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person:"Weihs, Claus"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Econometric reviews"
~person:"Asai, Manabu"
~person:"Brooks, Chris"
~person:"Kapetanios, George"
~person:"Marcellino, Massimiliano"
~person:"Schmid, Wolfgang"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Statistical quality control"
~subject:"Theorie"
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Search: subject_exact:"Multivariate Analyse"
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Bayes-Statistik
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Multivariate Analyse
6
Multivariate analysis
6
ARCH model
3
ARCH-Modell
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Aktienindex
2
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2
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Weihs, Claus
Asai, Manabu
Brooks, Chris
Kapetanios, George
Marcellino, Massimiliano
Schmid, Wolfgang
McAleer, Michael
4
Velden, Michel van de
4
Groenen, Patrick J. F.
3
Caporin, Massimiliano
2
Meyer, Renate
2
Yu, Jun
2
Anatolyev, Stanislav
1
Bel, Koen
1
Boer, Paul M. C. de
1
Brechmann, E. C.
1
Chan, Felix
1
D'Innocenzo, Enzo
1
Demetrescu, Matei
1
Fok, Dennis
1
Glickman, Mark E.
1
Gospodinov, Nikolaj
1
Gouriéroux, Christian
1
Gower, J.C.
1
Hafner, Christian M.
1
Heiden, M.
1
Herwartz, Helmut
1
Hoshikawa, Toshiya
1
Hoti, Suhejla
1
Jungbacker, Borus
1
Kanatani, Taro
1
Kiers, Henk A. L.
1
Koopman, Siem Jan
1
Leppin, Julian Sebastian
1
Liesenfeld, Roman
1
Lorenzo-Seva, Urbano
1
Luati, Alessandra
1
Mahieu, Ronald J.
1
Mazzocchi, Mario
1
Medeiros, Marcelo C.
1
Nagai, Keiji
1
Ng, Serena
1
Nishiyama, Yoshihiko
1
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1
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Econometric Institute research papers
Econometric reviews
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
4
Technical Report
4
Discussion paper / Centre for Economic Policy Research
2
Journal of applied econometrics
2
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2
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1
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1
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Economics letters
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Handbook of financial time series
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1
SFB 649 Discussion Paper
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ECONIS (ZBW)
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Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
2
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
3
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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