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  • Search: subject:"modelling and forecasting"
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Year of publication
Subject
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Forecasting model 6 Prognoseverfahren 6 ARCH model 5 ARCH-Modell 5 Volatility 5 Volatilität 5 HAR modelling and forecasting 4 Modelling and forecasting 4 Theorie 4 Theory 4 Welt 4 World 4 Aktienmarkt 3 Stock market 3 VIX 3 modelling and forecasting 3 ARFIMA 2 Alternatives 2 Best practice 2 Capital income 2 Energy Demand Modelling and Forecasting 2 Estimation 2 EurAsia project 2 Future Scenarios 2 Kapitaleinkommen 2 Methodological development 2 Post-disaster management 2 Realized Volatility 2 Realized volatility 2 Schätzung 2 Spillover effect 2 Spillover-Effekt 2 Structural Time Series Model (STSM) 2 Tourism and hotel demand 2 U.S. volatility information 2 USA 2 United States 2 augmented HAR model 2 fGARCH 2 hybrid model 2
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Online availability
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Undetermined 7 Free 5 CC license 2
Type of publication
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Article 11 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1 research-article 1
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Language
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English 11 Undetermined 4
Author
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Buncic, Daniel 4 AlـGounmeein, Remal Shaher 2 Dilanthi, Amaratunga 2 Dilaver, Zafer 2 Gisler, Katja I. M. 2 Gisler, Katja Ida Maria 2 Hunt, Lester C 2 Richard, Haigh 2 Shen, Shujie 2 Song, Haiyan 2 Artūras, Kaklauskas 1 Diachuk, Oleksandr Anatoliiovych 1 Grinderslev, Dorte 1 Ismail, Mohd Tahir 1 Kaklauskas ArtÅ«ras 1 Mohd Tahir Ismail 1 Møller, Frits 1 Rice, Gregory 1 Semeniuk, Andrii Оlehovych 1 Werner, Morten 1 Wirjanto, Tony S. 1 Wu, Chenguang 1 Wu, Doris Chenguang 1 Zhao, Yuqian 1
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Institution
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Surrey Energy Economics Centre (SEEC), School of Economics 2 School of Economics and Political Science, Universität St. Gallen 1
Published in...
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International Journal of Strategic Property Management 2 Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 2 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 Economy and forecasting : scientific journal 1 Environmental & Resource Economics 1 International Journal of Contemporary Hospitality Management 1 International journal of contemporary hospitality management 1 International journal of forecasting 1 Journal of commodity markets 1 Journal of international money and finance 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
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Source
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ECONIS (ZBW) 7 RePEc 6 EconStor 1 Other ZBW resources 1
Showing 11 - 15 of 15
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Global Equity Market Volatility Spillovers: A Broader Role for the United States
Buncic, Daniel; Gisler, Katja I. M. - School of Economics and Political Science, Universität … - 2015
Rapach et al. (2013) have recently shown that U.S. equity market returns carry valuable information to improve return forecasts in a large cross-section of international equity markets. In this study, we extend the work of Rapach et al. (2013) and examine if U.S. based equity market information...
Persistent link: https://www.econbiz.de/10011213801
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Global equity market volatility spillovers : a broader role for the United State
Buncic, Daniel; Gisler, Katja I. M. - 2015
Persistent link: https://www.econbiz.de/10011289264
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Knowledge Model for Post-Disaster Management
Kaklauskas ArtÅ«ras; Dilanthi, Amaratunga; Richard, Haigh - In: International Journal of Strategic Property Management 13 (2009) 2, pp. 117-128
The main aim of this research is to help post-disaster managers to find most rational solutions by using advanced knowledge and developed Model. Post-disaster management is shared, purposeful activities based upon the development of common understandings and interpretations of means and ends....
Persistent link: https://www.econbiz.de/10010534723
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Cover Image
Knowledge Model for Post-Disaster Management
Artūras, Kaklauskas; Dilanthi, Amaratunga; Richard, Haigh - In: International Journal of Strategic Property Management 13 (2009) 2, pp. 117-128
The main aim of this research is to help post-disaster managers to find most rational solutions by using advanced knowledge and developed Model. Post-disaster management is shared, purposeful activities based upon the development of common understandings and interpretations of means and ends....
Persistent link: https://www.econbiz.de/10011009435
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Environmental Satellite Models for a Macroeconomic Model
Møller, Frits; Grinderslev, Dorte; Werner, Morten - In: Environmental & Resource Economics 24 (2003) 3, pp. 197-212
To support national environmental policy, it is desirable to forecast and analyse environmental indicators consistently with economic variables. However, environmental indicators are physical measures linked to physical activities that are not specified in economic models. One way to deal with...
Persistent link: https://www.econbiz.de/10005684181
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