//--> //--> //-->
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:"International journal of forecasting"
~person:"Fu, Jin-Yu"
~person:"Klein, Tony"
~subject:"Volatilität"
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_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Volatility
3
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Additive jumps
1
Agricultural commodities
1
Agriculture commodity futures
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Financial market
1
Finanzmarkt
1
Forecast
1
GARCH model
1
Griddy–Gibbs sampler
1
HAR models
1
Heterogeneous autoregressive model
1
Infinite Hidden Markov switching process
1
Itô process
1
Kapitaleinkommen
1
MCS test
1
Markov chain
1
Markov-Kette
1
Median realized volatility
1
Peaks over threshold
1
Prognose
1
Realized volatility
1
Realized volatility forecasts
1
Risikomaß
1
Risk measure
1
Rohstoffderivat
1
Share price
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Fu, Jin-Yu
Klein, Tony
Gerlach, Richard
2
Ahmed, Shamim
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bekierman, Jeremias
1
Bluedorn, John Christopher
1
Catania, Leopoldo
1
Cecen, A. A.
1
Chan, Joshua
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chiu, Ching Wai Jeremy
1
Cho, Dooyeon
1
Chortareas, Georgios E.
1
Clements, Adam
1
Cross, Jamie
1
Croux, Christophe
1
Decressin, Jörg
1
Degiannakis, Stavros
1
Eraslan, Sercan
1
Erkal, Cahit
1
Filis, George
1
Franses, Philip Hans
1
Fuentes, Fernanda
1
Gallo, Giampiero M.
1
Ghijsels, Hendrik
1
González-Rivera, Gloria
1
Gupta, Rangan
1
Guérin, Pierre
1
Hao, Hong-Xia
1
Herrera, Ana María
1
Herrera, Rodrigo
1
Horta, Eduardo
1
Hou, Chenghan
1
more ...
less ...
Published in...
All
International journal of forecasting
Energy economics
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Working papers on finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
2
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
3
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->