Predicting instability
Year of publication: |
2013
|
---|---|
Authors: | Razzak, Weshah A. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 22/24, p. 3305-3315
|
Subject: | sample generalized variance | conditional variance | instability | multivariate statistic | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Stichprobenerhebung | Sampling | Multivariate Analyse | Multivariate analysis | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
-
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc, (2019)
-
Trucíos, Carlos, (2019)
-
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc, (2023)
- More ...
-
The econometrics of global warming
Razzak, Weshah A., (2022)
-
The purchasing power parity puzzle: An update
Razzak, Weshah A., (2018)
-
The transitional dynamic of finance led growth
Razzak, Weshah A., (2020)
- More ...