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~subject:"Prognoseverfahren"
~subject:"Risk management"
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GARCH Proof of Concept
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Prognoseverfahren
Risk management
Risikomanagement
55
Forecasting model
49
forecasting
44
Theorie
32
Theory
32
Estimation
30
Schätzung
30
ARCH model
26
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26
GARCH
26
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Article
103
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103
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103
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Moosa, Imad A.
10
Gupta, Rangan
8
Balcilar, Mehmet
4
Burns, Kelly
4
Gausden, Robert
3
Hasan, Mohammad S.
3
Dufrénot, Gilles
2
Franses, Philip Hans
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Jung, Hojin
2
Kim, Jong-Min
2
Madhou, Ashwin
2
Majumdar, Anandamayee
2
Miller, Stephen M.
2
Ramiah, Vikash
2
Sakawa, Hideaki
2
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2
Watanabel, Naoki
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Almeida, Rodrigo Borges de
1
An, Hui
1
Angeles, Joseph Emmanuel Lukban
1
Arrondel, Luc
1
Augusto, Mário Gomes
1
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1
Baek, Seungho
1
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Balli, Faruk
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Barbi, Massimiliano
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Bastıyalı-Hayfavi, Azize
1
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1
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1
Bikker, Jacob A.
1
Blazsek, Szabolcs
1
Borgy, Vladimir
1
Bouthevillain, Carine
1
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1
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Applied economics
European journal of operational research : EJOR
283
Journal of risk management in financial institutions
265
International journal of production research
252
SpringerLink / Bücher
244
Risks : open access journal
240
Insurance / Mathematics & economics
222
Journal of banking & finance
218
International journal of production economics
195
Journal of risk and financial management : JRFM
173
International journal of forecasting
171
Risiko-Manager
171
Finance research letters
157
IMF Staff Country Reports
154
Energy economics
151
The journal of operational risk
137
International journal of risk assessment and management : IJRAM
128
IMF Working Papers
125
Managing business risk : a practical guide to protecting your business
123
International review of financial analysis
120
Springer eBook Collection
113
International journal of project management : the journal of The International Project Management Association
112
NBER working paper series
108
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
World Bank E-Library Archive
101
Economic modelling
97
Wiley finance series
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Working paper / National Bureau of Economic Research, Inc.
85
Journal of Risk Finance
83
Journal of risk
81
NBER Working Paper
80
Technological forecasting & social change : an international journal
77
Agricultural finance review
76
Risk management : a journal of risk, crisis and disaster
75
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
74
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
73
Discussion paper / Tinbergen Institute
72
The North American journal of economics and finance : a journal of financial economics studies
72
Journal of forecasting
71
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ECONIS (ZBW)
103
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1
Does VIX or volume improve
GARCH
volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
2
The information content of implied volatility in developed versus developing FX markets
Iliescu, Nicoleta
;
Dutta, Satyaki
- In:
Applied economics
48
(
2016
)
55/57
,
pp. 5396-5404
Persistent link: https://www.econbiz.de/10011742069
Saved in:
3
The role of high-frequency data in volatility
forecasting
: evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
Forecasting
electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Saved in:
6
Do commercial real estate prices have predictive content for GDP?
Franses, Philip Hans
;
Groot, Bert de
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4379-4384
Persistent link: https://www.econbiz.de/10011510560
Saved in:
7
Linear time-varying regression with a DCC-
GARCH
model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
8
Would information on consumer confidence have helped to predict UK household expenditure during the recent economic crisis?
Gausden, Robert
;
Hasan, Mohammad S.
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1695-1709
Persistent link: https://www.econbiz.de/10011456726
Saved in:
9
Forecasting
Bordeaux wine prices using state-space methods
Bazen, Stephen
;
Cardebat, Jean-Marie
- In:
Applied economics
50
(
2018
)
47
,
pp. 5110-5121
Persistent link: https://www.econbiz.de/10012061692
Saved in:
10
The random walk as a
forecasting
benchmark : drift or no drift?
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4131-4142
Persistent link: https://www.econbiz.de/10011639995
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