//--> //--> //--> //-->
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
~isPartOf:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Correlation"
~subject:"Theorie"
~subject:"Welt"
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_exact:"ARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Correlation
Theorie
Welt
ARCH model
169
ARCH-Modell
169
Volatility
106
Volatilität
106
Forecasting model
90
Prognoseverfahren
90
Theory
70
Time series analysis
60
Zeitreihenanalyse
60
Capital income
52
Kapitaleinkommen
52
Estimation
50
Schätzung
50
Risikomaß
32
Risk measure
32
Estimation theory
30
Schätztheorie
30
Börsenkurs
28
Share price
28
Markov chain
23
Markov-Kette
23
Statistical distribution
21
Statistische Verteilung
21
Aktienmarkt
16
Stock market
16
Realized volatility
14
Volatility forecasting
14
Stochastic process
13
Stochastischer Prozess
13
GARCH
12
Portfolio selection
12
Portfolio-Management
12
Financial market
11
Finanzmarkt
11
Multivariate Analyse
11
Multivariate analysis
11
GARCH models
10
Korrelation
10
more ...
less ...
Online availability
All
Undetermined
65
Free
1
Type of publication
All
Article
81
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Language
All
English
81
Author
All
Ruiz, Esther
4
Wang, Yudong
3
Zhang, Yaojie
3
Aknouche, Abdelhakim
2
Alexander, Carol
2
Asai, Manabu
2
Dimitrakopoulos, Stefanos
2
Haas, Markus
2
Jawadi, Fredj
2
Lazar, Emese
2
Maheu, John M.
2
McAleer, Michael
2
Payá, Ivan
2
Wu, Chongfeng
2
Ahmad, Yamin S.
1
Allen, P. G.
1
Almeida, Daniel de
1
Almohaimeed, Bader S.
1
Amendola, Alessandra
1
Amisano, Gianni
1
Anatolyev, Stanislav
1
Barnett, William A.
1
Bauwens, Luc
1
Beck, Alexander
1
Braione, Manuela
1
Breitung, Jörg
1
Brio, Esther B. del
1
Brooks, Chris
1
Broto, Carmen
1
Brownlees, Christian
1
Buncic, Daniel
1
Burda, Martin
1
Burke, Simon P.
1
Candila, Vincenzo
1
Carnero, M. Angeles
1
Catania, Leopoldo
1
Chan, Jennifer So Kuen
1
Chen, Cathy W. S.
1
Chen, Qian
1
Choi, Seungmoon
1
more ...
less ...
Published in...
All
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
110
Finance research letters
76
Journal of empirical finance
74
Applied economics
66
Journal of econometrics
63
Research in international business and finance
60
Economic modelling
57
International review of financial analysis
53
Journal of banking & finance
50
International review of economics & finance : IREF
49
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
46
Journal of forecasting
46
Journal of international financial markets, institutions & money
45
Discussion paper / Tinbergen Institute
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric theory
38
Working paper
37
The European journal of finance
35
Applied economics letters
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Journal of risk and financial management : JRFM
32
Econometric reviews
30
Econometric Institute research papers
27
Journal of international money and finance
27
International Journal of Energy Economics and Policy : IJEEP
26
Journal of applied econometrics
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International journal of finance & economics : IJFE
20
The econometrics journal
20
Applied financial economics
19
Computational economics
19
Quantitative finance
19
Journal of financial econometrics
18
The journal of futures markets
18
CORE discussion paper : DP
16
CORE discussion papers : DP
16
Journal of economic dynamics & control
16
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
Relevance
Date (newest first)
Date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
3
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
6
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
7
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
8
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
9
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
10
Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->