//--> //--> //-->
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:"Corsi, Fulvio"
~subject:"Risikomaß"
~subject:"Risk measure"
~subject:"Score-driven models"
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:"score driven models"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
Score-driven models
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Analysis of variance
1
Capital income
1
Correlation
1
Covariance forecasting
1
Dynamic dependencies
1
Estimation errors
1
Estimation theory
1
Forecasting model
1
General error distribution
1
Kapitaleinkommen
1
Korrelation
1
Prognoseverfahren
1
Realized covariance
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Student-
1
Theorie
1
Theory
1
Varianzanalyse
1
Weak diffusion limits
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
Corsi, Fulvio
Petrella, Ivan
7
Delle Monache, Davide
6
Blasques, F.
2
Borenstein, Denis
2
Buccheri, Giuseppe
2
De Polis, Andrea
2
Fernandes, Cristiano Augusto Coelho
2
Herrera, Rodrigo
2
Angelini, Giovanni
1
Catania, Leopoldo
1
Clements, Adam
1
Flandoli, Franco
1
Francq, Christian
1
Fuentes, Fernanda
1
Gaete, Michael
1
Gorgi, P.
1
Gorgi, Paolo
1
Hoeltgebaum, Henrique
1
Koopman, Siem Jan
1
Koopman, Siem Jan S.J.
1
Laurent, Sébastien
1
Lit, Rutger
1
Livieri, Giulia
1
Luati, Alessandra
1
Monache, Davide Delle
1
Sarlo, Rodrigo
1
Vassallo, Danilo
1
Veiga, Alvaro
1
Venditti, Fabrizio
1
more ...
less ...
Published in...
All
International journal of forecasting
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
2
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->