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Search: subject:"Conditional autoregressive range model"
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Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
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Conditional autoregressive range model
2
Forecasting model
2
Prognoseverfahren
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
conditional autoregressive range model
2
1998-2009
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Aktienmarkt
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Bayes-Statistik
1
Bayesian analysis
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Bayesian inference
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Capital income
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China
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Estimating functions
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Estimation
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Estimation theory
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Hong Kong
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Hongkong
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Japan
1
Kapitaleinkommen
1
Loss
1
Loss reserving
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Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Range data
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schätztheorie
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Schätzung
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Spillover effect
1
Spillover-Effekt
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Statistical distribution
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English
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Kok Haur Ng
2
Peiris, Shelton
2
Allen, David E.
1
Chan, Jennifer S. K.
1
Chan, Jennifer So Kuen
1
Chan, Jennifer So-kuen
1
Kooi Huat Ng
1
Lee, Yen-Hsien
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Thanakorn Nitithumbundit
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Usman, Farha
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ASTIN bulletin : the journal of the International Actuarial Association
1
Emerging markets review
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
Usman, Farha
;
Chan, Jennifer S. K.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 877-920
Persistent link: https://www.econbiz.de/10013426666
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2
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
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3
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
4
Global and regional range-based volatility spillover effects
Lee, Yen-Hsien
- In:
Emerging markets review
14
(
2013
),
pp. 1-10
Persistent link: https://www.econbiz.de/10009727970
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