//--> //--> //-->
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:"Journal for Economic Forecasting"
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:"leverage effects"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
asymmetric GARCH
1
leverage effects
1
stylized facts
1
volatility forecasting
1
volatility modeling
1
Online availability
All
Free
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Miron, Dumitru
1
Tudor, Cristiana
1
Published in...
All
Journal for Economic Forecasting
Discussion paper / Tinbergen Institute
6
Tinbergen Institute Discussion Paper
6
Tinbergen Institute Discussion Papers
4
Documentos de Trabajo del ICAE
3
Journal of econometrics
3
Applied economics
2
CBN Journal of Applied Statistics
2
CBN journal of applied statistics
2
Econometric Institute Research Papers
2
Journal of Empirical Finance
2
Journal of empirical finance
2
Post-Print / HAL
2
Working Papers in Economics
2
Applied economics letters
1
Asia-Pacific journal of financial studies
1
CIRANO Working Papers
1
Computational Statistics & Data Analysis
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Econometric reviews
1
Economics Letters
1
Economics letters
1
Economies : open access journal
1
Finance research letters
1
Global COE Hi-Stat Discussion Paper Series
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of strategic property management
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Risk and Financial Management
1
Journal of economic and financial sciences : JEF
1
Journal of risk and financial management : JRFM
1
KIER Working Papers
1
MPRA Paper
1
Mathematics and Computers in Simulation (MATCOM)
1
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
1
Review of Pacific Basin financial markets and policies
1
Review of financial economics : RFE
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy
Miron, Dumitru
;
Tudor, Cristiana
- In:
Journal for Economic Forecasting
(
2010
)
3
investigate the presence of
leverage
effects
in empirical time series and estimate different asymmetric GARCH-family models (EGACH …
Persistent link: https://www.econbiz.de/10008685119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->