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~person:"Bauwens, Luc"
~subject:"Multivariate analysis"
~subject:"Schätzung"
~subject:"Unemployment"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Multivariate analysis
Schätzung
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Multivariate Analyse
6
ARCH model
4
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4
Volatility
4
Volatilität
4
Analysis of variance
2
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2
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Bauwens, Luc
McAleer, Michael
25
Hafner, Christian M.
17
Rombouts, Jeroen V. K.
17
Domański, Czesław
15
Schmid, Wolfgang
15
Hallin, Marc
14
Croux, Christophe
13
Gil-Alaña, Luis A.
13
Greenacre, Michael J.
13
Härdle, Wolfgang
13
Shephard, Neil G.
13
Asai, Manabu
12
Koopman, Siem Jan
11
Kapetanios, George
10
Marcellino, Massimiliano
10
Pesaran, M. Hashem
10
Caporale, Guglielmo Maria
9
Carriero, Andrea
9
Hecq, Alain W. J.
9
Herwartz, Helmut
9
Lucas, André
9
Teräsvirta, Timo
9
Ledoit, Olivier
8
Weihs, Claus
8
Wolf, Michael
8
Caporin, Massimiliano
7
De Nard, Gianluca
7
Hansen, Peter Reinhard
7
Hruschka, Harald
7
Landsman, Zinoviy
7
Lovcha, Yuliya
7
Sentana, Enrique
7
Sheppard, Kevin
7
Sibbertsen, Philipp
7
Silvennoinen, Annastiina
7
Stentoft, Lars
7
Barndorff-Nielsen, Ole E.
6
Chen, Xiaohong
6
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6
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International journal of forecasting
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Journal of applied econometrics
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ECONIS (ZBW)
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1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003326703
Saved in:
4
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
5
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297179
Saved in:
6
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
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