//--> //--> //-->
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:"International journal of forecasting"
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
Forecasting model
4
Prognoseverfahren
4
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
Volatility
2
Volatilität
2
Beta risk
1
Beta weight function
1
Betafaktor
1
Correlation
1
Dynamic component models
1
Estimation
1
Exchange rate
1
Expected shortfall
1
Forecast
1
Forecast combination
1
Forecasting
1
Handelsvolumen der Börse
1
Intra-daily trading volume
1
Joint loss
1
Korrelation
1
Long-range dependence
1
Loss
1
MGARCH
1
MIDAS
1
Model Confidence Set
1
Modellierung
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate volatility
1
Neural networks
1
Neuronale Netze
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Undetermined
1
Author
All
Storti, Giuseppe
3
Franck, Raphael
2
Preminger, Arie
2
Amendola, Alessandra
1
Braione, Manuela
1
Candila, Vincenzo
1
Naimoli, Antonio
1
Wang, Chao
1
more ...
less ...
Published in...
All
International journal of forecasting
CORE discussion papers : DP
15
CORE Discussion Papers
12
CORE Discussion Papers RP
9
The econometrics journal
6
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
Economic modelling
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)
4
OLC EcoSci
1
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting exchange rates : a robust regression approach
Preminger, Arie
;
Franck, Raphael
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10003438384
Saved in:
2
A Model Confidence Set approach to the combination of multivariate volatility forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
3
Heterogeneous component multiplicative error models for forecasting trading volumes
Naimoli, Antonio
;
Storti, Giuseppe
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1332-1355
Persistent link: https://www.econbiz.de/10012305333
Saved in:
4
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
5
Forecasting exchange rates: A robust regression approach
Preminger, Arie
;
Franck, Raphael
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10007607107
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->