//--> //--> //-->
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:"De Nard, Gianluca"
~subject:"Korrelation"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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:"GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
ARCH model
5
ARCH-Modell
5
Analysis of variance
4
Dynamic conditional correlations
4
Markowitz portfolio selection
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Varianzanalyse
4
multivariate GARCH
4
nonlinear shrinkage
4
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Correlation
3
Kapitaleinkommen
3
Share price
3
Stock market
3
Volatility
3
Volatilität
3
intraday data
3
Factor analysis
2
Faktorenanalyse
2
factor models
2
CAPM
1
Estimation theory
1
HC standard errors
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Schätztheorie
1
Statistical inference
1
conditional heteroskedasticity
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
Collection of articles written by one author
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
3
Author
All
De Nard, Gianluca
Bauwens, Luc
8
Engle, Robert F.
8
Ledoit, Olivier
7
Wolf, Michael
7
McAleer, Michael
5
Silvennoinen, Annastiina
5
Koopman, Siem Jan
4
Manera, Matteo
4
Teräsvirta, Timo
4
Xu, Yongdeng
4
Conrad, Christian
3
Hafner, Christian M.
3
Karanasos, Menelaos
3
Lanza, Alessandro
3
Lucas, André
3
Otranto, Edoardo
3
Sheppard, Kevin
3
Weber, Enzo
3
Amado, Cristina
2
Baur, Dirk G.
2
Bera, Anil K.
2
Billio, Monica
2
Bos, Charles S.
2
Creal, Drew
2
Dijk, Dick van
2
Franses, Philip Hans
2
Füss, Roland
2
Gould, Phillip
2
Gupta, Rangan
2
Heinlein, Reinhold
2
Janus, Paweł
2
Kim, Sangwhan
2
Kočenda, Evžen
2
Legrenzi, Gabriella
2
Mahadeo, Scott M. R.
2
Morana, Claudio
2
Spargoli, Fabrizio
2
Storti, Giuseppe
2
Walter, Christian
2
more ...
less ...
Published in...
All
Working paper series / University of Zurich, Department of Economics
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2022
-
This version: January 2022
Multivariate
GARCH
models do not perform well in large dimensions due to the so-called curse of dimensionality. The …
Persistent link: https://www.econbiz.de/10013040932
Saved in:
2
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2021
-
This version: June 2021
Multivariate
GARCH
models do not perform well in large dimensions due to the so-called curse of dimensionality. The …
Persistent link: https://www.econbiz.de/10012584099
Saved in:
3
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2020
as Markowitz portfolio selection. A popular tool to this end are multivariate
GARCH
models. Historically, such models did …
Persistent link: https://www.econbiz.de/10012253083
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->