//--> //--> //-->
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:"Corsi, Fulvio"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~person:"Kumar, Dilip"
~person:"Meng, Xiaochun"
~person:"Otranto, Edoardo"
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:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Capital income
3
Estimation theory
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Schätztheorie
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Realized volatility
2
AMEM
1
Analysis of variance
1
CAViaR
1
Correlation
1
Covariance forecasting
1
Dynamic dependencies
1
Estimation
1
Estimation errors
1
Forecasting
1
HAR
1
Intra-day range
1
Korrelation
1
MCS
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Measurement errors
1
Quantile regression
1
Realized covariance
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schätzung
1
Score-driven models
1
Statistical error
1
Statistischer Fehler
1
Time series analysis
1
Value at risk
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Corsi, Fulvio
Kumar, Dilip
Meng, Xiaochun
Otranto, Edoardo
Clements, Adam
2
Bagnato, Luca
1
Bauwens, Luc
1
Becker, Ralf
1
Buccheri, Giuseppe
1
Cipollini, Fabrizio
1
Demetrescu, Matei
1
Doolan, M. B.
1
Drovandi, Christopher
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Golosnoy, Vasyl
1
Hurn, Stan
1
Koop, Gary
1
Kömm, Holger
1
Küsters, Ulrich
1
Li, Dan
1
Lucas, André
1
Poon, Aubrey
1
Sucarrat, Genaro
1
Taylor, James W.
1
Titova, Anna
1
Vacca, Gianmarco
1
Vassallo, Danilo
1
Woźniak, Tomasz
1
Xu, Yongdeng
1
Zhang, Xin
1
Zoia, Maria Grazia
1
more ...
less ...
Published in...
All
International journal of forecasting
IIMB management review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of prediction markets
2
Theoretical economics letters
2
Economic modelling
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of quantitative economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
2
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:
3
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->