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Forecasting financial volatili...
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Financial market
GARCH models
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207
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150
Time series analysis
61
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forecasting
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Al-Absy, Mujeeb Saif Mohsen
1
Ausín, M. Concepción
1
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1
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1
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1
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1
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1
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1
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1
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1
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Is the financial sector Luxembourg's engine of growth?
Guarda, Paolo
;
Rouabah, Abdelaziz
-
2015
Persistent link: https://www.econbiz.de/10011542373
Saved in:
2
The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2010
Persistent link: https://www.econbiz.de/10010422539
Saved in:
3
How past market movements affect correlation and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
4
Performance of Value at Risk models in the midst of the global financial crisis in selected CEE emerging capital markets
Miletic, Mirjana
;
Miletic, Sinisa
- In:
Economic research
28
(
2015
)
1
,
pp. 132-166
Persistent link: https://www.econbiz.de/10012220692
Saved in:
5
Predictability of return volatility across different emerging capital markets : evidence from Asia
Vidanage, Thushari N.
;
Carmignani, Fabrizio
;
Singh, Tarlok
- In:
South Asian journal of macroeconomics and public finance
6
(
2017
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10012153826
Saved in:
6
Financial development and the volatility of growth : time series evidence for Mexico and United States
Cermeño, Rodolfo
;
Roa García, María José
;
González …
- In:
Monetaria : English edition
4
(
2016
)
2
,
pp. 195-232
Persistent link: https://www.econbiz.de/10011760389
Saved in:
7
Range-based and GARCH volatility estimation : evidence from the French asset market
Benlagha, Noureddine
;
Chargui, Sana
- In:
Global finance journal
32
(
2017
),
pp. 149-165
Persistent link: https://www.econbiz.de/10011802868
Saved in:
8
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Saved in:
9
Rogue state behavior and markets : the financial fallout of North Korean nuclear tests
Kollias, Chrēstos
;
Papadamou, Stephanos
;
Psarianos, Iacovos
- In:
Peace economics, peace science and public policy
20
(
2014
)
2
,
pp. 267-292
Persistent link: https://www.econbiz.de/10010413701
Saved in:
10
Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.
;
Subeniotis, Demetres N.
; …
- In:
International journal of trade and global markets
5
(
2012
)
3/4
,
pp. 171-194
Persistent link: https://www.econbiz.de/10009722142
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