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~subject:"ARCH model"
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ARCH model
Prognoseverfahren
41,137
Forecasting model
40,143
Theorie
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Theory
30,379
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29,701
Time series analysis
28,675
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4,720
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4,458
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4,423
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4,296
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4,195
ARCH-Modell
3,910
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3,787
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3,711
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3,705
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3,539
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McAleer, Michael
84
Ma, Feng
61
Gupta, Rangan
54
Zhang, Yaojie
33
Caporin, Massimiliano
31
Teräsvirta, Timo
31
Chang, Chia-Lin
29
Liang, Chao
23
Caporale, Guglielmo Maria
22
Kumar, Dilip
22
Lütkepohl, Helmut
21
Bauwens, Luc
20
Hansen, Peter Reinhard
20
Wang, Yudong
20
Wei, Yu
19
Degiannakis, Stavros
18
Koopman, Siem Jan
18
Laurent, Sébastien
18
Rombouts, Jeroen V. K.
18
Ardia, David
17
Bouri, Elie
17
Huang, Zhuo
17
Paolella, Marc S.
17
Wu, Xinyu
17
Bollerslev, Tim
16
Engle, Robert F.
16
Allen, David E.
15
Chen, Cathy W. S.
15
Herwartz, Helmut
15
Lucas, André
15
Molnár, Peter
15
Blazsek, Szabolcs
14
Conrad, Christian
14
Francq, Christian
14
Hafner, Christian M.
14
Asai, Manabu
13
McMillan, David G.
13
Nonejad, Nima
13
Ruiz, Esther
13
Ñíguez, Trino-Manuel
13
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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National Bureau of Economic Research
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Instituto Valenciano de Investigaciones Económicas
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
William Davidson Institute <Ann Arbor, Mich.>
2
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1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
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1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Institut für Weltwirtschaft
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
School of Economics and Finance <Brisbane>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
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1
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1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
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Energy economics
103
Finance research letters
88
International journal of forecasting
83
Journal of forecasting
78
Applied economics
64
Journal of empirical finance
61
Economic modelling
58
Journal of econometrics
58
The North American journal of economics and finance : a journal of financial economics studies
57
International review of financial analysis
56
Discussion paper / Tinbergen Institute
54
International review of economics & finance : IREF
48
Economics letters
41
Journal of international financial markets, institutions & money
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Applied financial economics
35
Research in international business and finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of risk and financial management : JRFM
32
Applied economics letters
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
International journal of finance & economics : IJFE
29
Journal of banking & finance
29
Computational economics
27
Working paper
27
International Journal of Energy Economics and Policy : IJEEP
26
Econometric Institute research papers
25
The European journal of finance
24
Econometric reviews
23
International journal of economics and financial issues : IJEFI
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
International journal of economics and finance
20
Journal of financial econometrics
20
Risks : open access journal
20
CREATES research paper
19
Quantitative finance
19
Department of Economics working paper series
18
Econometrics : open access journal
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Journal of risk
18
Journal of applied econometrics
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ECONIS (ZBW)
3,839
ArchiDok
1
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1
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date (oldest first)
1
PSO based time series models applied in exchange rate forecasting for business performance management
Chang, Jui-Fang
;
Kuo li cheng kung-ta hsüeh <T'ainan>
- In:
Electronic commerce research
14
(
2014
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10010468695
Saved in:
2
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
3
Univariate forecasting of Indian exchange rates : a comparison
Maitra, Biswajit
- In:
International journal of computational economics and …
5
(
2015
)
3
,
pp. 272-288
Persistent link: https://www.econbiz.de/10011413816
Saved in:
4
The performance of hybrid
ARIMA
-GARCH modeling and forecasting oil price
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
Saved in:
5
Predicting crude oil prices during a pandemic : a comparison of
Arima
and Garch models
Haque, Mohammad Imdadul
;
Shaik, Abdul Rahman
- In:
Montenegrin journal of economics
17
(
2021
)
1
,
pp. 197-207
Persistent link: https://www.econbiz.de/10012436043
Saved in:
6
Nonlinear dependencies and chaos in the bilateral exchange rate of the dollar
Adrangi, Bahram
;
Allender, Mary Elizabeth
;
Chatrath, Arjun
- In:
International business and economics research journal
9
(
2010
)
3
,
pp. 85-95
Persistent link: https://www.econbiz.de/10008858748
Saved in:
7
The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Sen, Chitrakalpa
;
Chakrabarti, Gagari
- In:
Decision
41
(
2014
)
4
,
pp. 399-410
Persistent link: https://www.econbiz.de/10010483861
Saved in:
8
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
9
Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland
Lyócsa, Štefan
;
Molnár, Peter
;
Fedorko, Igor
- In:
Finance a úvěr
66
(
2016
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011582491
Saved in:
10
Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
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