//--> //--> //-->
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
~person:"Cifter, Atilla"
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:"Reality check"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
asymmetric normal mixture GARCH
1
reality check
1
value-at-risk
1
volatility forecasting
1
Online availability
All
Free
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Cifter, Atilla
Corradi, Valentina
7
Swanson, Norman R.
5
Swanson, Norman
4
Hsu, Ying-Lin
3
Huang, Chih-Jen
3
Huang, Shian-Chang
3
Wang, Nan-Yu
3
CHUMACERO, ROMULO A.
2
Cai, Zongwu
2
Chicaroli, Rodrigo
2
Dichtl, Hubert
2
Doctor, Kaizad
2
Drobetz, Wolfgang
2
Hsu, Po-Hsuan
2
Hsu, Yu-Chin
2
Jiang, Jiancheng
2
Kim, Hyun Hak
2
Kuan, Chung-Ming
2
Kuan, Chung-ming
2
Medeiros, Marcelo C.
2
Nomikos, Nikos K.
2
Souza, Leonardo
2
Veiga, Alvaro
2
Yen, Meng-Feng
2
Zhang, Jingshuang
2
Anghel, Dan Gabriel
1
Anghel, Dan-Gabriel
1
Cao, Zhiguang
1
Dai, Yun-Shan
1
Eversberg, Dennis
1
Flint, Emlyn
1
Gonzalez-Rivera, Gloria
1
Han, Qiheng
1
Holz, Jana
1
Hsu, PH
1
Hsu, YC
1
Hsu, Yu-Chien
1
Hui, E.
1
Hui, E. C. M.
1
more ...
less ...
Published in...
All
Journal for Economic Forecasting
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa
Cifter, Atilla
- In:
Journal for Economic Forecasting
(
2012
)
2
,
pp. 127-142
-GARCH outperforms all other competing models according to Christoffersen’s (1998) tail-loss and White’s (2000)
reality
check
tests. This …
Persistent link: https://www.econbiz.de/10010558790
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->