//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Casarin, Roberto"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 16 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
18
Theory
18
Forecasting model
7
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Estimation
6
Schätzung
6
Volatility
5
Volatilität
5
Bayes-Statistik
4
Bayesian inference
4
Capital income
3
Correlation
3
Kapitaleinkommen
3
Korrelation
3
Markov chain
3
Markov-Kette
3
Stochastic process
3
Analysis of variance
2
Financial crisis
2
Finanzkrise
2
Forecasting
2
Innovation
2
Leverage effects
2
Long memory
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate stochastic volatility
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Scientific modelling
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
3
Author
All
Agudze, Komla M.
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Casarin, Roberto
Heckman, James J.
Herwartz, Helmut
Patton, Andrew J.
Chan, Joshua
3
Phillips, Peter C. B.
3
Yu, Jun
3
Arvanitis, Stelios
2
Boswijk, Herman Peter
2
Koop, Gary
2
Lieberman, Offer
2
McAleer, Michael
2
Poon, Aubrey
2
Atkinson, Tyler
1
Bognanni, Mark
1
Brockwell, Peter J.
1
Carriero, Andrea
1
Cavaliere, Giuseppe
1
Chan, Kung-sik
1
Chang, Chia-Lin
1
Christensen, Kim
1
Chuang, O-Chia
1
Clark, Todd E.
1
Creal, Drew
1
Cross, Jamie
1
Danaher, Peter J.
1
Dellaportas, Petros
1
Diebold, Francis X.
1
Duong, Diep
1
Eisenstat, Eric
1
Fan, Yanqin
1
Gadea, María Dolores
1
Gallant, A. Ronald
1
Georgiev, Iliyan
1
Giesecke, Kay
1
Gonzalo, Jesús
1
Hajargasht, Gholamreza
1
Hallin, Marc
1
Han, Fang
1
Han, Lloyd S.
1
Hansen, Lars Peter
1
Horváth, Lajos
1
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Review of economic dynamics
Econometric reviews
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Macroeconomic dynamics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->