//--> //--> //-->
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:"D'Innocenzo, Enzo"
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:"Observation-driven"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
observation-driven models
3
Financial econometrics
2
Volatility
2
Volatilität
2
common factor
2
conditional volatility
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Estimation
1
Kapitaleinkommen
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
compound Poisson
1
option pricing
1
stationarityand ergodicity
1
time-varying volatility
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
D'Innocenzo, Enzo
Koopman, Siem Jan
31
Blasques, Francisco
26
Lucas, André
18
Zhang, Xin
9
Lucas, Andre
8
Creal, Drew
7
Gorgi, Paolo
7
Liesenfeld, Roman
7
Schwaab, Bernd
6
Golosnoy, Vasyl
5
Gribisch, Bastian
5
Calvori, Francesco
4
Silde, Erkki
4
Çakmaklı, Cem
4
Bazzi, Marco
3
Jung, Robert
3
Şimşek, Yasin
3
Drescher, Daniel
2
Fokianos, Konstantinos
2
Fokianos, Konstantions
2
Fried, Roland
2
Harvey, Andrew C.
2
Kukuk, Martin
2
Mingoli, Gabriele
2
Nientker, Marc
2
Rahbek, Anders
2
Stegehuis, Noah
2
Tjøstheim, Dag
2
Wintenberger, Olivier
2
Ballestra, Luca Vincenzo
1
Blasques, F.
1
Douc, R.
1
Doukhan, P.
1
Fernandes, Cristiano Augusto Coelho
1
Gerhard, Frank
1
Gorgi, P.
1
Guizzardi, Andrea
1
Held, Leonhard
1
Hoeltgebaum, Henrique
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
1
Journal of financial econometrics
1
Tinbergen Institute Discussion Paper
1
Source
All
ECONIS (ZBW)
2
EconStor
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven modeling with jumps : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 375-406
Persistent link: https://www.econbiz.de/10014526331
Saved in:
2
Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
-
2021
is based on an
observation-driven
time series model that is simple and parsimonious. The common factor is modeled by a …
Persistent link: https://www.econbiz.de/10012606023
Saved in:
3
Common and idiosyncratic conditional volatility factors : theory and empirical evidence
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
-
2021
-
This version: June 21, 2021
is based on an
observation-driven
time series model that is simple and parsimonious. The common factor is modeled by a …
Persistent link: https://www.econbiz.de/10012591559
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->