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~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
125
ARCH-Modell
125
Volatility
91
Volatilität
91
Aktienmarkt
47
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47
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Gupta, Rangan
2
Balcilar, Mehmet
1
Ben Ouda, Olfa
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Bergsli, Lykke Øverland
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Biekpe, Nicholas
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Bouri, Elie
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Chaker, Selma
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Long, Jian-You
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Research in international business and finance
International journal of forecasting
77
Journal of forecasting
71
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
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Applied economics letters
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Journal of international financial markets, institutions & money
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International journal of finance & economics : IJFE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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Journal of risk
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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
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Journal of commodity markets
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ECONIS (ZBW)
14
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Estimating the conditional equity risk premium in African frontier markets
Othieno, Ferdinand
;
Biekpe, Nicholas
- In:
Research in international business and finance
47
(
2019
),
pp. 538-551
Persistent link: https://www.econbiz.de/10012135796
Saved in:
9
The signal and the noise volatilities
Chaker, Selma
- In:
Research in international business and finance
50
(
2019
),
pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
Saved in:
10
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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