//--> //--> //-->
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 working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~person:"Patton, Andrew J."
~subject:"Forecasting model"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Gravitationsmodell
Returns to education
Schätzung
VAR model
Ökonometrisches Modell
Prognoseverfahren
4
Theorie
4
Theory
4
Analysis of variance
2
Forecasting
2
Risikomanagement
2
Risk management
2
Varianzanalyse
2
Asset allocation
1
Common risks
1
Correlation
1
Crashes
1
Financial services
1
Finanzdienstleistung
1
Forecast
1
Forecast evaluation
1
Generalized autoregressive score
1
High-dimensional models
1
Jumps
1
Korrelation
1
Martingal
1
Martingale
1
Multivariate Verteilung
1
Multivariate density forecasting
1
Multivariate distribution
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio construction
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Realized covariances
1
Realized variance
1
Risikomaß
1
Risk measure
1
Semimartingale
1
Statistical distribution
1
Statistische Verteilung
1
Tails
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Graue Literatur
Handbuch
Konferenzbeitrag
Non-commercial literature
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Patton, Andrew J.
Diebold, Francis X.
5
Hallin, Marc
4
Schorfheide, Frank
4
Su, Liangjun
4
Aït-Sahalia, Yacine
3
Barigozzi, Matteo
3
Casarin, Roberto
3
Koop, Gary
3
Marcellino, Massimiliano
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Asai, Manabu
2
Billio, Monica
2
Boot, Tom
2
Carriero, Andrea
2
Chan, Joshua
2
Fan, Jianqing
2
Fan, Yanqin
2
Frühwirth-Schnatter, Sylvia
2
Ghysels, Eric
2
Hong, Yongmiao
2
Jin, Xin
2
Kapetanios, George
2
Koo, Bonsoo
2
Korobilis, Dimitris
2
Liao, Yuan
2
Linton, Oliver
2
Maheu, John M.
2
McAleer, Michael
2
Oka, Tatsushi
2
Olea, José Luis Montiel
2
Pelger, Markus
2
Poon, Aubrey
2
Ravazzolo, Francesco
2
Rossi, Barbara
2
Sasaki, Yuya
2
Seo, Myung Hwan
2
more ...
less ...
Published in...
All
CESifo working papers
Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
2
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
3
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
4
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->