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:"Econometrics : open access journal"
~isPartOf:"International review of economics & finance : IREF"
~person:"Asai, Manabu"
~subject:"Estimation theory"
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
Minimally cross-entropic condi...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Time series analysis
4
Zeitreihenanalyse
4
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
stochastic volatility
2
BEKK
1
Block structures
1
Forecasting model
1
GARCH
1
GARMA
1
Heavy-tailed distribution
1
Leverage effects
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
Multi-factors
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate stochastic volatility
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Scientific modelling
1
State space model
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Asai, Manabu
Johansen, Søren
3
Nielsen, Bent
3
Reschenhofer, Erhard
3
Bauer, Dietmar
2
Jung, Robert
2
Mangat, Manveer Kaur
2
Paruolo, Paolo
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Triacca, Umberto
2
Abdelkhalek, Fatma
1
Alwan, Layth C.
1
Bao, Yong
1
Baranyi, Máté
1
Barigozzi, Matteo
1
Bauwens, Luc
1
Bazinas, Vassilios
1
Bolla, Marianna
1
Boswijk, Herman Peter
1
Busch, Marie
1
Chambers, Marcus J.
1
Chan, Ngai Hang
1
Chang, Chia-Lin
1
Chang, Seong Yeon
1
Cho, Cheol-keun
1
Chudý, Marek
1
Dai, Deliang
1
Davies, Robert
1
Di Iorio, Francesca
1
Dong, Yingjie
1
Donner, Catherine
1
Doğan, Osman
1
Du, Ruixue
1
Frahm, Gabriel
1
Frappier, Valentin
1
Gjelsvik, Marit
1
Glaser, Stephanie
1
Göb, Rainer
1
Hall, Anthony
1
more ...
less ...
Published in...
All
Econometrics : open access journal
International review of economics & finance : IREF
Journal of time series econometrics
2
Econometric Institute research papers
1
Journal of empirical finance
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic and finite sample properties for multivariate rotated
GARCH
models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Econometrics : open access journal
9
(
2021
)
2
,
pp. 1-21
This paper derives the statistical properties of a two-step approach to estimating multivariate rotated
GARCH
…
Persistent link: https://www.econbiz.de/10012547429
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
