//--> //--> //-->
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"
~person:"Huang, Zhuo"
~person:"Rodriguez, Gabriel"
~person:"Su, Jung-bin"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
5
ARCH-Modell
5
Volatility
4
Volatilität
4
Estimation
3
Risikomaß
3
Risk measure
3
Schätzung
3
Aktienmarkt
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Realized GARCH
2
Stock market
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienindex
1
China
1
Chinese stock market
1
Currency market
1
Developed market
1
Devisenmarkt
1
Emerging economies
1
Emerging market
1
Exponential GARCH model
1
Foreign exchange market
1
Generalized t
1
Gram-Charlier expansion
1
HAR
1
Long memory
1
Measurement errors
1
Method of moments
1
Momentenmethode
1
Realized GARCH-RSRK
1
Realized higher moments
1
Realized kernel
1
Realized volatility
1
Schwellenländer
1
Spillover effect
1
more ...
less ...
Online availability
All
Undetermined
4
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
Rodriguez, Gabriel
Su, Jung-bin
Arouri, Mohamed
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
3
Wang, Tianyi
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Fountas, Stilianos
2
Gupta, Rangan
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
Mensi, Walid
2
Min, Hong-ghi
2
Nguyen, Duc Khuong
2
Pal, Debdatta
2
Sadorsky, Perry A.
2
Shi, Yanlin
2
Su, Jen-je
2
Tsui, Albert K.
2
Wang, Yudong
2
Zhang, Zhaoyong
2
Abdallah, Oussama
1
Abosedra, Salah S.
1
Aftab, Muhammad
1
Ahmad, Wasim
1
more ...
less ...
Published in...
All
Economic modelling
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
6
The journal of futures markets
3
Documento de trabajo
2
Economics letters
2
Finance research letters
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Applied financial economics letters
1
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
Economic research
1
International review of economics & finance : IREF
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 emerging market finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Review of Pacific Basin financial markets and policies
1
Review of development finance
1
Review of quantitative finance and accounting
1
Revista de análisis económico
1
The European journal of finance
1
The journal of risk model validation
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
5
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-bin
;
Hung, Jui-cheng
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1117-1130
Persistent link: https://www.econbiz.de/10009271254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->