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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Laurent, Sébastien"
~subject:"ARCH-Modell"
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ARCH-Modell
Estimation theory
4
Schätztheorie
4
ARCH model
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Time series analysis
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Zeitreihenanalyse
3
Forecasting model
2
Prognoseverfahren
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Theorie
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Bayes-Statistik
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Cholesky decomposition
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Conditional betas
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Fat-tails
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Final equation representation
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Laurent, Sébastien
Francq, Christian
12
Zakoïan, Jean-Michel
9
Bollerslev, Tim
5
Paolella, Marc S.
5
Zhu, Ke
5
Li, Wai Keung
4
Ling, Shiqing
4
McAleer, Michael
4
So, Mike Ka-pui
4
Andreou, Elena
3
Caporale, Guglielmo Maria
3
Chen, Cathy W. S.
3
Hallin, Marc
3
Kim, Donggyu
3
Li, Dong
3
Li, Guodong
3
Ma, Feng
3
Maheu, John M.
3
Pedersen, Rasmus Søndergaard
3
Rombouts, Jeroen V. K.
3
Song, Yuping
3
Tang, Xiaolong
3
Wang, Yudong
3
Xiu, Dacheng
3
Zaffaroni, Paolo
3
Zhang, Yaojie
3
Abraham, Bovas
2
Ali, Faek Menla
2
Asai, Manabu
2
Bai, Jushan
2
Balakrishna, N.
2
Barigozzi, Matteo
2
Baruník, Jozef
2
Bauwens, Luc
2
Bernard, Jean-Thomas
2
Blasques, F.
2
Bollen, Nicolas P. B.
2
Calzolari, Giorgio
2
Caporin, Massimiliano
2
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Journal of econometrics
Journal of forecasting
Journal of international money and finance
CORE discussion paper : DP
5
CORE discussion papers : DP
3
Journal of applied econometrics
3
Research memorandum / METEOR
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
CIRANO - Scientific Publications 2009s-45
1
CREATES research paper
1
Contributions to financial econometrics : theoretical and practical issues
1
Developments in forecast combination and portfolio choice
1
Econometric theory
1
Energy economics
1
European economic review : EER
1
Federal Reserve Bank of St. Louis Working Paper
1
Handbook of research methods and applications in empirical finance
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of time series econometrics
1
Recent econometric techniques for macroeconomic and financial data
1
The journal of futures markets
1
Wiley handbooks in financial engineering and econometrics
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ECONIS (ZBW)
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1
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
2
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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