//--> //--> //-->
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:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~subject:"Derivat"
~subject:"Estimation"
~subject:"Theory"
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:"Brownian bridge"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Estimation
Theory
Block structures
1
Capital income
1
Forecasting model
1
Heavy-tailed distribution
1
Kapitaleinkommen
1
Leverage effects
1
Modellierung
1
Multi-factors
1
Multivariate stochastic volatility
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Asai, Manabu
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Chang, Chia-Chien
1
Chang, S. J.
1
Chen, Jun-Home
1
Chiang, Shu Ling
1
Deng, Wen-Shuenn
1
Dima, Bogdan
1
Dima, Ştefana Maria
1
Escobar, Marcos
1
Ferrando, Sebastian
1
Firoozi, Fathali
1
Ha, Daesung
1
Laurini, Márcio Poletti
1
Lee, Eunhee
1
Lian, Yu-Min
1
Lin, Anchor Y.
1
Lin, Shih-kuei
1
Lin, Yi-Chen
1
Lin, Yueh-neng
1
Mantell, Edmund H.
1
Nirei, Makoto
1
Población, Javier
1
Rubtsov, Alexey
1
Serna, Gregorio
1
Shyu, So-De
1
Sushko, Vladyslav
1
Tsai, Ming-shann
1
Tsai, Pei-ling
1
Tsai, Shu-Yu
1
Wang, Shin-yun
1
Yang, Jen-Wei
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Discussion paper / Tinbergen Institute
11
Econometric Institute research papers
10
Working paper
9
Econometric reviews
6
Journal of econometrics
5
Econometrics : open access journal
2
Risks : open access journal
2
The econometrics journal
2
Working papers in economics and econometrics
2
Discussion paper / Institute of Social and Economic Research
1
Economics letters
1
Finance research letters
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->