//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Banca d'Italia"
~institution:"Rimini Centre for Economic Analysis (RCEA)"
~person:"Geweke, John"
~subject:"GARCH"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Markov mixture
1
S&P 500 returns
1
forecasting
1
log scoring
1
model combination
1
stochastic volatility
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Geweke, John
Amisano, Gianni
1
Borin, Alessandro
1
Nino, Virginia Di
1
Politis, Dimitris N.
1
Thomakos, Dimitrios D.
1
Institution
All
Banca d'Italia
Rimini Centre for Economic Analysis (RCEA)
European Central Bank
1
Published in...
All
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal Prediction Pools
Geweke, John
;
Amisano, Gianni
-
Rimini Centre for Economic Analysis (RCEA)
-
2008
returns with prediction models from the ARCH, stochastic
volatility
and Markov mixture families. In this example models that …
Persistent link: https://www.econbiz.de/10005091090
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->