//--> //--> //-->
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:"Journal of empirical finance"
~person:"Fałdziński, Marcin"
~subject:"Börsenkurs"
~subject:"United States"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
United States
ARCH model
2
ARCH-Modell
2
Correlation
2
Covariance forecasting
2
Dynamic conditional correlation
2
Forecasting model
2
High-low range
2
Korrelation
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
Value-at-risk
2
Volatility
2
Volatilität
2
Multivariate GARCH
1
Share price
1
Volatility models
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fałdziński, Marcin
Conrad, Christian
2
Karanasos, Menelaos
2
Ali, Faek Menla
1
Amado, Cristina
1
Andersen, Torben
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Bali, Turan G.
1
BenSaïda, Ahmed
1
Bollerslev, Tim
1
Brooks, Robert
1
Brownlees, Christian
1
Bu, Ruijun
1
Byun, Suk Joon
1
Chang, Li-Han
1
Chen Zhou
1
Chen, Carl R.
1
Cheng, Hung-Wen
1
Chow, William W.
1
Davidson, James E. H.
1
Degiannakis, Stavros
1
Dong, Yingjie
1
Enders, Walter
1
Ericsson, Jan
1
Fang, Tong
1
Filis, George
1
Fiszeder, Piotr
1
Fornari, Fabio
1
Francis, Bill B.
1
Fung, Michael Ka-yiu
1
Ghonghadze, Jaba
1
Hafner, Christian M.
1
Hassani, Hossein
1
He, Xue-zhong
1
Heaney, Richard A.
1
Heimonen, Kari
1
Herrera, Rodrigo
1
Herwartz, Helmut
1
Hizmeri, Rodrigo
1
more ...
less ...
Published in...
All
Journal of empirical finance
Energy economics
1
The North American journal of economics and finance : a journal of theory and practice
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->