//--> //--> //-->
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:"Corsi, Fulvio"
~person:"Jacquier, Antoine (Jack)"
~person:"Medeiros, Marcelo C."
~source:"econstor"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Zeitreihenanalyse
Volatilität
4
smooth transition
4
Realized volatility
3
forecasting
3
nonlinear models
3
volatility forecasting
3
ARCH-Modell
2
GARCH models
2
Prognoseverfahren
2
financial econometrics
2
heterogeneous autoregression
2
long memory
2
Aktienindex
1
Algorithmus
1
Börsenkurs
1
Density Forecasting
1
Finance
1
Financial econometrics
1
GARCH
1
High-frequency data
1
Index
1
Kapitalmarkttheorie
1
Monte Carlo
1
Neuronale Netze
1
Nichtlineare Regression
1
Normal Inverse Gaussian Distribution
1
Optionsgeschäft
1
Realized Quarticity
1
Realized Volatility
1
Schätzung
1
USA
1
VIX.
1
Volatility
1
asymmetric effects
1
asymmetry
1
bagging.
1
bootstrap
1
empirical finance.
1
excess of kurtosis.
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Working Paper
1
Language
All
English
1
Author
All
Corsi, Fulvio
Jacquier, Antoine (Jack)
Medeiros, Marcelo C.
Härdle, Wolfgang Karl
9
Lux, Thomas
9
Bos, Charles S.
5
Hautsch, Nikolaus
5
Koopman, Siem Jan
5
Asai, Manabu
3
Branger, Nicole
3
Caporale, Guglielmo Maria
3
Christensen, Bent Jesper
3
Corradi, Valentina
3
Gil-Alana, Luis A.
3
Lucas, Andre
3
McAleer, Michael
3
Nielsen, Morten Ørregaard
3
Swanson, Norman
3
Alfarano, Simone
2
Busch, Thomas
2
Chen, Ying
2
Distaso, Walter
2
Huang, Haishi
2
Kaizoji, Taisei
2
Kapetanios, George
2
Koopman, S.J.
2
Mungo, Julius
2
Ou, Yangguoyi
2
Pigorsch, Uta
2
Reicher, Christopher Phillip
2
Schlag, Christian
2
Sucarrat, Genaro
2
Swanson, Norman R.
2
Adrian, Tobias
1
Ait-Sahalia, Yacine
1
Baillie, Richard
1
Baillie, Richard T.
1
Belomestny, Denis
1
Benati, Luca
1
Blasques, Francisco
1
Borak, Szymon
1
Bos, C.S.
1
Burren, Daniel
1
more ...
less ...
Published in...
All
Texto para discussão
1
Source
All
EconStor
ECONIS (ZBW)
48
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating the forecasting performance of GARCH models using White´s Reality Check
Souza, Leonardo
;
Veiga, Alvaro
;
Medeiros, Marcelo C.
-
2002
Persistent link: https://www.econbiz.de/10011807281
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->