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type:"article"
subject:"Stichprobenerhebung"
~subject:"ARCH-Modell"
~isPartOf:"Journal of forecasting"
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Stichprobenerhebung
ARCH-Modell
Estimation theory
121
Schätztheorie
121
Forecasting model
69
Prognoseverfahren
69
Time series analysis
53
Zeitreihenanalyse
53
Theorie
45
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18
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1
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1
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Journal of forecasting
Journal of econometrics
93
Economics letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric theory
38
Statistics in transition : an international journal of the Polish Statistical Association
33
Econometric reviews
26
Journal of the American Statistical Association : JASA
23
The econometrics journal
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of empirical finance
17
Applied economics
16
Econometrics : open access journal
16
International journal of forecasting
15
Journal of financial econometrics
14
Economic modelling
13
Finance research letters
13
Journal of risk
13
Applied economics letters
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of risk and financial management : JRFM
10
Journal of time series econometrics
10
Journal of banking & finance
9
Statistical papers
9
The North American journal of economics and finance : a journal of financial economics studies
9
The review of economics and statistics
9
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8
Journal of applied econometrics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Metrika : international journal for theoretical and applied statistics
7
CBN journal of applied statistics
6
Insurance / Mathematics & economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of production research
6
Operations research
6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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11
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1
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
10
Incorporating higher moments into value-at-risk forecasting
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
29
(
2010
)
6
,
pp. 523-535
Persistent link: https://www.econbiz.de/10008935468
Saved in:
11
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Saved in:
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