//--> //--> //-->
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
~subject:"ARCH model"
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:"multiplicative component"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
4
Volatilität
4
forecasting
4
Volatility
3
dynamic conditional correlations
3
electricity futures
3
multiplicative component
3
Börsenkurs
2
Forecasting model
2
Multiplicative Component Generalised Autoregressive Heteroskedasticity (MC-GARCH)
2
Prognoseverfahren
2
Share price
2
Spatial multiplicative component GARCH
2
Theorie
2
Theory
2
backtests
2
double-conditional smoothing
2
error distributions
2
high-frequency
2
high-frequency returns
2
intraday expected shortfall (ES)
2
intraday value-at-risk (VaR)
2
model validation
2
multiplicative random effect
2
volatility arch
2
volatility saddle
2
Capital income
1
EU-Staaten
1
Elektrizität
1
Estimation
1
Kapitaleinkommen
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Stromtarif
1
Termingeschäft
1
Time series analysis
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Feng, Yuanhua
1
Narsoo, Jason
1
Summinga-Sonagadu, Ravi
1
Xie, Haibin
1
Published in...
All
CIE working paper series
1
Journal of risk
1
Risks : open access journal
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk model validation : an intraday VaR and ES approach using the
multiplicative
component
GARCH
Summinga-Sonagadu, Ravi
;
Narsoo, Jason
- In:
Risks : open access journal
7
(
2019
)
1/10
,
pp. 1-23
assess the competency of the
Multiplicative
Component
Generalised Autoregressive Heteroskedasticity (MC-GARCH) models based …
Persistent link: https://www.econbiz.de/10012018629
Saved in:
2
Range-based volatility forecasting : a
multiplicative
component
conditional autoregressive range model
Xie, Haibin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012421687
Saved in:
3
Double-conditional smoothing of high-frequency volatility surface in a spatial
multiplicative
component
GARCH with random effects
Feng, Yuanhua
-
2013
Persistent link: https://www.econbiz.de/10010194494
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->