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~isPartOf:"International journal of forecasting"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Dijk, Dick van"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Aktienmarkt
2
Share price
2
Stock market
2
Volatility
2
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2
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1
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1
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Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Dijk, Dick van
Medeiros, Marcelo C.
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gerlach, Richard
3
González-Rivera, Gloria
3
Lucas, André
3
Ma, Feng
3
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2
Bauwens, Luc
2
Becker, Ralf
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Lanne, Markku
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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International journal of forecasting
Discussion paper / Tinbergen Institute
18
Working paper / National Bureau of Economic Research, Inc.
14
CREATES research paper
12
Journal of econometrics
11
Econometric Institute research papers
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
School of Accounting, Finance and Economics & FEMARC working paper series
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Journal of banking & finance
5
Journal of empirical finance
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
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Journal of financial markets
4
CFS working paper series
3
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2
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International economic review
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Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The review of economics and statistics
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1
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ECONIS (ZBW)
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1
Forecasting S&P 500
volatility
: long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
2
Asymmetric effects and long memory in the
volatility
of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-327
Persistent link: https://www.econbiz.de/10003870060
Saved in:
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