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~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
Theorie
Volatilität
Welt
ARCH-Modell
10,425
ARCH model
10,222
Volatility
6,238
Schätzung
2,949
Estimation
2,897
Theory
2,587
Kapitaleinkommen
2,249
Capital income
2,240
Börsenkurs
2,224
Share price
2,191
Aktienmarkt
1,991
Stock market
1,978
Zeitreihenanalyse
1,813
Time series analysis
1,774
Forecasting model
1,732
Schätztheorie
1,053
Estimation theory
1,044
Spillover-Effekt
1,042
Spillover effect
1,037
Risikomaß
1,012
Risk measure
1,007
GARCH
971
USA
959
Wechselkurs
936
Exchange rate
922
United States
921
World
844
Korrelation
811
Correlation
803
Ölpreis
712
Oil price
709
Portfolio-Management
671
Portfolio selection
668
Aktienindex
626
Stock index
612
Finanzmarkt
574
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Undetermined
2,558
Free
2,519
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All
Article
5,470
Book / Working Paper
2,466
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All
Article in journal
5,272
Aufsatz in Zeitschrift
5,272
Working Paper
1,313
Graue Literatur
1,220
Non-commercial literature
1,220
Arbeitspapier
1,190
Aufsatz im Buch
189
Book section
189
Hochschulschrift
110
Thesis
86
Collection of articles written by one author
28
Sammlung
28
Conference paper
27
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27
Collection of articles of several authors
21
Sammelwerk
21
Bibliografie enthalten
11
Bibliography included
11
Aufsatzsammlung
9
Lehrbuch
8
Systematic review
8
Übersichtsarbeit
8
Textbook
7
Konferenzschrift
6
Article
4
Case study
3
Conference proceedings
3
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3
Forschungsbericht
3
Amtsdruckschrift
2
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2
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1
Biografie
1
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1
Diskette
1
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1
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1
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1
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1
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English
7,860
German
48
Spanish
15
French
7
Portuguese
3
Polish
2
Czech
1
Italian
1
Romanian
1
Chinese
1
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Author
All
McAleer, Michael
172
Chang, Chia-Lin
72
Gupta, Rangan
67
Ma, Feng
63
Bauwens, Luc
52
Hafner, Christian M.
48
Caporin, Massimiliano
45
Teräsvirta, Timo
45
Engle, Robert F.
42
Herwartz, Helmut
42
Bouri, Elie
41
Paolella, Marc S.
35
Caporale, Guglielmo Maria
33
Conrad, Christian
33
Kumar, Dilip
32
Laurent, Sébastien
32
Zhang, Yaojie
32
Hansen, Peter Reinhard
27
Mittnik, Stefan
26
Bollerslev, Tim
25
Francq, Christian
25
Karanasos, Menelaos
25
McMillan, David G.
25
Serletis, Apostolos
25
Silvennoinen, Annastiina
25
Ardia, David
24
Wang, Yudong
24
Zakoïan, Jean-Michel
24
Kang, Sang Hoon
23
Asai, Manabu
22
Liang, Chao
22
Rombouts, Jeroen V. K.
22
Tiwari, Aviral Kumar
22
Wei, Yu
22
Degiannakis, Stavros
21
Hammoudeh, Shawkat
21
Hamori, Shigeyuki
21
Koopman, Siem Jan
21
Saikkonen, Pentti
21
Wu, Xinyu
21
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
National Bureau of Economic Research
14
Ekonomiska forskningsinstitutet <Stockholm>
10
Centre for Analytical Finance <Århus>
8
University of Canterbury / Dept. of Economics and Finance
7
Shakai-Keizai-Kenkyūsho <Osaka>
6
Econometrisch Instituut <Rotterdam>
4
Instituto Valenciano de Investigaciones Económicas
4
European University Institute / Department of Economics
3
Brown University / Department of Economics
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
National Institute of Economic and Social Research
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
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Published in...
All
Energy economics
235
Finance research letters
145
Applied economics
133
Economic modelling
124
International review of financial analysis
124
Journal of empirical finance
115
The North American journal of economics and finance : a journal of financial economics studies
112
Research in international business and finance
104
Journal of econometrics
101
International review of economics & finance : IREF
100
International journal of forecasting
91
Journal of international financial markets, institutions & money
83
Journal of banking & finance
82
Journal of forecasting
81
Journal of risk and financial management : JRFM
75
Applied financial economics
74
Economics letters
73
Discussion paper / Tinbergen Institute
72
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Econometric Institute research papers
56
International Journal of Energy Economics and Policy : IJEEP
56
Working paper
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
The European journal of finance
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
The journal of futures markets
49
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Econometric theory
40
Journal of international money and finance
38
Econometric reviews
36
International journal of economics and finance
34
Cogent economics & finance
33
Computational economics
33
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Journal of financial econometrics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
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Source
All
ECONIS (ZBW)
7,803
EconStor
127
OLC EcoSci
3
ArchiDok
2
USB Cologne (EcoSocSci)
1
Showing
1
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10
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7,936
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date (newest first)
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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
Saved in:
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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