//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~person:"Patton, Andrew J."
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
3
Prognoseverfahren
3
Estimation
2
High-frequency data
2
Risikomanagement
2
Risk management
2
Schätzung
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asymmetric dependence
1
Capital income
1
Correlation
1
Crashes
1
Financial services
1
Finanzdienstleistung
1
Forecasting
1
Generalized autoregressive score
1
High-dimensional models
1
Kapitaleinkommen
1
Korrelation
1
Market microstructure
1
Marktmikrostruktur
1
Multivariate Verteilung
1
Multivariate density forecasting
1
Multivariate distribution
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Realized correlation
1
Realized variation
1
Realized volatility
1
Risikomaß
1
Risk measure
1
Semivariance
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Patton, Andrew J.
Ji, Qiang
9
Todorov, Viktor
8
Tiwari, Aviral Kumar
7
Hammoudeh, Shawkat
6
Tauchen, George Eugene
6
Bollerslev, Tim
5
Fan, Ying
5
Ma, Feng
5
Mykland, Per A.
5
Zhang, Zhengjun
5
Bouri, Elie
4
Fan, Jianqing
4
Francq, Christian
4
Hounyo, Ulrich
4
Li, Jia
4
Liu, Bing-Yue
4
Shahzad, Syed Jawad Hussain
4
Andersen, Torben
3
Blazsek, Szabolcs
3
Chen, Rong
3
Chevallier, Julien
3
Hernandez, Jose Arreola
3
Kim, Donggyu
3
Medeiros, Marcelo C.
3
Nguyen, Duc Khuong
3
Ruiz, Carlos
3
Zakoïan, Jean-Michel
3
Al-Yahyaee, Khamis Hamed
2
Alizadeh-Masoodian, Amir H.
2
Alqahtani, Faisal
2
Balli, Faruk
2
Banerjee, Ameet Kumar
2
Barbi, Massimiliano
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Caporin, Massimiliano
2
Catania, Leopoldo
2
Chang, Chia-Lin
2
Chen, Liyuan
2
more ...
less ...
Published in...
All
Applied economics
Energy economics
Journal of econometrics
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
LSE Research Online Documents on Economics
1
Texto para discussão
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Multivariate leverage effects and realized semicovariance
GARCH
models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
3
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->