//--> //--> //--> //-->
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
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz im Buch"
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:"GARCH"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
ARCH model
249
ARCH-Modell
249
Volatility
130
Volatilität
130
Theorie
84
Theory
84
Estimation
56
Schätzung
56
Börsenkurs
50
Share price
50
Aktienmarkt
41
Stock market
41
Capital income
39
Kapitaleinkommen
39
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
29
USA
29
United States
29
Risikomaß
26
Risk measure
26
Estimation theory
22
Schätztheorie
22
Portfolio selection
21
Portfolio-Management
21
Aktienindex
18
Exchange rate
18
Stock index
18
Wechselkurs
18
Großbritannien
17
Spillover effect
17
Spillover-Effekt
17
United Kingdom
17
GARCH
15
Deutschland
14
Financial market
14
Finanzmarkt
14
Germany
14
Stochastic process
14
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
1,218
Aufsatz in Zeitschrift
1,218
Working Paper
257
Graue Literatur
248
Non-commercial literature
248
Arbeitspapier
238
Book section
29
Hochschulschrift
20
Thesis
14
Collection of articles of several authors
6
Sammelwerk
6
Collection of articles written by one author
4
Sammlung
4
Aufsatzsammlung
2
Conference paper
2
Konferenzbeitrag
2
Bibliografie
1
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
29
Author
All
Satchell, Stephen
4
Ñíguez, Trino-Manuel
3
Perote, Javier
2
Rubia, Antonio
2
Ahmed, Salman
1
Andersen, Torben
1
BenMabrouk, Houda
1
Bollerslev, Tim
1
Cerin, Pontus
1
Christodoulakis, George A.
1
Christoffersen, Peter F.
1
Cornish, Rob
1
Datta, Shoumen
1
Diebold, Francis X.
1
Doody, Pat
1
Dutta, Anupam
1
Fantazzini, Dean
1
Gatheral, Jim
1
Gavrishchaka, Valeriy V.
1
Gower, Craig P.
1
Graham, Don P.
1
Grammig, Joachim
1
Gupta, Rangan
1
Harvey, Andrew C.
1
Hujer, Reinhard
1
Hwang, Soosung
1
Jaisson, Thibault
1
Kambouroudis, D. S.
1
Knight, John L.
1
Kundu, Amit
1
Lahiri, Kajal
1
Lavergne, Christian
1
Liu, Fushang
1
Maciel, Leandro
1
Mittnik, Stefan
1
Momtchil, M.
1
Mukhopadhyay, Chandan Kumar
1
Paolella, Marc S.
1
Pierdzioch, Christian
1
Polasek, Wolfgang
1
more ...
less ...
Published in...
All
Forecasting volatility in the financial markets
5
Handbook of economic forecasting ; Vol. 1
2
Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Business and finance : performance and management
1
Econometric analysis of financial and economic time series ; part B
1
Econometric analysis of financial and economic time series ; part a
1
Economic forecasting
1
Economic issues in SAARC context
1
Encyclopedia of economics research ; Vol. 2
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
Future of economic science
1
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
1
Handbook of frontier markets : the African, European and Asian evidence
1
Handbook of heavy tailed distributions in finance
1
Managing supply chain risk and vulnerability : tools and methods for supply chain decision makers
1
Operations research proceedings 2000 : selected papers of the Symposium on Operations Research (OR 2000) ; Dresden, September 9 - 12, 2000
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
1
Stock returns : cyclicity, prediction and economic consequences
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 199-223)
.
2021
-by-step analysis with R and Russian market data is provided. Four classes of models are considered (
GARCH
, HAR, ARFIMA, and realized-
GARCH
…
Persistent link: https://www.econbiz.de/10012591721
Saved in:
2
Modelling and forecasting the volatility of the Nordic power market : an application of the
GARCH
-jump process
Dutta, Anupam
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 143-158)
.
2022
Persistent link: https://www.econbiz.de/10013447658
Saved in:
3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
4
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
5
Analysis of forecasting models in electricity market under volatility : what we learn from Sweden
Uddin, Mohammed Gazi Salah
;
Tang, Ou
;
Sahamkhadam, Maziar
; …
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 117-142)
.
2022
Persistent link: https://www.econbiz.de/10013447647
Saved in:
6
The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 67-99)
.
2022
Persistent link: https://www.econbiz.de/10013198542
Saved in:
7
Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman
;
Srivastava, Nandini
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 75-109)
.
2018
Persistent link: https://www.econbiz.de/10011978489
Saved in:
8
Forecasting emerging market volatility in crisis period : comparing traditional
GARCH
with high-frequency based models
Yalaman, Abdullah
;
Saleem, Shabir A. A.
- In:
Global financial crisis and it's ramifications on …
,
(pp. 475-492)
.
2017
Persistent link: https://www.econbiz.de/10011809957
Saved in:
9
Modeling and forecasting stock market volatility in frontier markets : evidence from four European and four African frontier markets
Kambouroudis, D. S.
- In:
Handbook of frontier markets : the African, European …
,
(pp. 39-54)
.
2016
Persistent link: https://www.econbiz.de/10011549507
Saved in:
10
A hybrid fuzzy GJR-
GARCH
modeling approach for stock market volatility forecasting
Maciel, Leandro
- In:
Advances in financial risk management : corporates, …
,
(pp. 253-283)
.
2013
Persistent link: https://www.econbiz.de/10010213079
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->