//--> //--> //-->
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:"Finance research letters"
~isPartOf:"Ruhr economic papers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chen, Cathy W. S."
~subject:"ARCH-Modell"
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
Too old to work, too young to...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
ARCH model
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Theorie
2
Theory
2
Aktienindex
1
Bayes-Statistik
1
Bayesian MCMC methods
1
Bayesian inference
1
CAViaR model
1
Capital income
1
Expected shortfall
1
Generalized autoregressive score (GAS) model
1
Heterogeneous autoregressive (HAR) model
1
Kapitaleinkommen
1
Markov chain
1
Markov chain Monte Carlo methods
1
Markov-Kette
1
Modellierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Out-of-sample forecasts
1
Pair trading
1
Quantile forecasting
1
Realized volatility
1
Risikomaß
1
Risk measure
1
Scientific modelling
1
Second-order logistic transition function
1
Smooth transition GARCH model
1
Stock index
1
Time series analysis
1
Value-at-risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chen, Cathy W. S.
Shi, Yanlin
3
Tiwari, Aviral Kumar
3
Wu, Xinyu
3
Ardia, David
2
Brzeszczyński, Janusz
2
Chang, Chia-Lin
2
Corbet, Shaen
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Kang, Sang Hoon
2
Liu, Fang
2
Lyócsa, Štefan
2
McAleer, Michael
2
Mensi, Walid
2
Nonejad, Nima
2
Tian, Shuairu
2
Xie, Haibin
2
Yarovaya, Larisa
2
Yoon, Seong-min
2
Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
1
Akhtaruzzaman, Md.
1
Akyildirim, Erdinc
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alagidede, Imhotep Paul
1
Alshammari, Saad
1
An, Na
1
Anjum, Hassan
1
Arnerić, Josip
1
Asai, Manabu
1
Asgharian, Hossein
1
Auer, Benjamin R.
1
Aysan, Ahmet Faruk
1
Bai, Fan
1
Bai, Jiancheng
1
Balcilar, Mehmet
1
Batten, Jonathan A.
1
more ...
less ...
Published in...
All
Finance research letters
Ruhr economic papers
The North American journal of economics and finance : a journal of financial economics studies
Computational economics
2
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Robustness in econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->