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~isPartOf:"Economic modelling"
~person:"Bauwens, Luc"
~person:"Gallo, Giampiero M."
~person:"Lahiani, Amine"
~person:"Liang, Fang"
~person:"Wang, Tianyi"
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Search: subject_exact:"ARCH model"
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ARCH model
7
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7
Volatility
4
Volatilität
4
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3
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3
Estimation
3
Forecasting model
3
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Bauwens, Luc
Gallo, Giampiero M.
Lahiani, Amine
Liang, Fang
Wang, Tianyi
Arouri, Mohamed
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Ma, Feng
3
Todorova, Neda
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Zhang, Yaojie
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2
Belkhouja, Mustapha
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Charfeddine, Lanouar
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Cheffou, Abdoulkarim Idi
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2
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2
Jayawardena, Nirodha I.
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Lin, Xiaoqiang
2
Liu, Jing
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Maheswaran, S.
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1
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1
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Economic modelling
CORE discussion papers : DP
15
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5
CORE discussion paper : DP
4
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4
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3
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Discussion paper / Department of Economics, University of California San Diego
1
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SFB 649 discussion paper
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Socio-economic planning sciences : the international journal of public sector decision-making
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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:
2
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:
3
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:
4
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:
5
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
6
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
7
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
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