//--> //--> //-->
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:"Lucas, André"
~person:"Voev, Valeri"
~subject:"Forecasting model"
~subject:"Multivariate Analyse"
~subject:"Statistical distribution"
~type:"article"
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_exact:"ANOVA model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Multivariate Analyse
Statistical distribution
Analysis of variance
5
Capital income
5
Kapitaleinkommen
5
Varianzanalyse
5
Prognoseverfahren
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Correlation
3
Korrelation
3
Theorie
3
Theory
3
Estimation theory
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Statistische Verteilung
2
multivariate volatility
2
ARCH model
1
ARCH-Modell
1
Asset Allocation
1
Börsenkurs
1
Estimation
1
Expected Shortfall
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Market Microstructure Noise
1
Market microstructure
1
Marktmikrostruktur
1
Multivariate analysis
1
Overnight volatility
1
Realized Covariation
1
Realized Volatility
1
Realized variance
1
Risikomaß
1
Risk measure
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
Language
All
English
5
Author
All
Lucas, André
Voev, Valeri
Patton, Andrew J.
4
De Nard, Gianluca
3
Gribisch, Bastian
3
Gupta, Rangan
3
Hartkopf, Jan Patrick
3
Pierdzioch, Christian
3
Rombouts, Jeroen V. K.
3
Bauwens, Luc
2
Bodnar, Taras
2
Bollerslev, Tim
2
Bonato, Matteo
2
Caloia, Francesco Giuseppe
2
Caporin, Massimiliano
2
Cipollini, Andrea
2
Corsi, Fulvio
2
Engle, Robert F.
2
Golosnoy, Vasyl
2
Grobys, Klaus
2
Halbleib, Roxana
2
Hotta, Luiz K.
2
Jin, Xin
2
Laurent, Sébastien
2
Ledoit, Olivier
2
Maheu, John M.
2
Medeiros, Marcelo C.
2
Muzzioli, Silvia
2
Opschoor, Anne
2
Pagnottoni, Paolo
2
Quaedvlieg, Rogier
2
Ranaldo, Angelo
2
Trucíos, Carlos
2
Wese Simen, Chardin
2
Wolf, Michael
2
Xu, Qi
2
Zevallos, Mauricio
2
Adcock, C. J.
1
Ahmad, N.
1
Alves, Rafael P.
1
more ...
less ...
Published in...
All
High frequency financial econometrics : recent developments ; with 64 tables
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
3
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
4
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
5
Dynamic modelling of large-dimensional covariance matrices
Voev, Valeri
- In:
High frequency financial econometrics : recent …
,
(pp. 293-312)
.
2008
Persistent link: https://www.econbiz.de/10003579362
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->