//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Clark, Todd E."
~subject:"ARCH model"
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
GARCH Proof of Concept
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Forecasting
25
Forecasting model
16
Prognoseverfahren
16
forecasting
12
Theorie
10
Theory
10
Stochastic volatility
8
Bayes-Statistik
7
Bayesian inference
7
Estimation
7
Schätzung
7
Stochastic process
7
Stochastischer Prozess
7
VAR model
7
VAR-Modell
7
Volatility
7
Volatilität
7
Time series analysis
6
Zeitreihenanalyse
6
GARCH
5
Prediction
5
Risikomaß
5
Risk measure
5
Frühindikator
4
Leading indicator
4
Risiko
4
Risk
4
ARCH-Modell
3
Big Data
3
Big data
3
Coronavirus
3
Regression analysis
3
Regressionsanalyse
3
Autocorrelation
2
Autokorrelation
2
Bayesian VAR
2
Bayesian VARs
2
Bayesian statistical decision theory
2
Börsenkurs
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Clark, Todd E.
Gupta, Rangan
25
McAleer, Michael
15
Engle, Robert F.
12
Ardia, David
11
Lütkepohl, Helmut
10
Malik, Farooq
10
Paolella, Marc S.
10
Bollerslev, Tim
9
Walther, Thomas
9
Bouri, Elie
8
Diebold, Francis X.
8
Tiwari, Aviral Kumar
8
Bauwens, Luc
7
Caporin, Massimiliano
7
Christoffersen, Peter F.
7
Klein, Tony
7
Billio, Monica
6
Caporale, Guglielmo Maria
6
Chlebus, Marcin
6
Corbet, Shaen
6
Demirer, Rıza
6
Francq, Christian
6
Lönnbark, Carl
6
Maré, E.
6
Mittnik, Stefan
6
Salisu, Afees A.
6
Amanjot Singh
5
Auer, Benjamin R.
5
Chan, Felix
5
Choudhry, Taufiq
5
Degiannakis, Stavros
5
Gallo, Giampiero M.
5
Karmakar, Madhusudan
5
Ledoit, Olivier
5
Liu, Hung-Chun
5
Lucey, Brian M.
5
Ma, Feng
5
Medeiros, Marcelo C.
5
Molnár, Peter
5
Narula, Isha
5
more ...
less ...
Published in...
All
Federal Reserve Bank of Cleveland working paper series
1
Journal of applied econometrics
1
Working paper / Norges Bank
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Macroeconomic
forecasting
performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
2
The macroeconomic
forecasting
performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009627354
Saved in:
3
The macroeconomic
forecasting
performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009628606
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->