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~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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ARCH-Modell
Forecasting model
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3,114
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59
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8
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8
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7
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7
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6
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6
Lyócsa, Štefan
6
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6
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6
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6
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International journal of forecasting
80
Energy economics
73
Journal of forecasting
73
Finance research letters
56
International review of financial analysis
40
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
35
Journal of empirical finance
33
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26
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13
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Pacific-Basin finance journal
12
Journal of financial econometrics
11
Journal of risk
11
Risks : open access journal
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International Journal of Energy Economics and Policy : IJEEP
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Financial innovation : FIN
8
International journal of economics and finance
8
Journal of applied econometrics
8
Journal of commodity markets
8
Econometric reviews
7
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Emerging markets, finance and trade : EMFT
7
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ECONIS (ZBW)
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1091
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of financial services management …
4
(
2009/10
)
2
,
pp. 77-94
Persistent link: https://www.econbiz.de/10003970975
Saved in:
1092
A new approach to bad news effects on volatility : the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)
Curto, José Dias
;
Tomaz, João Amaral
;
Pinto, José Castro
- In:
Portuguese economic journal
8
(
2009
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10003823949
Saved in:
1093
Modeling and forecasting the volatility of Eastern European emerging markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Dae oe gyeong je yeon gu
13
(
2009
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10003866500
Saved in:
1094
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
Saved in:
1095
Regular variation and extremal dependence of GARCH residuals with application to market risk measures
Laurini, Fabrizio
;
Tawn, Jonathan A.
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 146-169
Persistent link: https://www.econbiz.de/10003800712
Saved in:
1096
Modeling and forecasting implied volatility
Ahoniemi, Katja
-
2009
Persistent link: https://www.econbiz.de/10003802181
Saved in:
1097
Combining volatility and smoothing forecasts of UK demand for international tourism
Coshall, John T.
- In:
Tourism management : research, policies, practice
30
(
2009
)
4
,
pp. 495-511
Persistent link: https://www.econbiz.de/10003856183
Saved in:
1098
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
1099
Forecasting in inefficient commodity markets
Gkonkas, Periklēs
;
Serletis, Apostolos
- In:
Journal of economic studies
36
(
2009
)
3/4
,
pp. 383-392
Persistent link: https://www.econbiz.de/10003897776
Saved in:
1100
Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos
;
Pittis, Nikitas
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 612-630
Persistent link: https://www.econbiz.de/10003902230
Saved in:
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