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~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
Share price
Theorie
Volatilität
Welt
ARCH model
6,764
ARCH-Modell
6,764
Volatility
4,430
Estimation
2,056
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2,055
Capital income
1,713
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1,713
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1,659
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1,598
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1,597
Theory
1,456
Forecasting model
1,205
Time series analysis
1,055
Zeitreihenanalyse
1,055
Spillover effect
821
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821
GARCH
806
Risikomaß
734
Risk measure
734
Exchange rate
665
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665
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651
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639
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637
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581
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581
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578
Ölpreis
578
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576
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575
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500
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500
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449
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449
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5,448
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5,456
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1,344
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1,250
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1,250
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1,221
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198
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198
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111
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87
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30
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Ma, Feng
63
McAleer, Michael
40
Gupta, Rangan
39
Bouri, Elie
33
Zhang, Yaojie
32
Kumar, Dilip
31
Wang, Yudong
24
Kang, Sang Hoon
23
McMillan, David G.
23
Serletis, Apostolos
23
Liang, Chao
22
Tiwari, Aviral Kumar
22
Wei, Yu
21
Degiannakis, Stavros
20
Hammoudeh, Shawkat
20
Hamori, Shigeyuki
20
Wu, Xinyu
20
Yoon, Seong-min
20
Chiang, Thomas C.
17
Floros, Christos
17
Malik, Farooq
17
Teräsvirta, Timo
17
Caporin, Massimiliano
16
Chevallier, Julien
16
Engle, Robert F.
16
Hafner, Christian M.
16
Mensi, Walid
16
Nguyen, Duc Khuong
16
Chen, Cathy W. S.
15
Lucey, Brian M.
15
Xuan Vinh Vo
15
Bauwens, Luc
14
Brooks, Robert
14
Francq, Christian
14
Molnár, Peter
14
Chang, Chia-Lin
13
Choudhry, Taufiq
13
Huang, Zhuo
13
Laurent, Sébastien
13
Paolella, Marc S.
13
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Ekonomiska forskningsinstitutet <Stockholm>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
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Energy economics
237
Finance research letters
151
Applied economics
140
Economic modelling
125
International review of financial analysis
125
Journal of empirical finance
117
The North American journal of economics and finance : a journal of financial economics studies
114
Research in international business and finance
108
International review of economics & finance : IREF
106
Journal of econometrics
101
International journal of forecasting
91
Journal of international financial markets, institutions & money
88
Journal of banking & finance
84
Journal of forecasting
81
Journal of risk and financial management : JRFM
79
Applied financial economics
75
Economics letters
74
Applied economics letters
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
International Journal of Energy Economics and Policy : IJEEP
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
The European journal of finance
52
The journal of futures markets
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Econometric theory
41
International journal of economics and financial issues : IJEFI
38
Journal of international money and finance
38
Econometric reviews
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
International journal of economics and finance
35
Review of quantitative finance and accounting
35
Cogent economics & finance
33
Computational economics
33
Journal of financial econometrics
32
Quantitative finance
32
Journal of applied econometrics
31
Pacific-Basin finance journal
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ECONIS (ZBW)
5,484
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1
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5,484
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1
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
2
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:
3
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:
4
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
5
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:
6
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:
7
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
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8
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:
9
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
10
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
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