//--> //--> //-->
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
~person:"Bauwens, Luc"
~subject:"Korrelation"
~subject:"long memory"
~type_genre:"Article in journal"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
long memory
Analysis of variance
2
Correlation
2
Varianzanalyse
2
Capital market returns
1
Component Dynamic Models
1
Estimation theory
1
Forecasting model
1
Hadamard exponential matrix
1
Kapitalmarktrendite
1
Linear algebra
1
Lineare Algebra
1
MIDAS
1
Minimum Variance Portfolio
1
Model Confidence Set
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized Covariance
1
Schätztheorie
1
Theorie
1
Theory
1
Time series analysis
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
dynamic covariances and correlations
1
realized covariances
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bauwens, Luc
Gribisch, Bastian
7
Golosnoy, Vasyl
4
Hartkopf, Jan Patrick
4
Lee, Hyunchul
4
Patton, Andrew J.
3
Amendola, Alessandra
2
Asai, Manabu
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Bucci, Andrea
2
Christiansen, Charlotte
2
Corsi, Fulvio
2
Degiannakis, Stavros
2
Jin, Xin
2
Koopman, Siem Jan
2
Lai, Yu-Sheng
2
Liesenfeld, Roman
2
Liu, Jia
2
Ma, Feng
2
McAleer, Michael
2
Omori, Yasuhiro
2
Quaedvlieg, Rogier
2
Sheppard, Kevin
2
Storti, Giuseppe
2
Veredas, David
2
Voev, Valeri
2
Vortelinos, Dimitrios I.
2
Xu, Wen
2
Yamauchi, Yuta
2
Yang, Ke
2
Yang, Qiao
2
Accioly, Victor Bello
1
Alfelt, Gustav
1
Alves, Rafael P.
1
Anatolyev, Stanislav
1
Anderson, Heather M.
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Atak, Alev
1
more ...
less ...
Published in...
All
Annals of economics and statistics
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling
realized
covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
2
Forecasting comparison of long term component dynamic models for
realized
covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 103-134
Persistent link: https://www.econbiz.de/10011592738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->