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Search: subject:"GAS model"
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Lattice gas model
14
Pedestrian flow
10
GAS model
9
Forecasting model
7
Prognoseverfahren
7
Lattice-gas model
6
Theorie
6
Theory
6
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Time series analysis
5
World Gas Model
5
Zeitreihenanalyse
5
Erdgas
3
Forecasting
3
Jamming transition
3
Multivariate GAS model
3
Multivariate Verteilung
3
Multivariate distribution
3
Natural gas
3
Preis
3
Volatility and correlation
3
Welt
3
Asia
2
Bangladesh
2
Crawler
2
DCC-GARCH model
2
Diffusion
2
Erdgasmarkt
2
Evacuation dynamics
2
Exchange rate
2
Factor model
2
Forecast
2
Generalized autoregressive score (GAS) model
2
Hong Kong
2
Indonesia
2
Inflation
2
Inflation forecasting
2
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Undetermined
36
Free
9
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Article
38
Book / Working Paper
8
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9
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6
Arbeitspapier
3
Graue Literatur
3
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3
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30
English
16
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All
Nagatani, Takashi
8
Boughaleb, Y.
3
Egging, Ruud
3
Fukamachi, Masahiro
3
Holz, Franziska
3
Jiang, Rui
3
Nagai, Ryoichi
3
Wu, Qing-Song
3
Boscoboinik, J.A.
2
Fulwood, Mike
2
Gabriel, Steven A.
2
Gomes, Ieda
2
Gorgi, Paolo
2
Hader, A.
2
Henderson, James
2
Koopman, Siem Jan
2
Lambert, Martin
2
Li, Mengheng
2
Manzi, S.J.
2
Mashiko, Takashi
2
Pereyra, V.D.
2
Sharples, Jack
2
Achik, I.
1
Aiube, Fernando Antônio Lucena
1
Algin, Abdullah
1
Andres, Philipp
1
Arikan, Ali Serdar
1
Ausín, M. Concepción
1
Barbosa, Marcia C.
1
Belardinelli, R.E.
1
Bertolazzo, Andressa A.
1
Bouteska, Ahmed
1
Castro, Carlos Henrique Dias Cordeiro de
1
Chen, Cathy W. S.
1
Chen, Jianqiao
1
Chen, Rongda
1
Chen, Tao
1
Cheng, Jie
1
Dil, Emre
1
Ennamiri, H.
1
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
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Physica A: Statistical Mechanics and its Applications
25
AMSE Working Papers
1
Annals of the Institute of Statistical Mathematics
1
Applied economics
1
Computational Statistics & Data Analysis
1
DIW Discussion Papers
1
Discussion Papers of DIW Berlin
1
Discussion paper
1
Discussion paper / Tinbergen Institute
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International Journal of Global Energy Issues
1
Journal of commodity markets
1
Journal of financial econometrics
1
Journal of forecasting
1
OIES Paper: NG
1
OIES paper
1
Surface Review and Letters (SRL)
1
The empirical economics letters : a monthly international journal of economics
1
The journal of risk finance : JRF
1
Tinbergen Institute Discussion Paper
1
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RePEc
31
ECONIS (ZBW)
12
EconStor
3
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46
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1
Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies
Cheng, Jie
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 899-924
Persistent link: https://www.econbiz.de/10014329089
Saved in:
2
Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi
;
Bouteska, Ahmed
- In:
The journal of risk finance : JRF
24
(
2023
)
4
,
pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
Saved in:
3
Forecasting inflation time series using score-driven dynamic models and combination methods : the case of Brazil
Castro, Carlos Henrique Dias Cordeiro de
;
Aiube, …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 369-401
Persistent link: https://www.econbiz.de/10014292183
Saved in:
4
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
5
Emerging Asia LNG demand
Fulwood, Mike
;
Henderson, James
;
Gomes, Ieda
;
Lambert, …
-
2020
forecasts generated by our World
Gas
Model
, the document provides a useful reference of current perceptions of future prospects …
Persistent link: https://www.econbiz.de/10012663571
Saved in:
6
Business cycle spatial synchronization : measuring a synchronization parameter
Fukui, Shinya
-
2020
Persistent link: https://www.econbiz.de/10012655560
Saved in:
7
Emerging Asia LNG demand
Fulwood, Mike
;
Henderson, James
;
Gomes, Ieda
;
Lambert, …
-
2020
Persistent link: https://www.econbiz.de/10012313739
Saved in:
8
Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
Lin, Juan
;
Wu, Ximing
;
Yang, Panye
- In:
Applied economics
54
(
2022
)
60
,
pp. 6850-6862
Persistent link: https://www.econbiz.de/10013494324
Saved in:
9
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
-
2018
We introduce a mixed-frequency score-driven dynamic model for multiple time series where the score contributions from high-frequency variables are transformed by means of a mixed-data sampling weighting scheme. The resulting dynamic model delivers a flexible and easy-to-implement framework for...
Persistent link: https://www.econbiz.de/10011819541
Saved in:
10
Forecasting economic time series using score-driven dynamic models with mixeddata sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
-
2018
We introduce a mixed-frequency score-driven dynamic model for multiple time series where the score contributions from high-frequency variables are transformed by means of a mixed-data sampling weighting scheme. The resulting dynamic model delivers a flexible and easy-to-implement framework for...
Persistent link: https://www.econbiz.de/10011809978
Saved in:
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