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~isPartOf:"CORE discussion papers : DP"
~subject:"Analysis of variance"
~subject:"Multivariate Analyse"
~subject:"Multivariate HEAVY"
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Analysis of variance
Multivariate Analyse
Multivariate HEAVY
Varianzanalyse
6
Correlation
5
Korrelation
5
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Dynamic conditional correlations
2
Forecasting model
2
Linear algebra
2
Lineare Algebra
2
Modellierung
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Prognoseverfahren
2
Scientific modelling
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Time series analysis
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Volatility
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Volatilität
2
Zeitreihenanalyse
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Capital income
1
Capital market returns
1
Forecasting
1
Hadamard exponential matrix
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
MIDAS
1
Multiplicative models
1
Multivariate GARCH
1
Multivariate analysis
1
Realized correlations
1
Realized covariance
1
Realized covariances
1
Theorie
1
Theory
1
Wishart distribution
1
dynamic component models
1
dynamic covariances and correlations
1
model confidence set
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English
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Bauwens, Luc
4
Braione, Manuela
3
Storti, Giuseppe
3
Bauwensa, Luc
1
Laurent, Sébastien
1
Otranto, Edoardo
1
Rombouts, Jeroen V. K.
1
Violante, Francesco
1
Xu, Yongdeng
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CORE discussion papers : DP
Journal of econometrics
36
Finance research letters
15
Working paper
15
Journal of financial econometrics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Econometric reviews
9
European journal of operational research : EJOR
9
Quantitative finance
9
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
7
The European journal of finance
7
The review of economics and statistics
7
CREATES research paper
6
Global COE Hi-Stat discussion paper series
6
International journal of productivity and quality management : IJPQM
6
Journal of business ethics : JOBE
6
Research paper series / Swiss Finance Institute
6
Statistical papers
6
Working papers in economics and statistics
6
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ECONIS (ZBW)
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
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:
3
A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
Saved in:
4
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
5
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
6
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
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