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subject:"Stochastischer Prozess"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Theory"
~subject:"Ökonometrie"
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Stochastischer Prozess
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Caldeira, João F.
1
Calvori, Francesco
1
Creal, Drew
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Franses, Philip Hans
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Gresnigt, Francine
1
Kole, Erik
1
Koopman, Siem Jan
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Madan, Dilip B.
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Monfort, Alain
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
46
Econometric reviews
33
NBER working paper series
26
Working paper / National Bureau of Economic Research, Inc.
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper / Tinbergen Institute
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Handbooks in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Centre for Economic Policy Research
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Insurance / Mathematics & economics
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International journal of forecasting
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometrics : open access journal
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SpringerLink / Bücher
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Economics letters
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Discussion paper / Center for Economic Research, Tilburg University
13
European journal of operational research : EJOR
13
Journal of economic dynamics & control
13
Journal of economic theory
13
Journal of forecasting
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Economic modelling
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics
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CAMA working paper series
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Cowles Foundation Discussion Paper
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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Tinbergen Institute research series
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The journal of risk model validation
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1
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
4
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
5
Recovering statistical theory in the context of model calibrations
Madan, Dilip B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 260-292
Persistent link: https://www.econbiz.de/10011339334
Saved in:
6
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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