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subject:"Probability theory"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
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Probability theory
United States
ARCH-Modell
Estimation theory
156
Schätztheorie
156
Forecasting model
72
Prognoseverfahren
72
Theorie
64
Theory
64
Time series analysis
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Abraham, Bovas
1
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1
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Journal of financial and quantitative analysis : JFQA
Journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Journal of econometrics
105
Economics letters
52
Econometric theory
48
The review of economics and statistics
45
Discussion paper / Tinbergen Institute
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Working paper / National Bureau of Economic Research, Inc.
36
International journal of forecasting
32
Econometric reviews
30
Journal of applied econometrics
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Applied economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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American journal of agricultural economics
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CREATES research paper
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The econometrics journal
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Journal of empirical finance
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Statistics in transition : an international journal of the Polish Statistical Association
18
Technical working paper / National Bureau of Economic Research
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Discussion paper / Center for Economic Research, Tilburg University
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Finance research letters
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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The journal of futures markets
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Applied economics letters
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
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The review of financial studies
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Discussion paper series / IZA
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European journal of operational research : EJOR
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Journal of risk
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Report / Econometric Institute, Erasmus University Rotterdam
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Insurance / Mathematics & economics
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Journal of macroeconomics
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Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
2
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
3
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
4
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
5
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
6
Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
Saved in:
7
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
8
Multivariate GARCH models with correlation clustering
So, Mike K. P.
;
Yip, Iris W. H.
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 443-468
Persistent link: https://www.econbiz.de/10009582107
Saved in:
9
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:
10
Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
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