//--> //--> //-->
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."
~isPartOf:"International journal of forecasting"
~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
2
ARCH-Modell
2
Börsenkurs
2
Forecasting model
2
Multivariate analysis
2
Prognoseverfahren
2
Share price
2
Volatility
2
Volatilität
2
Aktienindex
1
Aktienmarkt
1
Analysis of variance
1
Capital income
1
Economic loss
1
Estimation
1
Forecasting
1
Großbritannien
1
International stock markets
1
Japan
1
Kapitaleinkommen
1
Lasso
1
Model confidence set
1
Multivariate GARCH
1
Option pricing
1
Option pricing theory
1
Option-implied variance
1
Optionspreistheorie
1
Realized variance
1
Schätzung
1
Spillover effect
1
Spillover-Effekt
1
Stock index
1
Stock market
1
United Kingdom
1
Varianzanalyse
1
Volatility spillover
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Rombouts, Jeroen V. K.
Alexander, Carol
1
Amendola, Alessandra
1
Bams, Dennis
1
Bauwens, Luc
1
Blanchard, Gildas
1
Braione, Manuela
1
Breitung, Jörg
1
Brio, Esther B. del
1
Brownlees, Christian
1
Candila, Vincenzo
1
Croux, Christophe
1
Dimitrakopoulos, Stefanos
1
Hafner, Christian M.
1
Han, Yang
1
Horta, Eduardo
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Lehnert, Thorsten
1
Llorens-Terrazas, Jordi
1
Lucas, André
1
Ma, Feng
1
Ma, Yuanhui
1
Mao, Xiuping
1
Meng, Xiaochun
1
Perote, Javier
1
Ruiz, Esther
1
Stentoft, Lars
1
Storti, Giuseppe
1
Tsionas, Efthymios G.
1
Veiga, Helena
1
Violante, Franceso
1
Wahab, M. I. M.
1
Wang, Jiqian
1
Wilms, Ines
1
Xu, Yongdeng
1
Zhang, Xin
1
Ziegelmann, Flávio A.
1
Ñíguez, Trino-Manuel
1
more ...
less ...
Published in...
All
International journal of forecasting
CORE discussion papers : DP
3
CORE discussion paper : DP
2
CREATES research paper
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometric Institute research papers
1
Econometric theory
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of econometrics
1
Publikationen / Center for Applied Statistics and Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
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:
2
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->