//--> //--> //-->
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:"Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel"
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:"multivariate stochastic volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic correlations
1
Markov chain Monte Carlo
1
Markov switching
1
Multivariate stochastic volatility
1
Wishart distribution
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Gribisch, Bastian
1
Institution
All
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Published in...
All
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
Econometric Reviews
5
Discussion paper / Tinbergen Institute
4
Documentos de Trabajo del ICAE
4
Tinbergen Institute Discussion Paper
4
Tinbergen Institute Discussion Papers
4
KIER Working Papers
3
Working Papers in Economics
3
Econometric Institute Research Papers
2
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
2
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Advances in Time Series Analysis
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics
1
CefES paper series
1
Computational Statistics & Data Analysis
1
Computational economics
1
Czech Journal of Economics and Finance (Finance a uver)
1
DEA Working Papers
1
Deutsche Bundesbank Discussion Paper
1
Discussion Papers
1
Discussion Papers / Statistisk Sentralbyrå, Government of Norway
1
Discussion paper
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
ERIM Report Series Research in Management
1
EUSP Deparment of Economics Working Paper Series
1
Econometric Institute Report
1
Economics Working Paper
1
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
1
Economics letters
1
Finance a úvěr
1
Global COE Hi-Stat Discussion Paper Series
1
International Econometric Review (IER)
1
International Journal of Forecasting
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of mathematical finance
1
MPRA Paper
1
Microeconomics Working Papers
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate wishart stochastic volatility and changes in regime
Gribisch, Bastian
-
Institut für Volkswirtschaftslehre, …
-
2012
This paper generalizes the basic Wishart
multivariate
stochastic
volatility
model of Philipov and Glickman (2006) and …
Persistent link: https://www.econbiz.de/10010954822
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->