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~subject:"GARCH"
~subject:"Schätzung"
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GARCH Proof of Concept
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GARCH
Schätzung
Forecasting model
68
Prognoseverfahren
68
forecasting
67
Theorie
37
Theory
37
Time series analysis
23
Zeitreihenanalyse
23
Forecast
18
Prognose
18
Volatility
18
Volatilität
18
Estimation
15
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9
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9
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machine learning
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realized volatility
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16
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Barnett, William A.
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Black, Angela J.
1
Bonato, Matteo
1
Cabus, Sofie J.
1
Cepni, Oguzhan
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
De Witte, Kristof
1
Dendramis, Yiannis
1
Fiebig, Denzil G.
1
Groß-Klußmann, Axel
1
Gupta, Rangan
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Johar, Meliyanni
1
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1
Klinkowska, Olga
1
Koop, Gary
1
Korobilis, Dimitris
1
Li, Han
1
Luciani, Matteo
1
McMillan, David G.
1
McMillan, Fiona J.
1
Muniain, Peru
1
O'Hare, Colin
1
Paccagnini, Alessia
1
Park, Myung D.
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Park, Sohee
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Pierdzioch, Christian
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Ponka, Harri
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Sermpinis, Georgios
1
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1
Stasinakis, Charalampos
1
Theofilatos, Konstantinos
1
Tzavalis, Elias
1
Vahid, Farshid
1
Veredas, David
1
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Journal of forecasting
MPRA Paper
83
Applied economics
45
Energy economics
42
Finance research letters
33
Economic modelling
31
The North American journal of economics and finance : a journal of financial economics studies
29
Economics letters
27
International journal of forecasting
27
International review of financial analysis
27
Journal of banking & finance
27
International review of economics & finance : IREF
24
Journal of risk and financial management : JRFM
23
Journal of econometrics
22
CIRANO Working Papers
21
Journal of empirical finance
21
Tinbergen Institute Discussion Papers
21
Discussion paper / Tinbergen Institute
20
Journal of Risk and Financial Management
20
Journal of international financial markets, institutions & money
19
Physica A: Statistical Mechanics and its Applications
19
Research in international business and finance
19
Applied economics letters
18
CREATES Research Papers
18
Working Paper
18
Tinbergen Institute Discussion Paper
17
SSE/EFI Working Paper Series in Economics and Finance
16
The European journal of finance
16
Working papers
16
CESifo Working Paper
15
Risks : open access journal
15
International journal of economics and finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Studies in Nonlinear Dynamics & Econometrics
14
CESifo working papers
13
Cahiers de recherche
13
Energy Economics
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Mathematics and Computers in Simulation (MATCOM)
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CFS Working Paper Series
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ECONIS (ZBW)
16
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date (oldest first)
1
Forecasting
the daily time‐varying beta of European banks during the crisis period : comparison between
GARCH
models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
2
Forecasting
VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
3
Modeling and
forecasting
realized volatility in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
Saved in:
4
Policy-oriented macroeconomic
forecasting
with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
5
Why do students leave education early? : theory and evidence on high school dropout rates
Cabus, Sofie J.
;
De Witte, Kristof
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 690-702
Persistent link: https://www.econbiz.de/10011610424
Saved in:
6
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
7
Inflation and unemployment
forecasting
with genetic support vector regression
Sermpinis, Georgios
;
Stasinakis, Charalampos
; …
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 471-487
Persistent link: https://www.econbiz.de/10010426238
Saved in:
8
A multiplicative error model with heterogeneous components for
forecasting
realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
9
Estimating and
forecasting
large panels of volatilities with approximate dynamic factor models
Luciani, Matteo
;
Veredas, David
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
Saved in:
10
Forecasting
stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
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