//--> //--> //-->
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
type:"article"
type_genre:"Bibliography included"
~person:"Corsaro, Stefania"
~person:"Kimura, Akitoshi"
~subject:"ARCH model"
~subject:"Economic indicator"
~type_genre:"Conference paper"
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:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Economic indicator
ARCH-Modell
2
Estimation theory
2
Schätztheorie
2
Asymptotic mixed normality
1
CAViaR model
1
Correlation
1
Estimation
1
High frequency data
1
Korrelation
1
Latent correlation
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schätzung
1
Value-at-Risk
1
copula function
1
loss function
1
regression quantiles
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Bibliography included
Conference paper
Konferenzbeitrag
2
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Language
All
English
2
Author
All
Corsaro, Stefania
Kimura, Akitoshi
Bollerslev, Tim
1
Chamberlain, Gary
1
De Luca, Giovanni
1
Magdalinos, Tassos
1
Rivieccio, Giorgia
1
Rossi, Peter E.
1
Yoshida, Nakahiro
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
Saved in:
2
Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->