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~subject:"Volatilität"
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Volatilität
Theorie
63
Theory
62
Time series analysis
54
Zeitreihenanalyse
54
Forecasting model
52
Prognoseverfahren
52
Brazil
44
Volatility
40
Börsenkurs
37
Share price
37
Brasilien
36
Estimation theory
33
Schätztheorie
33
Estimation
31
Schätzung
31
Neural networks
25
Neuronale Netze
24
USA
22
United States
21
Nichtlineare Regression
20
Nonlinear regression
20
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18
Regressionsanalyse
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ARCH model
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ARCH-Modell
16
Autocorrelation
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Autokorrelation
16
LASSO
15
Modellierung
15
Scientific modelling
15
Cointegration
13
Kointegration
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Yield curve
11
Aktienindex
10
Stochastic process
10
Stochastischer Prozess
10
Stock index
10
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Free
22
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Book / Working Paper
23
Article
17
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Working Paper
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Arbeitspapier
21
Graue Literatur
18
Non-commercial literature
18
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17
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Language
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English
37
Portuguese
3
Author
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Medeiros, Marcelo C.
33
McAleer, Michael
14
Fernandes, Marcelo
10
Asai, Manabu
5
Scharth, Marcel
5
Garcia, Márcio Gomes Pinto
4
Hillebrand, Eric
4
Santos, Francisco
4
Mota, Bernardo de Sá
3
Bollerslev, Tim
2
Corradi, Valentina
2
Distaso, Walter
2
Patton, Andrew J.
2
Quaedvlieg, Rogier
2
Veiga, Alvaro
2
Asai, Manuabu
1
Carvalho, Marcelo R. C.
1
Dias, Gustavo Fruet
1
Freire, Marco Aurélio
1
Johnson, James A.
1
Néri, Breno de Andrade Pinheiro
1
Paye, Bradley S.
1
Scherrer, Cristina M.
1
Souza, Leonardo Rocha
1
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
University of Canterbury / Dept. of Economics and Finance
1
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Econometric Institute research papers
4
Econometric reviews
3
Journal of econometrics
3
Working paper
3
Ensaios econômicos
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Econometric theory
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Revista Brasileira de Finanças : RBFin
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
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ECONIS (ZBW)
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EconStor
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1
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Scharth, Marcel
- In:
Journal of banking & finance
40
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
Saved in:
2
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003520954
Saved in:
3
Economic gains of realized volatility in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
4
The high-frequency impact of macroeconomic announcements on the Brazilian futures markets
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10011644164
Saved in:
5
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
6
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH model
Medeiros, Marcelo C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002220676
Saved in:
7
Modeling multiple regimes in financial volatility with a flexible coefficient GARCH (1,1) model
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric theory
25
(
2009
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10003816219
Saved in:
8
Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-327
Persistent link: https://www.econbiz.de/10003870060
Saved in:
9
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
10
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
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