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  • Search: subject:"econometric and statistical models"
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Year of publication
Subject
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Big Data 4 Econometric and statistical models 4 applications 4 econometric and statistical models 4 economics 4 finance 4 theoretical models 4 Big data 3 Economics 3 Applications 2 Computational science 2 Computer science 2 Decision sciences 2 Finance 2 Informatik 2 Management 2 Payment clearing and settlement systems 2 Theoretical models 2 Theorie 2 Theory 2 Wirtschaftswissenschaft 2 and big data 2 big data 2 business 2 computational science 2 computing 2 management 2 ARCH model 1 ARCH-Modell 1 Clearing 1 Decision 1 Decision theory 1 Entscheidung 1 Entscheidungstheorie 1 Estimation 1 Estimation theory 1 Financial clearing 1 International payments 1 Internationaler Zahlungsverkehr 1 Schätztheorie 1
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Online availability
All
Free 8
Type of publication
All
Book / Working Paper 6 Article 2
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 8
Author
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Chang, Chia-Lin 6 McAleer, Michael 6 Wong, Wing Keung 6 Goldman, Elena 2 Shen, Xiangjin 2
Published in...
All
Discussion paper / Tinbergen Institute 2 Tinbergen Institute Discussion Paper 2 Bank of Canada Staff Working Paper 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Staff working paper / Bank of Canada 1
Source
All
ECONIS (ZBW) 4 EconStor 4
Showing 1 - 8 of 8
Cover Image
Analysis of asymmetric GARCH volatility models with applications to margin measurement
Goldman, Elena; Shen, Xiangjin - 2018
We explore properties of asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models in the threshold GARCH (GTARCH) family and propose a more general Spline-GTARCH model, which captures high-frequency return volatility, low-frequency macroeconomic volatility as well as...
Persistent link: https://www.econbiz.de/10012014476
Saved in:
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Big data, computational science, economics, finance, marketing, management, and psychology: Connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of Risk and Financial Management 11 (2018) 1, pp. 1-29
could develop theoretical models and subsequent econometric and statistical models to estimate the parameters in the …
Persistent link: https://www.econbiz.de/10012611003
Saved in:
Cover Image
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018
develop theoretical models and subsequent econometric and statistical models to estimate the parameters in the associated …
Persistent link: https://www.econbiz.de/10011819526
Saved in:
Cover Image
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018
theoretical models and subsequent econometric and statistical models to estimate the parameters in the associated models. Moreover …
Persistent link: https://www.econbiz.de/10011819539
Saved in:
Cover Image
Analysis of asymmetric GARCH volatility models with applications to margin measurement
Goldman, Elena; Shen, Xiangjin - 2018
We explore properties of asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models in the threshold GARCH (GTARCH) family and propose a more general Spline-GTARCH model, which captures high-frequency return volatility, low-frequency macroeconomic volatility as well as...
Persistent link: https://www.econbiz.de/10011844178
Saved in:
Cover Image
Decision sciences, economics, finance, business, computing, and big data : connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018
theoretical models and subsequent econometric and statistical models to estimate the parameters in the associated models. Moreover …
Persistent link: https://www.econbiz.de/10011807780
Saved in:
Cover Image
Big Data, computational science, economics, finance, marketing, management, and psychology : connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018
develop theoretical models and subsequent econometric and statistical models to estimate the parameters in the associated …
Persistent link: https://www.econbiz.de/10011794391
Saved in:
Cover Image
Big data, computational science, economics, finance, marketing, management, and psychology : connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-29
could develop theoretical models and subsequent econometric and statistical models to estimate the parameters in the …
Persistent link: https://www.econbiz.de/10011855163
Saved in:
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