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Search: subject:"HAR(∞) model"
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HAR model
63
Volatility
61
Volatilität
61
Forecasting model
45
Prognoseverfahren
45
ARCH model
41
ARCH-Modell
41
Theorie
24
Theory
24
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23
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22
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22
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20
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17
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16
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13
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11
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11
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10
Welt
10
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10
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9
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9
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7
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7
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7
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7
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6
Stochastic process
6
Stochastischer Prozess
6
realized volatility
6
volatility forecasting
6
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6
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5
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Undetermined
49
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26
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4
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68
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16
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Todorova, Neda
6
Han, Heejoon
5
Luo, Jiawen
5
Ryu, Doojin
5
Zhang, Yaojie
5
Allen, David E.
4
Clements, Adam
4
Degiannakis, Stavros
4
Demirer, Rıza
4
Souček, Michael
4
Audrino, Francesco
3
Buncic, Daniel
3
Camponovo, Lorenzo
3
Delis, Panagiotis
3
Filis, George
3
Hwang, Eunju
3
Kutan, Ali M.
3
Ma, Feng
3
Roth, Constantin
3
Wei, Yu
3
Baillie, Richard
2
Bauwens, Luc
2
Calonaci, Fabio
2
Chen, Langnan
2
Chen, Ruijie
2
Cho, Dooyeon
2
Fičura, Milan
2
Ftiti, Zied
2
Gisler, Katja I. M.
2
Gupta, Rangan
2
Harvey, Andrew C.
2
Hsiao, Cheng
2
Kutan, Ali Mustafa
2
Lee, Oesook
2
Lei, Likun
2
Liao, Yin
2
McAleer, Michael
2
Niu, Zibo
2
Palumbo, Dario
2
Qiao, Gaoxiu
2
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School of Economics and Political Science, Universität St. Gallen
2
Institut für Weltwirtschaft (IfW)
1
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International journal of forecasting
5
Journal of forecasting
5
Energy economics
4
Finance research letters
4
Applied economics
3
Economics letters
3
The journal of futures markets
3
Applied economics letters
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
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2
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Economic modelling
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2
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China finance review international
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1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
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Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
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Economics: The Open-Access, Open-Assessment E-Journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy Economics
1
European Financial and Accounting Journal
1
European financial and accounting journal : EFAJ
1
Financial Innovation
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of Econometrics
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ECONIS (ZBW)
65
RePEc
11
EconStor
8
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81
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
82
An empirical analysis of the downside risk-return trade-off at daily frequency
Sévi, Benoît
- In:
Economic modelling
31
(
2013
),
pp. 189-197
Persistent link: https://www.econbiz.de/10009729143
Saved in:
83
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
84
Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
Saved in:
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