//--> //--> //-->
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"
~subject:"Statistische Verteilung"
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
Statistische Verteilung
ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
3
Capital income
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Realized GARCH
2
Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienmarkt
1
China
1
Chinese stock market
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
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistical error
1
Statistischer Fehler
1
Stock market
1
Theorie
1
Theory
1
Value-at-Risk
1
Volatility forecasting
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Huang, Zhuo
Rodriguez, Gabriel
Candelon, Bertrand
1
Chen, Rongda
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Feng, Lingbing
1
Gerlach, Richard
1
Iglesias, Emma M.
1
Jiang, Zhi-qiang
1
Joëts, Marc
1
Jung, Hojin
1
Kim, Jong-Min
1
Liang, Fang
1
Naifar, Nader
1
Naimoli, Antonio
1
Racicot, François-Éric
1
Shi, Yanlin
1
Storti, Giuseppe
1
Théoret, Raymond
1
Tokpavi, Sessi
1
Wang, Tianyi
1
Wang, Yi-Hsien
1
Wu, Xinyu
1
Xie, Haibin
1
Xie, Wen-jie
1
Yan, Hong
1
Yeh, Tsai-Jung
1
Yu, Lean
1
Zhou, Wei-xing
1
more ...
less ...
Published in...
All
Economic modelling
Finance research letters
2
Revista de análisis económico
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->