//--> //--> //-->
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
person:"Bekaert, Geert"
~person:"Bauwens, Luc"
~person:"Corsi, Fulvio"
~person:"Croux, Christophe"
~person:"Dalla, Violetta"
~subject:"Analysis of variance"
~subject:"Robustes Verfahren"
~type:"article"
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:"Kovarianz"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
Robustes Verfahren
Correlation
16
Korrelation
16
Estimation theory
9
Schätztheorie
9
Volatility
8
Volatilität
8
Capital income
7
Kapitaleinkommen
7
Portfolio selection
6
Portfolio-Management
6
Time series analysis
6
Varianzanalyse
6
Zeitreihenanalyse
6
Estimation
5
Schätzung
5
Theorie
5
Theory
5
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Prognoseverfahren
4
Aktienmarkt
3
Börsenkurs
3
Market microstructure
3
Marktmikrostruktur
3
Share price
3
Stock market
3
USA
3
United States
3
Welt
3
World
3
CAPM
2
Diversification
2
Diversifikation
2
Dynamic conditional correlations
2
Dynamic dependencies
2
Großbritannien
2
Hadamard exponential matrix
2
International financial market
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Bekaert, Geert
Bauwens, Luc
Corsi, Fulvio
Croux, Christophe
Dalla, Violetta
Gribisch, Bastian
5
Hartkopf, Jan Patrick
4
De Nard, Gianluca
3
Bai, Jushan
2
Bodnar, Taras
2
Boudt, Kris
2
Buccheri, Giuseppe
2
Chen, Song Xi
2
Engle, Robert F.
2
Franco, Sebastian
2
Golosnoy, Vasyl
2
Hautsch, Nikolaus
2
Ji, Lei
2
Jin, Xin
2
Kyj, Lada M.
2
Liu, Cheng
2
Menchero, Jose
2
Ruiz, Esther
2
Santos, André A. P.
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Storti, Giuseppe
2
Sviščuk, Anatolij
2
Tang, Cheng Yong
2
Verdonck, Tim
2
Voev, Valeri
2
Xu, Qi
2
Xu, Wen
2
Agrawal, Raj
1
Albert, Michael
1
Alexander, Carol
1
Alfelt, Gustav
1
Alkan, B. Barış
1
Amengual, Dante
1
Anderson, Heather M.
1
Ardia, David
1
Aste, Tomaso
1
Atakan, Cemal
1
more ...
less ...
Published in...
All
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
4
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 103-134
Persistent link: https://www.econbiz.de/10011592738
Saved in:
5
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
6
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->