Authors: Conrad, Christian

Subject Terms: ddc:330, C51, C53

Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2017: Alternative Geld- und Finanzarchitekturen - Session: Time Series; No. D17-V1; http://hdl.handle.net/10419/168200; RePEc:zbw:vfsc17:168200

Availability: http://hdl.handle.net/10419/168200

Authors: Conrad, Christian, Custovic, Anessa, Ghysels, Eric

Subject Terms: ddc:330, C53, C58, F31, G15, Baltic dry index, Bitcoin volatility, digital currency, GARCH-MIDAS, pro-cyclical volatility, volume

Relation: gbv-ppn:1024282538; Journal: Journal of Risk and Financial Management; Volume: 11; Year: 2018; Issue: 2; Pages: 1-12; Basel: MDPI; http://hdl.handle.net/10419/238870

Availability: https://doi.org/10.3390/jrfm11020023
http://hdl.handle.net/10419/238870

Authors: Conrad, Christian, Schienle, Melanie

Subject Terms: ddc:330, C53, C58, E32, G12, GARCH-MIDAS, LM test, Long-Term Volatility, Mixed-Frequency Data, Volatility Component Models

Relation: Series: KIT Working Paper Series in Economics; No. 121; gbv-ppn:104719452X; urn:nbn:de:swb:90-903712; http://hdl.handle.net/10419/191545; RePEc:zbw:kitwps:121

Availability: https://doi.org/10.5445/IR/1000090371
http://hdl.handle.net/10419/191545
https://nbn-resolving.org/urn:nbn:de:swb:90-903712

Authors: Conrad, Christian, Loch, Karin

Subject Terms: ddc:330, C53, C58, Volatility Components, MIDAS, Survey Data, Macro Finance Link, Börsenkurs, Volatilität, Wirkungsanalyse, Prognoseverfahren, USA

Relation: Series: Discussion Paper Series; No. 535; gbv-ppn:729158128; urn:nbn:de:bsz:16-opus-138228; http://hdl.handle.net/10419/127354; RePEc:awi:wpaper:0535

Availability: https://doi.org/10.11588/heidok.00013822
http://hdl.handle.net/10419/127354
https://nbn-resolving.org/urn:nbn:de:bsz:16-opus-138228

Authors: Conrad, Christian, Karanasos, Menelaos

Subject Terms: ddc:330, C32, C51, C52, C53, Inequality constraints, multivariate GARCH processes, volatility feedback, ARCH-Modell, Volatilität, Spillover-Effekt, Modell-Spezifikation, Theorie

Relation: Series: KOF Working Papers; No. 189; gbv-ppn:583349285; http://hdl.handle.net/10419/50443

Availability: https://doi.org/10.3929/ethz-a-005552237
http://hdl.handle.net/10419/50443

Authors: Conrad, Christian

Subject Terms: ddc:330, C22, C52, C53, Inequality constraints, fractional integration, long memory GARCH processes, ARCH-Modell, Modell-Spezifikation, Zeitreihenanalyse, Theorie

Relation: Series: KOF Working Papers; No. 162; gbv-ppn:582963613; http://hdl.handle.net/10419/50409

Availability: https://doi.org/10.3929/ethz-a-005390226
http://hdl.handle.net/10419/50409

Authors: Conrad, Christian¹ christian.conrad@awi.uni-heidelberg.de, Loch, Karin¹ karin.loch@awi.uni-heidelberg.de

Superior Title: Economics Letters. Jul2015, Vol. 132, p56-60. 5p.

Subject Terms: *RISK premiums, *UNCERTAINTY (Information theory), *ECONOMIC expectations, *ECONOMIC forecasting, *ECONOMIC efficiency, GARCH model