//--> //--> //-->
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:"McAleer, Michael"
~isPartOf:"Journal of applied econometrics"
~person:"Hautsch, Nikolaus"
~subject:"Scientific modelling"
~subject:"Time series analysis"
~subject:"United States"
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:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Scientific modelling
Time series analysis
United States
Analysis of variance
1
Capital income
1
Correlation
1
Forecasting model
1
Kapitaleinkommen
1
Korrelation
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Theorie
1
Theory
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
blocked realized kernel
1
covariance prediction
1
portfolio optimization
1
regularization
1
spectral decomposition
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Hautsch, Nikolaus
Hansen, Peter Reinhard
3
Lunde, Asger
2
Smith, Aaron D.
2
Voev, Valeri
2
Andersen, Torben
1
Audrino, Francesco
1
Bali, Turan G.
1
Basistha, Arabinda
1
Bollerslev, Tim
1
Caggiano, Giovanni
1
Castelnuovo, Efrem
1
Conrad, Christian
1
D'Agostino, Antonello
1
Eisenstat, Eric
1
Fornari, Fabio
1
Frederiksen, Per
1
Galvão, Ana Beatriz C.
1
Gambetti, Luca
1
Giannone, Domenico
1
Grier, Kevin
1
Hafner, Christian M.
1
Halbleib, Roxana
1
Henry, Ólan Thomas John
1
Hol Uspensky, Eugenie
1
Huang, Zhuo
1
Kim, Chang-jin
1
Kim, Dong-heon
1
Koopman, Siem Jan
1
Kyj, Lada M.
1
Liao, Wenting
1
Ma, Jun
1
Malec, Peter
1
Manner, Hans
1
Martin, Gael M.
1
Mele, Antonio
1
Metaxoglou, Konstantinos
1
Morley, James C.
1
Nielsen, Morten Ørregaard
1
Nodari, Gabriela
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Econometric Institute research papers
34
Discussion paper / Tinbergen Institute
19
Working paper
16
SFB 649 discussion paper
7
Econometric reviews
6
Journal of econometrics
5
Applied quantitative finance
3
Applied economics
2
CFS working paper series
2
Econometrics : open access journal
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Applied financial economics
1
CoFE discussion papers
1
Computational economics
1
Discussion paper
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Economics letters
1
Energy economics
1
European finance review : the official journal of the European Finance Association
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
Risks : open access journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-005/III
1
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->