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person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~person:"Hafner, Christian M."
~subject:"Dynamische Optimierung"
~subject:"Multivariate analysis"
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Dynamische Optimierung
Multivariate analysis
Estimation theory
34
Schätztheorie
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ARCH model
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ARCH-Modell
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Correlation
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Estimation
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Audrino, Francesco
Hafner, Christian M.
Härdle, Wolfgang
7
Shephard, Neil G.
7
Amengual, Dante
4
Fiorentini, Gabriele
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Sentana, Enrique
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Barndorff-Nielsen, Ole E.
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Claeskens, Gerda
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Lunde, Asger
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Teräsvirta, Timo
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Trojani, Fabio
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Antonio, Katrien
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Arellano, Manuel
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Boudt, Kris
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Bouezmarni, Taoufik
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Bunke, Olaf
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Chan, Joshua
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Chao, Shih-Kang
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Chen, Xiaohong
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Cubadda, Gianluca
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ECONIS (ZBW)
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A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
2
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
3
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
4
A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio
;
Audrino, Francesco
-
2005
Persistent link: https://www.econbiz.de/10002771808
Saved in:
5
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
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