//--> //--> //--> //-->
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
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:"Multiplicative Error Model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätzung
26
Theorie
26
multiplicative error model
26
Volatility
25
Estimation
22
Volatilität
22
Theory
20
Multiplicative Error Model
17
Multiplicative error model
15
ARCH model
10
ARCH-Modell
10
Finanzmarkt
9
Statistische Verteilung
9
copula
9
Spillover effect
8
Spillover-Effekt
8
Aktienmarkt
7
Estimation theory
7
Financial market
7
Schätztheorie
7
Statistical distribution
7
Stock market
7
Zeitreihenanalyse
7
Börsenkurs
6
DCC-GARCH
6
Financial crisis
6
Finanzkrise
6
Nichtparametrisches Verfahren
6
Prognoseverfahren
6
Time series analysis
6
USA
6
Forecasting model
5
Handelsvolumen der Börse
5
Share price
5
liquidity risk
5
realized volatility
5
trading processes
5
Excess Zeros
4
Geldpolitik
4
Market Microstructure
4
more ...
less ...
Online availability
All
Free
45
Undetermined
19
Type of publication
All
Book / Working Paper
39
Article
31
Other
1
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Working Paper
19
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Article
2
research-article
1
more ...
less ...
Language
All
English
51
Undetermined
16
Italian
3
Portuguese
1
Author
All
Hautsch, Nikolaus
17
Gallo, Giampiero M.
12
Schienle, Melanie
8
Malec, Peter
7
Xu, Yongdeng
7
Bodnar, Taras
6
Lacava, Demetrio
5
Sentana, Enrique
5
Barigozzi, Matteo
4
Guan, Bo
4
Lu, Wenna
4
Mencía, Javier
4
Otranto, Edoardo
4
Veredas, David
4
Caporin, Massimiliano
3
Mazouz, Khelifa
3
Rossi, Eduardo
3
Scaffidi Domianello, Luca
3
Shephard, Neil
3
Sheppard, Kevin
3
Taylor, Nicholas
3
Brownlees, Christian
2
Brownlees, Christian T.
2
Cipollini, Fabrizio
2
Engle, Robert F.
2
Guo, Mingyuan
2
Härdle, Wolfgang Karl
2
Jochmans, Koen
2
Kawakatsu, Hiroyuki
2
Li, Shuo
2
Mihoci, Andrija
2
Schmidt, Rafael
2
Schmieder, Christian
2
Wang, Xu
2
Amendola, Adalgiso
1
Azevedo, Luis Fernando Pereira
1
Candila, V.
1
Chan, Felix
1
Chen, Hua
1
Chen, Wen-Chin
1
more ...
less ...
Institution
All
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
5
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Center for Financial Studies
3
C.E.P.R. Discussion Papers
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Department of Economics, Oxford University
1
Deutsche Bundesbank
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Economics Group, Nuffield College, University of Oxford
1
Finance Research Centre, Oxford University
1
School of Economics and Management, University of Aarhus
1
more ...
less ...
Published in...
All
Econometrics Working Papers Archive
5
Journal of econometrics
4
SFB 649 Discussion Paper
4
SFB 649 Discussion Papers
4
Working papers
4
CFS Working Paper
3
CFS Working Paper Series
3
Economics letters
3
Cardiff Economics Working Papers
2
Cardiff economics working papers
2
Energy economics
2
Journal of forecasting
2
"Marco Fanno" Working Papers
1
Applied economics letters
1
Bulletin of economic research
1
CEPR Discussion Papers
1
CFS working paper series
1
CREATES Research Papers
1
China Finance Review International
1
China finance review international
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Documentos de trabajo / Banco de España
1
Econometric reviews
1
Econometrics
1
Econometrics : open access journal
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics Series Working Papers / Department of Economics, Oxford University
1
International review of financial analysis
1
Journal of Econometrics
1
Journal of Risk and Financial Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Mathematics and Computers in Simulation (MATCOM)
1
Multinational Finance Journal
1
OFRC Working Papers Series
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
Revista Brasileira de Finanças : RBFin
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
RePEc
23
EconStor
12
BASE
1
Other ZBW resources
1
Showing
41
-
50
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Chasing volatility : a persistent
multiplicative
error
model
with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
42
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
-
2011
test explicitly tailored for such distributions. Moreover, we propose a new type of
multiplicative
error
model
(MEM) based …
Persistent link: https://www.econbiz.de/10010308578
Saved in:
43
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
-
Center for Financial Studies
-
2011
test explicitly tailored for such distributions. Moreover, we propose a new type of
multiplicative
error
model
(MEM) based …
Persistent link: https://www.econbiz.de/10010958711
Saved in:
44
Dynamic conditional correlation multiplicative error processes
Bodnar, Taras
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
36
(
2016
),
pp. 41-67
Persistent link: https://www.econbiz.de/10011662746
Saved in:
45
The dependence structure in volatility between Shanghai and Shenzhen stock market in China : a copula-MEM approach
Guo, Mingyuan
;
Wang, Xu
- In:
China finance review international
6
(
2016
)
3
,
pp. 264-283
Persistent link: https://www.econbiz.de/10011722771
Saved in:
46
On estimating the nonparametric multiplicative error models
Li, Shuo
;
Tu, Yundong
- In:
Economics letters
143
(
2016
),
pp. 66-68
Persistent link: https://www.econbiz.de/10011616871
Saved in:
47
The dependence structure in volatility between Shanghai and Shenzhen stock market in China
Guo, Mingyuan
;
Wang, Xu
- In:
China Finance Review International
6
(
2016
)
3
,
pp. 264-283
stock market in China based on high-frequency data. Design/methodology/approach – Using a
multiplicative
error
model
…
Persistent link: https://www.econbiz.de/10014694700
Saved in:
48
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
-
2010
. Moreover, we propose a new type of
multiplicative
error
model
(MEM) based on a zero-augmented distribution, which incorporates …
Persistent link: https://www.econbiz.de/10010303692
Saved in:
49
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
-
2010
propose a new type of
multiplicative
error
model
(MEM) based on a zero-augmented distribution, which incorporates an …
Persistent link: https://www.econbiz.de/10010281483
Saved in:
50
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
-
Center for Financial Studies
-
2010
. Moreover, we propose a new type of
multiplicative
error
model
(MEM) based on a zero-augmented distribution, which incorporates …
Persistent link: https://www.econbiz.de/10010958666
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->