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  • Search: subject:"Conditional heteroskedastic model"
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Year of publication
Subject
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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 2 Theory 2 Artificial intelligence 1 Bitcoin price 1 Börsenkurs 1 Causality analysis 1 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 1 Kausalanalyse 1 Künstliche Intelligenz 1 Linear programming 1 Mathematical programming 1 Mathematische Optimierung 1 Mustererkennung 1 Pattern recognition 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 Share price 1 Spectral risk measure 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 2
Author
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dogru, bulent 2 Chen, Muyan 1 Chen, Ting-Hsuan 1 Doğru, Bülent 1 Du, Guan-Ting 1 Huang, Shih‐Feng 1 Lin, Tze‐Yun 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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MPRA Paper 2 Asia-Pacific journal of financial studies 1 Computational economics 1 The empirical economics letters : a monthly international journal of economics 1
Source
All
ECONIS (ZBW) 3 RePEc 2
Showing 1 - 5 of 5
Cover Image
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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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
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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
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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
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Cover Image
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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