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~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Correspondence analysis"
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ARCH model
Prognoseverfahren
Multivariate Analyse
63
Multivariate analysis
63
Time series analysis
28
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28
Theorie
25
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25
Estimation theory
22
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Hafner, Christian M.
2
Bauer, Gregory H.
1
Calzolari, Giorgio
1
Carriero, Andrea
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chu, Amanda M. Y.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Meddahi, Nour
1
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Seo, Byeongseon
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1
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1
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Journal of econometrics
International journal of forecasting
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of forecasting
13
Energy economics
11
Applied economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Econometric reviews
6
Journal of applied econometrics
6
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
European journal of operational research : EJOR
3
International Journal of Energy Economics and Policy : IJEEP
3
International review of financial analysis
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Investment management and financial innovations
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of economics and statistics
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Central European journal of economic modelling and econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Global review of business and economic research
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ECONIS (ZBW)
19
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1
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19
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1
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
2
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
3
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
4
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
5
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
6
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
7
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
8
Estimating stable latent factor models by indirect inference
Calzolari, Giorgio
;
Halbleib, Roxana
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 280-301
Persistent link: https://www.econbiz.de/10012110265
Saved in:
9
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
10
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
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