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~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
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Volatilität
Welt
ARCH model
6,903
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6,903
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4,480
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2,086
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2,085
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1,728
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1,728
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1,692
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1,617
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1,511
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1,206
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1,075
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815
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815
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812
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745
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Ma, Feng
60
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43
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39
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31
Bouri, Elie
30
Zhang, Yaojie
30
Serletis, Apostolos
24
Kang, Sang Hoon
23
McMillan, David G.
22
Wang, Yudong
22
Liang, Chao
21
Tiwari, Aviral Kumar
21
Wei, Yu
21
Yoon, Seong-min
21
Degiannakis, Stavros
20
Hammoudeh, Shawkat
19
Hamori, Shigeyuki
19
Teräsvirta, Timo
19
Wu, Xinyu
19
Floros, Christos
17
Hafner, Christian M.
17
Herwartz, Helmut
17
Caporin, Massimiliano
16
Chen, Cathy W. S.
16
Chevallier, Julien
16
Engle, Robert F.
16
Malik, Farooq
16
Laurent, Sébastien
15
Mensi, Walid
15
Nguyen, Duc Khuong
15
Bauwens, Luc
14
Chang, Chia-Lin
14
Molnár, Peter
14
Paolella, Marc S.
14
Xuan Vinh Vo
14
Brooks, Robert
13
Chiang, Thomas C.
13
Choudhry, Taufiq
13
Francq, Christian
13
Jawadi, Fredj
13
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Energy economics
229
Finance research letters
145
Applied economics
131
Economic modelling
124
International review of financial analysis
118
Journal of empirical finance
114
The North American journal of economics and finance : a journal of financial economics studies
112
Research in international business and finance
104
Journal of econometrics
101
International review of economics & finance : IREF
93
International journal of forecasting
88
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83
Journal of banking & finance
82
Journal of forecasting
80
Journal of risk and financial management : JRFM
75
Applied financial economics
74
Economics letters
73
Applied economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
International Journal of Energy Economics and Policy : IJEEP
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
The European journal of finance
49
The journal of futures markets
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Econometric theory
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
International journal of finance & economics : IJFE
39
Journal of international money and finance
38
Econometric reviews
36
International journal of economics and finance
34
Cogent economics & finance
33
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Journal of financial econometrics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
The empirical economics letters : a monthly international journal of economics
31
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30
Journal of applied econometrics
30
Pacific-Basin finance journal
30
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ECONIS (ZBW)
EconStor
4
OLC EcoSci
3
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1
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
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2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
4
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
5
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
6
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10014486924
Saved in:
7
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
8
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
9
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
10
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
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