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~subject:"Aktienindex"
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Search: subject:"FIGARCH model"
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Aktienindex
Volatility
13
Volatilität
12
ARCH model
11
ARCH-Modell
11
Exchange rate
8
Time series analysis
8
Wechselkurs
8
Zeitreihenanalyse
8
Estimation
7
FIGARCH Model
7
Schätzung
7
Welt
6
World
6
Structural break
5
Strukturbruch
5
ARFIMA-FIGARCH model
4
ARMA model
4
ARMA-Modell
4
Aktienmarkt
4
Financial crisis
4
Finanzkrise
4
Long memory
4
Stock market
4
Capital income
3
Devisenmarkt
3
FIGARCH model
3
Financial contagion
3
Foreign exchange market
3
Global Financial Crisis
3
Kapitaleinkommen
3
Spillover effect
3
Spillover-Effekt
3
Structural Breaks
3
Adaptive FIGARCH Model
2
Ansteckungseffekt
2
Asia
2
Asien
2
Börsenkurs
2
Cointegration
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English
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Chen, Langnan
1
Liu, Hsiang-hsi
1
Tian, Fengping
1
Yang, Ke
1
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Economic modelling
1
Journal of forecasting
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ECONIS (ZBW)
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1
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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2
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-
FIGARCH
model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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