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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Research in international business and finance"
~subject:"Prognoseverfahren"
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Search: subject_exact:"GARCH-Modell"
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Prognoseverfahren
ARCH model
162
ARCH-Modell
162
Volatility
118
Volatilität
118
Aktienmarkt
67
Stock market
67
Capital income
54
Kapitaleinkommen
54
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53
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46
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25
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Diao, Xundi
2
Gupta, Rangan
2
Wang, Yudong
2
Zhang, Yaojie
2
An, Yunbi
1
Balcilar, Mehmet
1
Ben Ouda, Olfa
1
Bergsli, Lykke Øverland
1
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1
Boulter, Terry
1
Bouri, Elie
1
Chaker, Selma
1
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1
Cheng, Hang
1
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1
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1
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1
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1
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1
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1
Gozgor, Giray
1
He, Mengxi
1
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1
Ji, Qiang
1
Jiang, Fuwei
1
Jiang, Kunliang
1
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1
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1
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1
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1
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1
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1
Long, Jian-You
1
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1
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Pacific-Basin finance journal
Research in international business and finance
International journal of forecasting
77
Journal of forecasting
72
Energy economics
70
Finance research letters
50
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
37
International review of financial analysis
37
Journal of empirical finance
33
International review of economics & finance : IREF
29
Economic modelling
26
Applied economics letters
21
Journal of econometrics
20
Journal of international financial markets, institutions & money
19
Applied financial economics
18
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Discussion paper / Tinbergen Institute
15
Economics letters
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Department of Economics working paper series
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International journal of finance & economics : IJFE
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Quantitative finance
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The European journal of finance
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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Journal of financial econometrics
11
Risks : open access journal
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Working paper
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10
International Journal of Energy Economics and Policy : IJEEP
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Journal of risk
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of economics and finance
8
Journal of applied econometrics
8
Journal of commodity markets
8
Econometric reviews
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ECONIS (ZBW)
25
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25
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date (oldest first)
1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
3
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
4
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
5
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
Saved in:
6
Forecasting volatility of Bitcoin
Bergsli, Lykke Øverland
;
Lind, Andrea Falk
;
Molnár, Peter
- In:
Research in international business and finance
59
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013402137
Saved in:
7
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
8
Can happiness predict future volatility in stock markets?
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Faruk, Balli
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
Saved in:
9
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
10
Forecasting China's stock market variance
Cheng, Hang
;
Shi, Yongdong
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012493893
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