//--> //--> //-->
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
accessRights:"free"
type:"book"
~language:"eng"
~person:"Hallin, Marc"
~subject:"Competition"
~subject:"Volatilität"
~type_genre:"Working Paper"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Competition
Volatilität
Theorie
39
Theory
39
Time series analysis
23
Zeitreihenanalyse
23
Factor analysis
9
Faktorenanalyse
9
Multivariate Analyse
8
Multivariate analysis
8
Volatility
8
Ranking method
7
Ranking-Verfahren
7
Estimation
6
High-dimensional time series
6
Panel
6
Panel study
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Prognoseverfahren
5
Statistical distribution
5
Statistical test
5
Statistische Verteilung
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
Multivariate Verteilung
4
Multivariate distribution
4
volatility
4
Dynamic Factor Models
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Ranks
3
Regression analysis
3
Regressionsanalyse
3
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
8
Graue Literatur
5
Non-commercial literature
5
Language
All
English
Author
All
Hallin, Marc
Koopman, Siem Jan
24
McAleer, Michael
22
Bollerslev, Tim
20
Diebold, Francis X.
18
Jullien, Bruno
17
Kräkel, Matthias
17
Andersen, Torben
16
Härdle, Wolfgang
16
Lucas, André
14
Sutter, Matthias
13
Clements, Adam
12
Epstein, Gil S.
12
Meddahi, Nour
12
Carletti, Elena
11
Lux, Thomas
11
Pierdzioch, Christian
11
Bos, Charles S.
10
Chiarella, Carl
10
Clark, Todd E.
10
Gonçalves, Sílvia
10
Hautsch, Nikolaus
10
Jeon, Doh-Shin
10
Kind, Hans Jarle
10
Lütkepohl, Helmut
10
Belleflamme, Paul
9
Caporin, Massimiliano
9
Carriero, Andrea
9
Fernández-Villaverde, Jesús
9
Foros, Øystein
9
Gupta, Rangan
9
Hounyo, Ulrich
9
Martin, Gael M.
9
Mittnik, Stefan
9
Nitsan, Shemuʾel
9
Stenbacka, Rune
9
Bauwens, Luc
8
Gürtler, Oliver
8
Konrad, Kai A.
8
Marcellino, Massimiliano
8
more ...
less ...
Published in...
All
ECARES working paper
7
Economics working paper series
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
2
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
3
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
4
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012183847
Saved in:
5
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
6
Identification of global and national shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011673310
Saved in:
7
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
Saved in:
8
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
-
2014
Persistent link: https://www.econbiz.de/10010483698
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->