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ARCH model
Prognoseverfahren
41,397
Forecasting model
40,402
Schätztheorie
36,145
Estimation theory
35,518
Theorie
23,061
Theory
22,444
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11,273
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11,047
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6,104
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5,133
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5,113
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5,070
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5,070
United States
4,901
Börsenkurs
4,306
Share price
4,244
Wirtschaftsprognose
3,946
Economic forecast
3,864
Nichtparametrisches Verfahren
3,701
Nonparametric statistics
3,607
Bayes-Statistik
2,776
ARCH-Modell
2,722
Bayesian inference
2,721
Welt
2,576
Frühindikator
2,519
World
2,513
Leading indicator
2,500
Statistische Verteilung
2,415
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Ma, Feng
61
Gupta, Rangan
51
McAleer, Michael
37
Zhang, Yaojie
33
Francq, Christian
28
Liang, Chao
23
Zakoïan, Jean-Michel
23
Ardia, David
21
Caporin, Massimiliano
21
Engle, Robert F.
21
Teräsvirta, Timo
20
Wang, Yudong
20
Wei, Yu
19
Kumar, Dilip
17
Bouri, Elie
16
Degiannakis, Stavros
16
Paolella, Marc S.
16
Rahbek, Anders
16
Wu, Xinyu
16
Chen, Cathy W. S.
15
Hafner, Christian M.
15
Molnár, Peter
15
Sheppard, Kevin
15
Trojani, Fabio
15
Ñíguez, Trino-Manuel
15
Audrino, Francesco
14
Bauwens, Luc
12
Blazsek, Szabolcs
12
Bollerslev, Tim
12
Lu, Xinjie
12
Nonejad, Nima
12
Salisu, Afees A.
12
Storti, Giuseppe
12
Wang, Jiqian
12
Catania, Leopoldo
11
Chlebus, Marcin
11
Huang, Zhuo
11
Laurent, Sébastien
11
Linton, Oliver
11
Liu, Jing
11
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Canterbury / Dept. of Economics and Finance
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Brown University / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
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Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Econometrisch Instituut <Rotterdam>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Waterloo / Department of Economics
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Westfälische Wilhelms-Universität Münster
1
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Finance research letters
82
International journal of forecasting
82
Energy economics
80
Journal of forecasting
75
Journal of econometrics
67
Applied economics
45
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
International review of financial analysis
41
Econometric theory
35
Economic modelling
35
Economics letters
35
International review of economics & finance : IREF
35
Discussion paper / Tinbergen Institute
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Applied economics letters
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of banking & finance
23
Econometric reviews
22
Journal of risk and financial management : JRFM
22
Journal of international financial markets, institutions & money
21
Journal of risk
21
The European journal of finance
21
Computational economics
20
Applied financial economics
19
Department of Economics working paper series
19
International journal of finance & economics : IJFE
18
Journal of financial econometrics
17
Working papers
17
International Journal of Energy Economics and Policy : IJEEP
16
Quantitative finance
16
Research in international business and finance
15
Risks : open access journal
15
The econometrics journal
15
Econometric Institute research papers
13
Econometrics : open access journal
13
International journal of economics and financial issues : IJEFI
13
Journal of time series econometrics
13
CREATES research paper
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ECONIS (ZBW)
2,687
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1
Filtering and forecasting with misspecified ARCH models I : getting the right variance with the wrong model
Nelson, Daniel B.
-
1990
Persistent link: https://www.econbiz.de/10000811128
Saved in:
2
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
3
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
4
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
8
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
Saved in:
9
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
10
Prediction power of high-frequency based volatility measures : a model based approach
Hamid, Alain
- In:
Review of managerial science
9
(
2015
)
3
,
pp. 549-576
Persistent link: https://www.econbiz.de/10011283668
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