//--> //--> //-->
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:"Koopman, Siem Jan"
~subject:"Schätztheorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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:"Financial Econometrics"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Financial econometrics
2
Capital income
1
Correlation
1
Double bounded time series
1
Estimation theory
1
Kapitaleinkommen
1
Korrelation
1
Leverage effects
1
Observation-driven models
1
Observation-driven time series models
1
Realized correlation
1
Score-driven time series models
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Aufsatz in Zeitschrift
Arbeitspapier
1
Article in journal
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Koopman, Siem Jan
Cayton, Peter Julian
1
Christodoulou, Demetris
1
Gorgi, Paolo
1
Juneja, Januj
1
Mapa, Dennis
1
McLeay, Stuart J.
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->