EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Generalized AutoRegressive Conditional Heteroskedasticity models"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH model 4 ARCH-Modell 4 Estimation theory 2 Schätztheorie 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 (Generalized) Autoregressive conditional heteroskedasticity models 1 (Generalized) Random coefficient autoregressive models 1 Autocorrelation 1 Autokorrelation 1 Autoregressive panel data models 1 Clean Energy 1 Component generalized autoregressive conditional heteroskedasticity models 1 Country risk 1 Credit derivative 1 Credit risk 1 Crisis 1 Energiemarkt 1 Energy market 1 Forecasting model 1 Generalized AutoRegressive Conditional Heteroskedasticity models 1 Generalized Autoregressive Conditional Heteroskedasticity Models 1 Hybrid Generalized Autoregressive Conditional Heteroskedasticity-Long Short-Term Memory Framework 1 Kreditderivat 1 Kreditrisiko 1 Lateinamerika 1 Latin America 1 Länderrisiko 1 Panel 1 Panel study 1 Portfolio Management 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Public bond 1 Random coefficient panel models 1 Risikomanagement 1 Risikomaß 1
more ... less ...
Online availability
All
Free 3 CC license 2
Type of publication
All
Article 4
Type of publication (narrower categories)
All
Article in journal 4 Aufsatz in Zeitschrift 4
Language
All
English 4
Author
All
Brik, Hatem 1 Cayton, Peter Julian 1 Gamboa-Estrada, Fredy 1 Heuvel, Edwin R. van den 1 Mapa, Dennis 1 Ouakdi, Jihene El 1 Regis, Marta 1 Romero, José Vicente 1 Serra, Paulo 1
more ... less ...
Published in...
All
Borsa Istanbul Review 1 Econometric reviews 1 International Journal of Energy Economics and Policy : IJEEP 1 The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society 1
Source
All
ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
Interplay of volatility and geopolitical tensions in clean energy markets : a comprehensive GARC-ISTM forecasting approach
Brik, Hatem; Ouakdi, Jihene El - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 92-107
Persistent link: https://www.econbiz.de/10014634872
Saved in:
Cover Image
Modeling sovereign credit default swaps volatility at different tenures : an application for Latin American countries
Gamboa-Estrada, Fredy; Romero, José Vicente - In: Borsa Istanbul Review 24 (2024) 4, pp. 772-786
Assessing the dynamics of risk premium measures and their relationship with macroeconomic fundamentals is essential for macroeconomic policymakers and market practitioners. This study analyzes the main determinants of sovereign credit default swaps (SCDS) in Latin America at different tenures,...
Persistent link: https://www.econbiz.de/10014635386
Saved in:
Cover Image
Random autoregressive models : a structured overview
Regis, Marta; Serra, Paulo; Heuvel, Edwin R. van den - In: Econometric reviews 41 (2022) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
Cover Image
Time-varying conditional Johnson Su density in Value-at-Risk methodology
Cayton, Peter Julian; Mapa, Dennis - In: The Philippine review of economics : a joint … 52 (2015) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10011416114
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...