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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of risk"
~subject:"Germany"
~subject:"Prognoseverfahren"
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Search: subject_exact:"GARCH model"
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Germany
Prognoseverfahren
ARCH model
87
ARCH-Modell
87
Volatility
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Estimation
38
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Wu, Xinyu
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1
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Azimi, Mohammad Naim
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International journal of economics and finance
Journal of risk
International journal of forecasting
80
Energy economics
77
Journal of forecasting
73
Finance research letters
64
International review of financial analysis
42
Applied economics
40
Journal of empirical finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
36
Economic modelling
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Journal of international financial markets, institutions & money
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Applied economics letters
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Applied financial economics
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Journal of econometrics
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The European journal of finance
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Journal of banking & finance
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Department of Economics working paper series
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Economics letters
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International journal of finance & economics : IJFE
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Discussion paper / Tinbergen Institute
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Pacific-Basin finance journal
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11
Risks : open access journal
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric reviews
8
Financial innovation : FIN
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ECONIS (ZBW)
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1
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
2
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
3
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
4
Modeling realized volatility with implied volatility for the EUR/GBP exchange rate
Rokicka, Anna
;
Kudła, Janusz
- In:
Journal of risk
23
(
2021
)
4
,
pp. 51-79
Persistent link: https://www.econbiz.de/10012593441
Saved in:
5
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
6
Range-based volatility forecasting : a multiplicative component conditional autoregressive range model
Xie, Haibin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012421687
Saved in:
7
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
8
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
9
Forecasting volatility stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
Saved in:
10
On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
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