Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A GARCH (1,1) estimator with (...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Capital income
1
Estimation
1
Expected Shortfall
1
Forecasting model
1
ICA
1
Kapitaleinkommen
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
PCA
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized GARCH
1
Realized volatility
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Time series analysis
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Gerlach, Richard
1
Naimoli, Antonio
1
Storti, Giuseppe
1
Published in...
All
Economic modelling
CORE discussion papers : DP
15
CORE Discussion Papers
12
CORE Discussion Papers RP
9
The econometrics journal
6
International journal of forecasting
5
CORE Discussion Paper
4
Journal of forecasting
4
Working Papers / Economics Department, Ben Gurion University of the Negev
4
Cahiers de recherche
3
Journal of Risk and Financial Management
3
Journal of risk and financial management : JRFM
3
University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Computing in Economics and Finance 2006
2
Discussion papers / UCL, Département des Sciences Economiques
2
Econometric theory
2
Econometrics Journal
2
Economics Letters
2
Economics letters
2
Journal of Forecasting
2
MPRA Paper
2
SFB 649 Discussion Paper
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Annals of economics and statistics
1
CORE DISCUSSION PAPER SERIES, 2020
1
Computational Statistics
1
Computational Statistics & Data Analysis
1
Computing in Economics and Finance 2000
1
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
1
Econometric Theory
1
International Journal of Forecasting
1
Journal of Multivariate Analysis
1
Journal of Time Series Analysis
1
Quantitative finance
1
SFB 649 Discussion Papers
1
SFB 649 discussion paper
1
Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
