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subject:"Germany"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
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Estimation theory
123
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Abraham, Bovas
1
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1
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Journal of forecasting
Journal of econometrics
53
Econometric theory
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
15
International journal of forecasting
15
The econometrics journal
14
Journal of empirical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
Journal of risk
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Applied economics
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International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Economic modelling
10
Journal of time series econometrics
10
Applied economics letters
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrics : open access journal
8
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8
Journal of mathematical finance
7
Computational economics
6
International Journal of Energy Economics and Policy : IJEEP
6
The European journal of finance
6
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5
CBN journal of applied statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Jahrbücher für Nationalökonomie und Statistik
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
The journal of risk model validation
5
International journal of economics and finance
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Journal of the American Statistical Association : JASA
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Kredit und Kapital
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Labour economics : official journal of the European Association of Labour Economists
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ECONIS (ZBW)
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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:
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