//--> //--> //-->
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:"CREATES research paper"
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
From correspondence analysis t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Analyse
9
Multivariate analysis
9
ARCH model
4
ARCH-Modell
4
Estimation theory
4
Schätztheorie
4
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Share price
2
VAR model
2
VAR-Modell
2
Aktienindex
1
Analysis of variance
1
Australia
1
Australien
1
Cointegration
1
Decomposition method
1
Dekompositionsverfahren
1
Deterministically varying correlation
1
Forecasting model
1
Innovation diffusion
1
Innovationsdiffusion
1
Kointegration
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Nichtlineare Regression
1
Nonlinear regression
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Teräsvirta, Timo
3
Rombouts, Jeroen V. K.
2
Silvennoinen, Annastiina
2
Stentoft, Lars
2
Archakov, Ilya
1
Bladt, Mogens
1
Christensen, Kim
1
Finch, Samuel
1
Hall, Anthony D.
1
Hansen, Peter Reinhard
1
Horel, Guillaume
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Lanne, Markku
1
Lunde, Asger
1
Nyberg, Henri
1
Podolskij, Mark
1
Sørensen, Michael
1
Vetter, Mathias
1
Violante, Francesco
1
Wade, Glen
1
more ...
less ...
Published in...
All
CREATES research paper
MPRA Paper
142
Journal of econometrics
65
Insurance / Mathematics & economics
56
International journal of production research
37
SFB 649 discussion paper
36
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
33
Journal of the American Statistical Association : JASA
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Econometric reviews
27
International journal of forecasting
26
Discussion paper / Tinbergen Institute
25
Econometric Institute research papers
23
Applied economics
22
Economics letters
22
European journal of operational research : EJOR
22
Working paper
21
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
ERIM Report Series Research in Management
18
Journal of forecasting
18
Organizational research methods : ORM
18
SFB 649 Discussion Papers
17
SpringerLink / Bücher
17
Risks : open access journal
16
Toulouse - GREMAQ
16
Acta Universitatis Lodziensis / Folia oeconomica
15
Energy economics
15
Psychometrika
15
SFB 649 Discussion Paper
15
CESifo working papers
14
ECARES working paper
14
Working Paper
14
Working papers
14
Econometric theory
13
Econometrics : open access journal
13
Economic modelling
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
13
Discussion paper / Centre for Economic Policy Research
12
IMF Working Paper
12
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
Saved in:
2
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
3
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
4
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
5
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
Saved in:
6
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
-
2014
Persistent link: https://www.econbiz.de/10010358974
Saved in:
7
Simulation of multivariate diffusion bridges
Bladt, Mogens
;
Finch, Samuel
;
Sørensen, Michael
-
2014
Persistent link: https://www.econbiz.de/10010350969
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->