//--> //--> //-->
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
~subject:"Financial econometrics"
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:"Observation-driven"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial econometrics
Zeitreihenanalyse
22
Time series analysis
19
observation-driven models
18
Estimation theory
15
Schätztheorie
15
Theorie
15
observation driven models
15
Observation-driven models
11
Theory
9
Volatilität
9
Observation driven models
8
stochastic recurrence equations
8
Volatility
7
consistency
7
time-varying parameters
7
Schätzung
6
Securities Markets Programme (SMP)
6
Statistische Verteilung
6
Stochastischer Prozess
6
dynamic tail risk
6
extreme value theory
6
Estimation
5
Korrelation
5
Stochastic process
5
invertibility
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Correlation
4
Count data
4
European Central Bank (ECB)
4
GLARMA
4
Kapitaleinkommen
4
Modellierung
4
SIRD
4
Scientific modelling
4
Score models
4
Statistical distribution
4
credit risk
4
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
4
Author
All
Koopman, Siem Jan
4
Blasques, Francisco
3
D'Innocenzo, Enzo
2
Gorgi, Paolo
1
Harvey, Andrew C.
1
Lucas, André
1
Published in...
All
Journal of econometrics
2
Discussion paper / Tinbergen Institute
1
Tinbergen Institute Discussion Paper
1
Source
All
ECONIS (ZBW)
3
EconStor
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
-
2021
is based on an
observation-driven
time series model that is simple and parsimonious. The common factor is modeled by a …
Persistent link: https://www.econbiz.de/10012606023
Saved in:
2
Common and idiosyncratic conditional volatility factors : theory and empirical evidence
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
-
2021
-
This version: June 21, 2021
is based on an
observation-driven
time series model that is simple and parsimonious. The common factor is modeled by a …
Persistent link: https://www.econbiz.de/10012591559
Saved in:
3
Time-Varying parameters in econometrics : the editor's foreword
Blasques, Francisco
;
Harvey, Andrew C.
;
Koopman, Siem Jan
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014471515
Saved in:
4
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...
//-->