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Search: subject:"Conditional heteroskedastic model"
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ARCH model
3
ARCH-Modell
3
Conditional Variance
2
Exponential Generalized Autoregressive Conditional Heteroskedastic Model
2
Granger Causality
2
Inflation Uncertainty
2
Theorie
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Theory
2
Artificial intelligence
1
Bitcoin price
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Börsenkurs
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Causality analysis
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Conditional heteroskedastic model
1
Conditional variance
1
Decision tree
1
Estimation theory
1
Expected shortfall
1
Exponential generalized autoregressive conditional heteroskedastic model
1
Generalized Autoregressive Conditional Heteroskedastic Model (GARCH)
1
Granger causality
1
Inflation
1
Inflation expectations
1
Inflation uncertainty
1
Inflationserwartung
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Kausalanalyse
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Künstliche Intelligenz
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Risikomaß
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dogru, bulent
2
Chen, Muyan
1
Chen, Ting-Hsuan
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Doğru, Bülent
1
Du, Guan-Ting
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Huang, Shih‐Feng
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Lin, Tze‐Yun
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Computational economics
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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The determinants of Bitcoin's price : utilization of garch and machine learning approaches
Chen, Ting-Hsuan
;
Chen, Muyan
;
Du, Guan-Ting
- In:
Computational economics
57
(
2021
)
1
,
pp. 267-280
Persistent link: https://www.econbiz.de/10012486899
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2
Inflation and Inflation Uncertainty in Turkey
dogru, bulent
-
Volkswirtschaftliche Fakultät, …
-
2014
measured by Exponential Generalized Autoregressive
Conditional
Heteroskedastic
model
. Econometric findings suggest that …
Persistent link: https://www.econbiz.de/10011122820
Saved in:
3
Inflation and Inflation Uncertainty: Evidence from Turkey, 1923–2012
dogru, bulent
-
Volkswirtschaftliche Fakultät, …
-
2013
Exponential Generalized Autoregressive
Conditional
Heteroskedastic
model
. Econometric findings suggest that although in long run …
Persistent link: https://www.econbiz.de/10011257692
Saved in:
4
A linearization of the portfolio optimization problem with general risk measures under multivariate conditional heteroskedastic models
Huang, Shih‐Feng
;
Lin, Tze‐Yun
- In:
Asia-Pacific journal of financial studies
47
(
2018
)
3
,
pp. 449-469
Persistent link: https://www.econbiz.de/10011917199
Saved in:
5
Inflation and inflation uncertainty in Turkey
Doğru, Bülent
- In:
The empirical economics letters : a monthly …
13
(
2014
)
4
,
pp. 401-411
Persistent link: https://www.econbiz.de/10010406029
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