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Search: subject:"Generalised Autoregressive Conditional Heteroskedasticity"
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Generalised autoregressive conditional heteroskedasticity model
13
Volatility
12
generalised autoregressive conditional heteroskedasticity
12
ARCH-Modell
10
ARCH model
9
Autoregressive fractionally integrated moving average model
8
Long memory process
8
Periodic autoregressive model
8
Volatilität
8
Time series analysis
7
Zeitreihenanalyse
7
Estimation
5
Estimation theory
5
Long memory model
5
Realised volatility
5
Schätztheorie
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Schätzung
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Stochastic volatility model
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Superior predictive ability
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Unobserved components
5
ARMA-Modell
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GARCH
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GARCH models
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Strompreis
4
ARCH-in mean model
3
ARMA model
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Aktienindex
3
Aktienmarkt
3
Australia
3
Australian economy
3
Autoregressive Conditional Heteros-in mean model
3
EGARCH
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GARCH model
3
Generalised Autoregressive Conditional Heteroskedasticity
3
Stock market
3
export prices
3
growth rate
3
neural networks
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ANNs
2
ARIMA models
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Free
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English
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Koopman, Siem Jan
13
Carnero, M. Angeles
8
Ooms, Marius
8
Jungbacker, Borus
5
Hol, Eugenie
4
Karunaratne, Neil D.
3
Layton, Allan P.
3
Valadkhani, Abbas
3
Al-Zeaud, Hussein Ali
2
Bhuruth, Muddun
2
Binner, Jane M.
2
Bissoondeeal, Rakesh K.
2
Gazely, Alicia
2
Mootanah, Veemadevi P.
2
Abdalla, Abdelgader M.A.
1
Abrishami, Hamid
1
Ahmed, Wajid Shakeel
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Ahrari, Mehdi
1
Al-Khouri, Ritab S.
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Asteriou, Dimitrios
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Azar, Samih Antoine
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Bachaya, Allah
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Begiazi, Kyriaki
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Boonyasana, Kwanruetai
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Chotia, Varun
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Hol Uspensky, Eugenie
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Kondakis, Nick
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Latha, Challa Madhavi
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Malepati, Venkataramanaiah
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Mathur, Shreya
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Mehmood, Ahsan
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Mehrara, Mohsen
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Rao, K. Siva Nageswara
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Rao, N. V. Muralidhar
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Roumpis, Efthimios
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SEKANTSI, Lira
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Sheikh, Talha
1
Thomaidis, Nikos S.
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Varahrami, Vida
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West, T.
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Tinbergen Institute
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Society for Computational Economics - SCE
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Tinbergen Institute Discussion Papers
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Global Business and Economics Review
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International Journal of Economics and Business Research
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American Journal of Finance and Accounting
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American journal of finance and accounting
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Asia-Pacific journal of management research and innovation : APJMRI
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Asian Academy of Management journal
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Computing in Economics and Finance 2004
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International Journal of Accounting and Finance
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International Journal of Financial Markets and Derivatives
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International journal of banking, accounting and finance
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International journal of economic policy in emerging economies
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Review of Economic and Business Studies
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RePEc
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ECONIS (ZBW)
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EconStor
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BASE
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Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements
Hol, Eugenie
;
Koopman, Siem Jan
;
Jungbacker, Borus
-
Society for Computational Economics - SCE
-
2004
of stochastic volatility models and
generalised
autoregressive
conditional
heteroskedasticity
models for daily return …
Persistent link: https://www.econbiz.de/10005537649
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