//--> //--> //-->
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:"Rombouts, Jeroen V. K."
~accessRights:"restricted"
~subject:"Multivariate Analyse"
~subject:"Risikoprämie"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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:"GARCH model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
Risikoprämie
Stochastic process
Stochastischer Prozess
ARCH model
4
ARCH-Modell
4
Estimation
3
Schätzung
3
Aktienmarkt
2
Börsenkurs
2
Forecasting model
2
Prognoseverfahren
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
Aktienindex
1
Aktienoption
1
American option pricing
1
Analysis of variance
1
Capital income
1
Economic loss
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Empirical application
1
Estimation theory
1
Forecasting
1
Großbritannien
1
International stock markets
1
Japan
1
Kapitaleinkommen
1
Lasso
1
Market efficiency
1
Matching function
1
Microfoundation
1
Multivariate GARCH
1
Multivariate analysis
1
Option pricing theory
1
Option trading
1
Option-implied variance
1
Optionsgeschäft
1
Optionspreistheorie
1
Realized variance
1
more ...
less ...
Online availability
All
Undetermined
Free
8
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
Rombouts, Jeroen V. K.
McAleer, Michael
8
Hafner, Christian M.
6
De Nard, Gianluca
5
Engle, Robert F.
5
Ledoit, Olivier
5
Wolf, Michael
5
Francq, Christian
4
Ghysels, Eric
4
Herwartz, Helmut
4
Wang, Xingchun
4
Baum, Christopher F.
3
Bekiros, Stelios
3
Chang, Chia-Lin
3
Floros, Christos
3
Gillas, Konstantinos Gkillas
3
Huang, Zhuo
3
Segnon, Mawuli
3
Veiga, Helena
3
Zakoïan, Jean-Michel
3
Zerilli, Paola
3
Alanya, Willy
2
Alexander, Carol
2
Alghalith, Moawia
2
Allen, David E.
2
Andreou, Elena
2
Asai, Manabu
2
Balaji, B.
2
Bauwens, Luc
2
Bollerslev, Tim
2
Boubaker, Sabri
2
Carriero, Andrea
2
Cavicchioli, Maddalena
2
Chen, Liyuan
2
Choudhry, Taufiq
2
Christoffersen, Peter F.
2
Conrad, Christian
2
Corsello, Francesco
2
Croux, Christophe
2
Dhaene, Geert
2
Dimitrakopoulos, Stefanos
2
more ...
less ...
Published in...
All
International journal of forecasting
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->