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  • Search: subject:"ARFIMAX-FIGARCH model"
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Subject
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ARCH model 1 ARCH-Modell 1 ARFIMAX-FIGARCH model 1 Aktienindex 1 Estimation 1 Forecasting model 1 Prognoseverfahren 1 Schätzung 1 Stock index 1 Structural break 1 Strukturbruch 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 combination forecasts 1 estimation window 1 realized volatility 1 structural breaks 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Langnan 1 Tian, Fengping 1 Yang, Ke 1
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Journal of forecasting 1
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ECONIS (ZBW) 1
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Did you mean: subject:"arfima-FIGARCH model" (5 results)
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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