//--> //--> //-->
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:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~person:"Iqbal, Farhat"
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
Data Driven Value-at-Risk Fore...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Risikomaß
2
Risk measure
2
Artificial intelligence
1
Bitcoin
1
Estimation
1
Estimation theory
1
Forecasting model
1
GARCH
1
Heteroscedasticity
1
Heteroskedastizität
1
Künstliche Intelligenz
1
Neural networks
1
Neuronale Netze
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risiko
1
Risk
1
Schätztheorie
1
Schätzung
1
VaR models
1
Virtual currency
1
Virtuelle Währung
1
Volatility
1
Volatilität
1
cryptocurrencies
1
downside risk
1
machine learning
1
recurrent neural networks
1
volatility
1
weighted aggregative approa
1
more ...
less ...
Online availability
All
Free
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
Iqbal, Farhat
McAleer, Michael
5
Hofert, Marius
4
Balbás de la Corte, Alejandro
3
Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Arias-Serna, M. Andrea
2
Caro-Lopera, Francisco J.
2
Cheridito, Patrick
2
Da Veiga, Bernardo
2
Desmettre, Sascha
2
Garrido, José
2
Gkonkas, Periklēs
2
Guillén, Montserrat
2
Hakim, Arief
2
Korn, Ralf
2
Koutmos, Dimitrios
2
Loubes, Jean Michel
2
Papadimitriou, Theophilos
2
Plakandaras, Vasilios
2
Polanski, Arnold
2
Pérez Amaral, Teodosio
2
Stoja, Evarist
2
Syuhada, Khreshna
2
Taylor, James W.
2
Wang, Chao
2
Wüthrich, Mario V.
2
Zahid, Mamoona
2
Aboura, Sofiane
1
Ahelegbey, Daniel Felix
1
Alawi, Suha Mahmoud
1
Algieri, Bernardina
1
Alhabshi, Sharifah Farah Syed Yusoff
1
Anagnostou, Ioannis
1
Andrieş, Alin Marius
1
Angelini, Eliana
1
Apergēs, Nikolaos
1
Arató, N. Miklós
1
Arteche, Josu
1
more ...
less ...
Published in...
All
Journal of forecasting
Risks : open access journal
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Empirical Economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting bitcoin volatility using hybrid
GARCH
models with machine learning
Zahid, Mamoona
;
Iqbal, Farhat
;
Koutmos, Dimitrios
- In:
Risks : open access journal
10
(
2022
)
12
,
pp. 1-18
-stationary properties of Generalized Autoregressive Conditional Heteroskedasticity (
GARCH
) models with the nonlinear modeling capabilities …
Persistent link: https://www.econbiz.de/10014230957
Saved in:
2
A study of value-at-risk based on M-estimators of the conditional heteroscedastic models
Iqbal, Farhat
;
Mukherjee, Kanchan
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 377-390
Persistent link: https://www.econbiz.de/10009582118
Saved in:
3
Cryptocurrency trading and downside risk
Iqbal, Farhat
;
Zahid, Mamoona
;
Koutmos, Dimitrios
- In:
Risks : open access journal
11
(
2023
)
7
,
pp. 1-18
(CAViaR) and dynamic quantile range (DQR) models, as well as
GARCH
-type and generalized autoregressive score (GAS) models. We …
Persistent link: https://www.econbiz.de/10014335948
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->