//--> //--> //-->
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"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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:"Stochastik"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
USA
Statistical distribution
8
Statistische Verteilung
8
Estimation
6
Schätzung
6
Theory
6
Capital income
5
Kapitaleinkommen
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Correlation
3
Factor analysis
3
Faktorenanalyse
3
Korrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Score-driven dynamics
3
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Credit risk
2
Estimation theory
2
Forecasting model
2
Heavy tails
2
Kreditrisiko
2
Multivariate Verteilung
2
Multivariate distribution
2
Multivariate volatility
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
United States
2
Varianzanalyse
2
1982-2010
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Conference paper
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Article in journal
8
Language
All
English
8
Author
All
Lucas, André
Fabozzi, Frank J.
19
Nadarajah, Saralees
17
Bai, Jushan
14
Landsman, Zinoviy
14
Račev, Svetlozar T.
14
Marcellino, Massimiliano
13
Ciecka, James E.
11
Gómez-Déniz, Emilio
11
Härdle, Wolfgang
11
Natarajan, Karthik
11
Phillips, Peter C. B.
11
Cheung, Eric C. K.
10
Constantinescu, Corina
10
Furman, Edward
10
Karni, Edi
10
Koopman, Siem Jan
10
Sarabia Alzaga, José Maria
10
Taylor, James W.
10
Calderín-Ojeda, Enrique
9
Clements, Michael P.
9
Cossette, Hélène
9
Gallant, A. Ronald
9
Kapetanios, George
9
Ng, Serena
9
Ruiz, Esther
9
Skoog, Gary R.
9
Kim, Young Shin
8
Ravazzolo, Francesco
8
Su, Jianxi
8
Willmot, Gordon E.
8
Bickel, J. Eric
7
Chinhamu, Knowledge
7
Geweke, John
7
González-Val, Rafael
7
Kotz, Samuel
7
Lefevre, Claude
7
Mandjes, Michel
7
Paolella, Marc S.
7
Petrella, Lea
7
more ...
less ...
Published in...
All
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
The review of economics and statistics
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
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
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
4
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
5
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
6
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
7
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
8
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->