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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~accessRights:"free"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Working papers"
~person:"Bauwens, Luc"
~subject:"Probability theory"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Estimation theory
Probability theory
Volatility
Schätztheorie
7
Correlation
5
Korrelation
5
Analysis of variance
3
Hadamard exponential matrix
3
Linear algebra
3
Lineare Algebra
3
Varianzanalyse
3
ARCH model
2
ARCH-Modell
2
Time series analysis
2
Volatilität
2
Zeitreihenanalyse
2
dynamic covariances and correlations
2
realized covariances
2
Bayes-Statistik
1
Bayesian inference
1
Dynamic conditional correlations
1
Forecasting
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
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Multivariate GARCH
1
Multivariate HEAVY
1
Multivariate analysis
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Realized correlations
1
Stochastic process
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Stochastischer Prozess
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dynamic conditional correlations
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regime-switching dynamic correlations
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7
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Bauwens, Luc
Hafner, Christian M.
9
Preminger, Arie
7
Van Bellegem, Sébastien
7
Casarin, Roberto
4
Storti, Giuseppe
4
Bouezmarni, Taoufik
3
Corradin, Fausto
3
Florens, Jean-Pierre
3
Hirschberg, Joseph G.
3
Johannes, Jan
3
Lye, Jenny N.
3
Otranto, Edoardo
3
Sartore, Domenico
3
Silva, Mathias
3
Amengual, Dante
2
Billio, Monica
2
Dionne, Georges
2
Fiorentini, Gabriele
2
Florea, Mihai I.
2
Galli, Fausto
2
Griffiths, William E.
2
Korobilis, Dimitris
2
Linton, Oliver
2
Mouchart, Michel
2
Orsi, Renzo
2
Rombouts, Jeroen V. K.
2
Sentana, Enrique
2
Vanhems, Anne
2
Violante, Francesco
2
Yang, Yukai
2
Afonso, António
1
Ahelegbey, Daniel Felix
1
Bauwensa, Luc
1
Bertanha, Marinho
1
Birke, Melanie
1
Bisaglia, Luisa
1
Boucher, Vincent
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Braione, Manuela
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Bramoullé, Yann
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CORE discussion papers : DP
Working papers
CORE discussion paper : DP
2
LIDAM discussion paper CORE
1
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ECONIS (ZBW)
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
3
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
Saved in:
6
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009504874
Saved in:
7
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
Saved in:
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