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~subject:"Volatility"
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Search: subject:"Periodic"
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Volatility
Theorie
142
Theory
139
Inventory model
65
Lagerhaltungsmodell
64
Lagermanagement
52
Warehouse management
52
Scheduling problem
36
Scheduling-Verfahren
36
Tourenplanung
35
Vehicle routing problem
35
Heuristics
31
Heuristik
30
Zeitreihenanalyse
29
Periodic review
28
Supply chain
28
Time series analysis
28
Lieferkette
27
Bubbles
26
Spekulationsblase
25
Forecasting model
24
Prognoseverfahren
24
Mathematical programming
22
Mathematische Optimierung
22
Stochastic process
22
Stochastischer Prozess
22
Instandhaltung
21
Maintenance policy
21
Inventory
19
Financial crisis
17
periodic review
17
Algorithm
16
Algorithmus
16
Finanzkrise
16
USA
16
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16
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log-periodic power law
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Carnero, M. Angeles
7
Koopman, Siem Jan
7
Ooms, Marius
7
Souam, Saïd
2
Aknouche, Abdelhakim
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Boussaha, Nadia
1
Cavaliere, Giuseppe
1
Chang, Yu Ching
1
Demmouche, Nacer
1
Dimitrakopoulos, Stefanos
1
Fantazzini, Dean
1
Giovanis, Eleftherios
1
Hamdi, Faycal
1
Hamdi, Fayçal
1
Lai, Yi-Hao
1
Rossi, Eduardo
1
Salvador, E.
1
Skrobotov, Anton
1
Taylor, Robert
1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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EconStor
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1
Multivariate
periodic
stochastic volatility models : applications to Algerian dinar exchange rates and oil prices modeling
Boussaha, Nadia
;
Hamdi, Faycal
;
Souam, Saïd
-
2018
Persistent link: https://www.econbiz.de/10012240489
Saved in:
2
Forecasting trading-session return volatility in Taiwan futures market : a
periodic
regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
Saved in:
3
Bayesian analysis of
periodic
asymmetric power GARCH models
Aknouche, Abdelhakim
;
Demmouche, Nacer
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012299605
Saved in:
4
Wild bootstrap seasonal unit root tests for time series with
periodic
nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
5
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
6
The turn-of-the-month-effect : evidence from
Periodic
Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) model
Giovanis, Eleftherios
- In:
International journal of economic sciences and applied …
7
(
2014
)
3
,
pp. 43-61
higher seasonality in volatility rather on average returns. For this reason the
Periodic
-GARCH (1,1) is estimated. The …
Persistent link: https://www.econbiz.de/10010509192
Saved in:
7
Mixture
periodic
GARCH models : theory and applications
Hamdi, Fayçal
;
Souam, Saïd
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1925-1956
Persistent link: https://www.econbiz.de/10011950345
Saved in:
8
Long memory and periodicity in intraday volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
Saved in:
9
Periodic
Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
-
Tinbergen Instituut
-
2005
. 102, issue 477, pages 16-27.<p> Novel
periodic
extensions of dynamic long memory regression models with autoregressive …
Persistent link: https://www.econbiz.de/10011256266
Saved in:
10
Periodic
Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
-
2005
Novel
periodic
extensions of dynamic long memory regression models with autoregressive conditional heteroskedastic …
Persistent link: https://www.econbiz.de/10010325542
Saved in:
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