//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~person:"Nielsen, Morten Ørregaard"
~person:"Rodriguez, Gabriel"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Schätztheorie
2
ARCH
1
Börsenkurs
1
Dynamic conditional correlations
1
Electricity price
1
Electricity prices
1
Exchange rate
1
Exponential GARCH
1
Financial market
1
Financial return
1
Financial time-series econometrics
1
Finanzmarkt
1
Forecast
1
Forecasting model
1
GARCH models
1
Leverage
1
Log-GARCH
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate analysis
1
Nord Pool
1
Nordeuropa
1
Northern Europe
1
Prognose
1
Prognoseverfahren
1
Realised volatility
1
Share price
1
Strompreis
1
Theorie
1
Theory
1
Volatility forecasting
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Nielsen, Morten Ørregaard
Rodriguez, Gabriel
Sucarrat, Genaro
Gupta, Rangan
5
Wang, Yudong
4
Hammoudeh, Shawkat
3
Klein, Tony
3
Lucas, André
3
Ma, Feng
3
Pierdzioch, Christian
3
Wohar, Mark E.
3
Arroyo, Javier
2
Balcilar, Mehmet
2
Bauwens, Luc
2
Cajueiro, Daniel Oliveira
2
Catania, Leopoldo
2
Chan, Joshua
2
Clements, Adam
2
Cross, Jamie
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Filis, George
2
González-Rivera, Gloria
2
Ji, Qiang
2
Liu, Li
2
Luo, Jiawen
2
Lyócsa, Štefan
2
Nguyen, Duc Khuong
2
Niu, Mengyi
2
Opschoor, Anne
2
Poon, Aubrey
2
Qu, Hui
2
Tabak, Benjamin Miranda
2
Tamvakis, Michael
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Walther, Thomas
2
Wu, Chongfeng
2
Zhang, Yue-jun
2
Çepni, Oğuzhan
2
Ahmed, Shamim
1
Ahoniemi, Katja
1
more ...
less ...
Published in...
All
Energy economics
International journal of forecasting
Documento de trabajo
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Queen's Economics Department working paper
2
Review of world economics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
CREATES research paper
1
Discussion papers / UCL, Département des Sciences Economiques
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
International journal of monetary economics and finance
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Review of development finance
1
Revista de análisis económico
1
The North American journal of economics and finance : a journal of financial economics studies
1
UC3M working papers
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
;
Sucarrat, Genaro
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
Saved in:
2
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
3
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->