//--> //--> //-->
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
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)"
~person:"Bauwensa, Luc"
~person:"Breitung, Jörg"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
ARMA model
2
ARMA-Modell
2
Capital income
2
Kapitaleinkommen
2
ARMA
1
Analysis of variance
1
Capital market returns
1
Correlation
1
Dynamic conditional correlations
1
EGARCH
1
Estimation theory
1
Kapitalmarktrendite
1
Korrelation
1
Linear algebra
1
Lineare Algebra
1
Multiplicative models
1
Realized covariances
1
Schätztheorie
1
Stochastic process
1
Stochastic volatility
1
Stochastische Volatilität
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Wishart distribution
1
Zeitreihenanalyse
1
leverage
1
realized volatility
1
stochastic volatility
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Bauwensa, Luc
Breitung, Jörg
Bauwens, Luc
15
Hafner, Christian M.
9
Preminger, Arie
8
Rombouts, Jeroen V. K.
7
Storti, Giuseppe
4
Dufays, Arnaud
3
Laurent, Sébastien
3
Braione, Manuela
2
Otranto, Edoardo
2
Violante, Francesco
2
Augustyniak, Maciej
1
Ben Omrane, Walid
1
Bouaddi, Mohammed
1
Carpantier, Jean-François
1
Giot, Pierre
1
Grigoryeva, Lyudmila
1
Hafter, Christian
1
Herwartz, Helmut
1
Kyriakopoulou, Dimitra
1
Maxand, Simone
1
Meitz, Mika
1
Ortega, Juan-Pablo
1
Petitjean, Mikael
1
Pierret, Diane
1
Rengifo, Erick W.
1
Rime, Dagfinn
1
Saikkonen, Pentti
1
Scholtes, Nicolas K.
1
Silvestrini, Andrea
1
Stent, Lars
1
Storti, G.
1
Sucarrat, Genaro
1
Veredas, David
1
Xu, Yongdeng
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
International journal of forecasting
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->