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~subject:"Germany"
~subject:"Prognoseverfahren"
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Search: subject_exact:"GARCH model"
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Germany
Prognoseverfahren
ARCH model
10,134
ARCH-Modell
10,134
Volatility
6,165
Volatilität
6,162
Schätzung
2,875
Estimation
2,872
Theorie
2,566
Theory
2,564
Capital income
2,220
Kapitaleinkommen
2,220
Börsenkurs
2,180
Share price
2,177
Aktienmarkt
1,957
Stock market
1,957
Zeitreihenanalyse
1,768
Time series analysis
1,764
Forecasting model
1,699
Estimation theory
1,034
Schätztheorie
1,034
Spillover effect
1,017
Spillover-Effekt
1,017
Risikomaß
995
Risk measure
995
USA
929
GARCH
924
United States
921
Exchange rate
919
Wechselkurs
917
Welt
827
World
827
Correlation
797
Korrelation
797
Oil price
695
Ölpreis
695
Portfolio selection
656
Portfolio-Management
656
Aktienindex
614
Stock index
612
Financial market
554
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734
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608
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Article
1,331
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613
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Article in journal
1,287
Aufsatz in Zeitschrift
1,287
Graue Literatur
309
Non-commercial literature
309
Working Paper
299
Arbeitspapier
298
Aufsatz im Buch
41
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41
Hochschulschrift
39
Thesis
32
Collection of articles of several authors
7
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7
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4
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3
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3
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3
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2
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English
1,913
German
25
French
5
Italian
1
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1
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Ma, Feng
56
Gupta, Rangan
42
Zhang, Yaojie
30
McAleer, Michael
28
Liang, Chao
21
Caporin, Massimiliano
20
Wei, Yu
19
Wang, Yudong
18
Degiannakis, Stavros
16
Kumar, Dilip
15
Molnár, Peter
15
Ardia, David
13
Chen, Cathy W. S.
13
Herwartz, Helmut
13
Paolella, Marc S.
13
Wu, Xinyu
13
Laurent, Sébastien
12
Lu, Xinjie
12
Nonejad, Nima
12
Ñíguez, Trino-Manuel
12
Catania, Leopoldo
11
Engle, Robert F.
11
Liu, Jing
11
Lux, Thomas
11
Mittnik, Stefan
11
Wang, Jiqian
11
Blazsek, Szabolcs
10
Bouri, Elie
10
Degiannakis, Stavros Antonios
10
Li, Yan
10
Polasek, Wolfgang
10
Trojani, Fabio
10
Wahab, M. I. M.
10
Audrino, Francesco
9
Barigozzi, Matteo
9
Hallin, Marc
9
McMillan, David G.
9
Ravazzolo, Francesco
9
Salisu, Afees A.
9
Segnon, Mawuli
9
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Instituto Valenciano de Investigaciones Económicas
3
National Bureau of Economic Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Loughborough University / Department of Economics
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Queen Mary College / Department of Economics
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Università di Bologna / Dipartimento di Scienze Economiche
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
All
International journal of forecasting
77
Energy economics
74
Journal of forecasting
72
Finance research letters
51
Applied economics
39
International review of financial analysis
39
Journal of empirical finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
30
Economic modelling
29
Journal of international financial markets, institutions & money
24
Applied economics letters
23
Applied financial economics
21
Journal of econometrics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The European journal of finance
19
Journal of banking & finance
18
Journal of risk and financial management : JRFM
17
Economics letters
16
Research in international business and finance
16
Discussion paper / Tinbergen Institute
15
International journal of finance & economics : IJFE
15
Quantitative finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Department of Economics working paper series
14
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Working paper
12
Journal of financial econometrics
11
Pacific-Basin finance journal
11
Risks : open access journal
11
Working papers
11
Econometric Institute research papers
10
International Journal of Energy Economics and Policy : IJEEP
10
Journal of risk
10
Journal of applied econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Econometric reviews
8
International journal of economics and finance
8
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Source
All
ECONIS (ZBW)
1,942
EconStor
1
RePEc
1
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1
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:
2
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:
3
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:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
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:
6
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:
7
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:
8
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
9
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
10
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Zhang, Yihuang
;
Cucuringu, Mihai
;
Qian, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
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