma, Feng
4
Zhang, Yaojie
4
Huang, Zhuo
3
Kumar, Dilip
3
Todorova, Neda
3
Wang, Tianyi
3
Wang, Yudong
3
Aknouche, Abdelhakim
2
Blazsek, Szabolcs
2
Dark, Jonathan
2
Dimitrakopoulos, Stefanos
2
Dufays, Arnaud
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Jayawardena, Nirodha I.
2
Karanasos, Menelaos
2
Li, Bin
2
Liang, Fang
2
Liu, Jing
2
Maheswaran, S.
2
Min, Hong-ghi
2
Molnár, Peter
2
Storti, Giuseppe
2
Su, Jen-je
2
Teräsvirta, Timo
2
Wilfling, Bernd
2
Wu, Chongfeng
2
Yin, Libo
2
Abbara, Omar
1
Alexandre, Fernando
1
Ali, Faek Menla
1
Almohaimeed, Bader S.
1
Amado, Cristina
1
Amanjot Singh
1
Amendola, Alessandra
1
Anatolyev, Stanislav
1
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Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
4
Economics letters
3
Research in international business and finance
3
International review of financial analysis
2
Annals of financial economics
1
Applied economics
1
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Econometrics : open access journal
1
Economics and Business Letters : EBL
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
8
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1
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8
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8
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date (oldest first)
1
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
2
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
3
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
4
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:
5
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
6
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
7
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:
8
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:
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