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~subject:"ARCH model"
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ARCH model
Prognoseverfahren
36
encompassing
35
Forecasting model
34
Encompassing
23
forecast encompassing
19
Statistischer Test
16
encompassing tests
16
Theorie
15
Statistical test
14
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14
Forecast encompassing
13
model selection
13
time series
13
Zeitreihenanalyse
12
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11
Prognose
10
Schätztheorie
10
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10
Encompassing test
9
Estimation theory
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9
inflation
8
Economic forecast
7
Encompassing tests
7
Estimation
7
Forecast Encompassing
7
New Keynesian Phillips curve
7
Wirtschaftsprognose
7
forecasting
7
Combining forecasts
6
Monetary policy
6
Phillips curve
6
combining forecasts
6
econometric model building
6
encompassing test
6
panel data model
6
parameter constancy
6
ARCH-Modell
5
Area Wide model
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Gupta, Rangan
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Lux, Thomas
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Segnon, Mawuli
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Dritsakis, Nikolaos
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ECONIS (ZBW)
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Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
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2
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
3
Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models
Segnon, Mawuli
;
Lux, Thomas
;
Gupta, Rangan
-
2015
criterion. We also find that we cannot reject the null hypothesis of MSM forecasts
encompassing
those of GARCH-type models. In …
Persistent link: https://www.econbiz.de/10011296114
Saved in:
4
Modeling and forecasting oil price risk : the role of implied volatility index
Dutta, Anupam
- In:
Journal of economic studies
44
(
2017
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011961008
Saved in:
5
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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