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:"Discussion paper / Tinbergen Institute"
~person:"Hansen, Peter Reinhard"
~subject:"ARCH model"
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
Assessing the Allocation of Ai...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
1
Analysis of variance
1
Börsenkurs
1
Capital income
1
Correlation
1
Estimation
1
Kapitaleinkommen
1
Korrelation
1
Multivariate Analyse
1
Multivariate analysis
1
Schätzung
1
Share price
1
Theorie
1
Theory
1
Time series analysis
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Wishart density
1
Zeitreihenanalyse
1
high-frequency data
1
multivariate GARCH
1
multivariate volatility
1
realized covariance
1
score
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Hansen, Peter Reinhard
Koopman, Siem Jan
7
McAleer, Michael
6
Blasques, Francisco
3
Bos, Charles S.
3
Dijk, Herman K. van
3
Gorgi, Paolo
3
Bettendorf, Leon
2
Geest, Stephanie van der
2
Janus, Paweł
2
Kuper, Gerard H.
2
Lucas, André
2
Mahieu, Ronald J.
2
Martinet, Guillaume Gaetan
2
Ardia, David
1
Asai, Manabu
1
Blasques, Francisco F.
1
Boswijk, Herman Peter
1
Capera Romero, Laura
1
Chen, Chi-chung
1
Chen, Jinghui
1
D'Innocenzo, Enzo
1
Daníelsson, Jón
1
Dijk, Dick van
1
Franses, Philip H.
1
Hafner, Christian M.
1
Hallerbach, Winfried G.
1
Hol Uspensky, Eugenie
1
Hoogerheide, Lennart
1
Klaassen, Franc
1
Kleibergen, Frank
1
Kobayashi, Masahito
1
Kofman, Paul
1
Koopman, Siem Jan S.J.
1
Lan Fen Chu
1
Martens, Martin
1
Moser, James
1
Opschoor, Anne
1
Peiris, Shelton
1
Pooter, Michiel de
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of financial econometrics
2
The journal of futures markets
2
Journal of applied econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized Wishart-GARCH : a score-driven multi-Asset volatility model
Hansen, Peter Reinhard
;
Janus, Paweł
;
Koopman, Siem Jan
-
2016
the variance matrix. Monte Carlo evidence for parameter
estimation
based on different small sample sizes is provided. We …
Persistent link: https://www.econbiz.de/10011520881
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
