//--> //--> //-->
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:"Hafner, Christian M."
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:"Forecasting volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
causality in volatility
1
forecasting volatility
1
multivariate GARCH
1
realized volatility
1
temporal aggregation
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Hafner, Christian M.
Bianconi, Marcelo
4
Sammon, Marco
4
Abramov, Vyacheslav
2
García-Ferrer, Antonio
2
González-Prieto, Ester
2
Klebaner, Fima
2
MacLachlan, Scott
2
McLachlan, Scott
2
Novales, Alfonso
2
Onour, Ibrahim A.
2
Peña, Daniel
2
Solibakke, Per Bjarte
2
Achibane, Khalid
1
Batten, Jonathan
1
Bucevska, Vesna
1
Coffie, William
1
Deng, Adire Simon
1
Dijk, D.J.C. van
1
Dritsakis, Nikolaos
1
Dzikevičius, Audrius
1
El Bouhadi, Abdelhamid
1
Erkekoglu, Hatice
1
Fedorko, Igor
1
Franses, Ph.H.B.F.
1
Franses, Philip Hans
1
Garang, Aweng Peter Majok
1
Gonzalez-Perez, Maria
1
Gonzalez-Perez, Maria T.
1
Iovino, Doriana
1
Johnson, Brock
1
Kaklauskas, Artūras
1
Kovačić, Zlatko
1
Li, Dongxin
1
Li, Fuxing
1
Li, Lihong
1
Lin, Yu
1
Lyócsa, Štefan
1
Melnikas, Borisas
1
Molnár, Peter
1
more ...
less ...
Institution
All
Econometric Society
1
Published in...
All
Econometric Society 2004 North American Winter Meetings
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
-
Econometric Society
-
2004
spurious Granger causality will be more common however numerically insignificant.
Forecasting
volatility
, it is generally …
Persistent link: https://www.econbiz.de/10005328998
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->