//--> //--> //-->
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:"Journal of risk"
~subject:"Dynamic covariance matrix"
~subject:"Estimation theory"
~subject:"Futures"
~subject:"long memory"
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:"Realized"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Dynamic covariance matrix
Estimation theory
Futures
long memory
Volatility
7
Volatilität
7
ARCH model
5
ARCH-Modell
5
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
3
Share price
3
Theorie
3
Theory
3
Capital income
2
Correlation
2
Kapitaleinkommen
2
Korrelation
2
Schätztheorie
2
high-frequency data
2
realized covariance
2
realized volatility
2
Aktienindex
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian nonparametrics
1
CAPM
1
Exchange rate
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
MGARCH
1
Market microstructure
1
Marktmikrostruktur
1
Nichtparametrisches Verfahren
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Cipra, Tomáš
1
Hendrych, Radek
1
Wu, Xinyu
1
Xia, Michelle
1
Zhang, Huanming
1
Published in...
All
Journal of risk
Journal of econometrics
22
Discussion paper / Tinbergen Institute
8
Finance research letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Economics letters
5
International journal of forecasting
4
CORE discussion papers : DP
3
CREATES Research Papers
3
Econometric reviews
3
Finmap working paper
3
Journal of forecasting
3
Quantitative finance
3
Tinbergen Institute Discussion Paper
3
CFS Working Paper Series
2
CIE working paper series
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance a úvěr
2
Journal of banking & finance
2
Journal of time series econometrics
2
Quantitative finance and economics
2
Queen's Economics Department Working Paper
2
Research in international business and finance
2
Texto para discussão
2
Textos para discussão
2
The European journal of finance
2
Tinbergen Institute Discussion Papers
2
Working Papers / Economics Department, Queen's University
2
Working paper
2
Application of operations research to financial markets
1
Applied economics
1
Applied economics letters
1
BGPE discussion paper : Bavarian graduate program in economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo Working Paper
1
CESifo working papers
1
CFS Working Paper
1
CREATES research paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A two-component
realized
exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
2
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->