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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial econometrics"
~person:"Koopman, Siem Jan"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
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Koopman, Siem Jan
Ledoit, Olivier
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Gagliardini, Patrick
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Rubin, Mirco
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Wolf, Michael
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Zhao, Zhao
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Journal of financial econometrics
Discussion paper / Tinbergen Institute
69
International journal of forecasting
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Journal of applied econometrics
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of econometrics
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Oxford statistical science series
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State space and unobserved component models : theory and applications
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The Oxford handbook of economic forecasting
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The review of economics and statistics
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Tinbergen Institute Discussion Paper 10-032/2
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Tinbergen Institute Discussion Paper 11-175/5/DSF28
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Tinbergen Institute Discussion Paper 14-103/III
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Tinbergen Institute Discussion Paper 14-107/III
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Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 15-027/III
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Tinbergen Institute Discussion Paper 15-083/III
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Tinbergen Institute Discussion Paper 2016-061/III
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Tinbergen Institute Discussion Paper 2018-026/III
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Tinbergen Institute Discussion Paper 2021-020/III
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Tinbergen Institute Discussion Paper 2021-057/III
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
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