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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE discussion papers : DP"
~person:"Bauwens, Luc"
~person:"Caporale, Guglielmo Maria"
~person:"Hallin, Marc"
~subject:"Faktorenanalyse"
~subject:"Volatilität"
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Zeitreihenanalyse
Faktorenanalyse
Volatilität
Theorie
13
Theory
13
Time series analysis
8
ARCH model
7
ARCH-Modell
7
Volatility
4
Bayes-Statistik
3
Bayesian inference
3
Correlation
3
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3
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Newbold, Paul
Bauwens, Luc
Caporale, Guglielmo Maria
Hallin, Marc
Dufays, Arnaud
5
Rombouts, Jeroen V. K.
4
Carpantier, Jean-François
2
Hafner, Christian M.
2
Preminger, Arie
2
Van Bellegem, Sébastien
2
Augustyniak, Maciej
1
Beltran Lopez, Helena
1
Bouezmarni, Taoufik
1
Braione, Manuela
1
Breitung, Jörg
1
Deschamps, Philippe J.
1
Durré, Alain
1
Giot, Pierre
1
Hafter, Christian
1
Hautsch, Nikolaus
1
Herwartz, Helmut
1
Hsiao, Cheng
1
Laurent, Sébastien
1
Maxand, Simone
1
Otranto, Edoardo
1
Pascual, Roberto
1
Storti, Giuseppe
1
Sucarrat, Genaro
1
Veredas, David
1
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1
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CORE discussion papers : DP
ECARES working paper
20
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19
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16
Economics and finance working paper series
16
Journal of econometrics
10
CORE discussion paper : DP
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
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Economics letters
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Oxford bulletin of economics and statistics
4
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CESifo Working Paper
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
Saved in:
2
A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
3
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
4
Forecasting long memory processes subject to structural breaks
Wang, Shin-huei
;
Bauwens, Luc
;
Hsiao, Cheng
-
2012
Persistent link: https://www.econbiz.de/10009731091
Saved in:
5
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
6
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
7
Modelling financial high frequency data using point processes
Bauwens, Luc
(
contributor
);
Hautsch, Nikolaus
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375931
Saved in:
8
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003396156
Saved in:
9
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
10
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328223
Saved in:
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