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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Estimation theory
7
Schätztheorie
7
Correlation
4
Korrelation
4
ARCH-Modell
3
Analysis of variance
2
Hadamard exponential matrix
2
Linear algebra
2
Lineare Algebra
2
Varianzanalyse
2
Volatility
2
Volatilität
2
Bayes-Statistik
1
Bayesian inference
1
Dynamic conditional correlations
1
Forecasting
1
Induktive Statistik
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate HEAVY
1
Multivariate analysis
1
Realized correlations
1
Statistical inference
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
dynamic conditional correlations
1
dynamic covariances and correlations
1
realized covariances
1
regime-switching dynamic correlations
1
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Aufsatz in Zeitschrift
Graue Literatur
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English
Author
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Bauwens, Luc
Francq, Christian
Koop, Gary
Preminger, Arie
5
Hafner, Christian M.
4
Storti, Giuseppe
3
Phillips, Peter C. B.
2
Bai, Jushan
1
Bauwensa, Luc
1
Braione, Manuela
1
Cooley, Thomas F.
1
Hussey, Robert Miller
1
Jensen, Søren Tolver
1
Laurent, Sébastien
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Ng, Serena
1
Otranto, Edoardo
1
Parke, William R.
1
Rahbek, Anders
1
Tauchen, George Eugene
1
Violante, Francesco
1
West, Kenneth D.
1
Xu, Yongdeng
1
Zakoïan, Jean-Michel
1
Zhang, Lan
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CORE discussion papers : DP
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Strathclyde discussion papers in economics
4
Econometric theory
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
CAMA working paper series
1
CORE discussion paper : DP
1
Discussion papers / CEPR
1
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
LIDAM discussion paper CORE
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Staff working paper / Bank of Canada
1
The review of economic studies
1
Working paper
1
Working paper series
1
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1
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ECONIS (ZBW)
3
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1
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
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