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  • Search: subject:"Generalized Autoregressive Conditional Heteroscedasticity model"
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Year of publication
Subject
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ARCH model 4 ARCH-Modell 4 Estimation 3 Schätzung 3 Time series analysis 3 Zeitreihenanalyse 3 Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model 2 Causality analysis 2 Estimation theory 2 Inflation 2 Inflation Uncertainty 2 Inflation expectations 2 Inflationserwartung 2 Kausalanalyse 2 Risiko 2 Risk 2 Schätztheorie 2 quasi-autoregressive (QAR) model 2 Dynamic conditional score (DCS) 1 Dynamic conditional score (DCS) models 1 Generalized Autoregressive Conditional Heteroscedasticity Model 1 Generalized Autoregressive Conditional Heteroscedasticity model 1 Granger Causality 1 Granger Causality Test 1 Jordan 1 Jordanien 1 Kuwait 1 generalized autoregressive score (GAS) 1 quasi-vector autoregressive (QVAR) model 1 scaling parameters of the conditional score function 1 score-driven seasonality 1
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Free 2 Undetermined 2
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Blazsek, Szabolcs 2 Licht, Adrian 2 Al-Zuhd, Tariq A. H. 1 Ananzeh, Izz Eddien Naif 1 Ayala, Astrid Loretta 1 Saleh, Mohammad H. 1
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Applied economics 2 International journal of economics and financial issues : IJEFI 2
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta; Blazsek, Szabolcs; Licht, Adrian - In: Applied economics 56 (2024) 31, pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
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Inflation and inflation uncertainty nexus in Kuwait : a GARCH modeling approach
Al-Zuhd, Tariq A. H.; Saleh, Mohammad H. - In: International journal of economics and financial issues … 7 (2017) 5, pp. 198-203
Persistent link: https://www.econbiz.de/10011843855
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Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs; Licht, Adrian - In: Applied economics 52 (2020) 11, pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
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The relationship between inflation and its uncertainty : evidence from Jordan
Ananzeh, Izz Eddien Naif - In: International journal of economics and financial issues … 5 (2015) 4, pp. 929-932
Persistent link: https://www.econbiz.de/10011455307
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