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~subject:"ARCH-Modell"
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Search: subject_exact:"Prognosetechnik"
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ARCH-Modell
Forecasting model
39,932
Prognoseverfahren
39,932
Theorie
13,350
Theory
13,347
Prognose
6,135
Forecast
5,933
Estimation
5,837
Schätzung
5,834
Zeitreihenanalyse
5,665
Time series analysis
5,650
Capital income
4,643
Kapitaleinkommen
4,643
Wirtschaftsprognose
3,820
Economic forecast
3,800
Volatilität
3,707
Volatility
3,705
USA
3,467
United States
3,446
Börsenkurs
3,438
Share price
3,438
Leading indicator
2,434
Frühindikator
2,432
Welt
2,065
World
2,065
Neural networks
1,873
Neuronale Netze
1,873
Schätztheorie
1,841
Estimation theory
1,840
Inflation
1,786
ARCH model
1,759
Aktienmarkt
1,711
Stock market
1,703
Künstliche Intelligenz
1,687
Artificial intelligence
1,684
Finanzanalyse
1,644
Bayesian inference
1,637
Bayes-Statistik
1,633
Financial analysis
1,632
Forecasting
1,590
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766
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547
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1,260
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499
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1,229
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1,229
Graue Literatur
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236
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Thesis
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Collection of articles of several authors
5
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5
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English
1,749
German
6
French
3
Italian
1
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Ma, Feng
61
Gupta, Rangan
48
Zhang, Yaojie
32
McAleer, Michael
28
Liang, Chao
23
Wang, Yudong
20
Wei, Yu
19
Caporin, Massimiliano
17
Degiannakis, Stavros
16
Kumar, Dilip
15
Molnár, Peter
15
Bouri, Elie
14
Ardia, David
13
Chen, Cathy W. S.
13
Wu, Xinyu
13
Lu, Xinjie
12
Nonejad, Nima
12
Paolella, Marc S.
12
Wang, Jiqian
12
Ñíguez, Trino-Manuel
12
Catania, Leopoldo
11
Liu, Jing
11
Lux, Thomas
11
Wang, Lu
11
Blazsek, Szabolcs
10
Li, Yan
10
Salisu, Afees A.
10
Trojani, Fabio
10
Wahab, M. I. M.
10
Audrino, Francesco
9
Barigozzi, Matteo
9
Chlebus, Marcin
9
Engle, Robert F.
9
Hallin, Marc
9
Huang, Dengshi
9
McMillan, David G.
9
Mittnik, Stefan
9
Ravazzolo, Francesco
9
Segnon, Mawuli
9
Bollerslev, Tim
8
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National Bureau of Economic Research
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
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International journal of forecasting
80
Energy economics
73
Journal of forecasting
73
Finance research letters
65
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
Economic modelling
26
Applied economics letters
21
Journal of econometrics
20
Journal of international financial markets, institutions & money
19
Applied financial economics
18
Department of Economics working paper series
17
Journal of banking & finance
17
International journal of finance & economics : IJFE
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
The European journal of finance
16
Discussion paper / Tinbergen Institute
15
Economics letters
15
Computational economics
14
Quantitative finance
14
Research in international business and finance
14
Journal of risk and financial management : JRFM
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Pacific-Basin finance journal
12
Working papers
12
International Journal of Energy Economics and Policy : IJEEP
11
Journal of financial econometrics
11
Journal of risk
11
Risks : open access journal
11
Working paper
11
Econometric Institute research papers
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
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ECONIS (ZBW)
1,759
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1
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10
of
1,759
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
3
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
4
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10014486924
Saved in:
5
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
6
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
7
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
8
Deep learning for multivariate volatility forecasting in high-dimensional financial time series
Iwafuchi, Rei
;
Matsuda, Yasumasa
-
2024
Persistent link: https://www.econbiz.de/10014526627
Saved in:
9
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
10
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
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