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:"International journal of forecasting"
~person:"Cubadda, Gianluca"
~person:"Fuertes, Ana María"
~subject:"Theorie"
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
The Impact of Stock Market Lib...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Forecasting model
3
Prognoseverfahren
3
Theory
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikomaß
2
Risk measure
2
Aktienindex
1
Aktienmarkt
1
Börsenkurs
1
Capital income
1
Combinations of realized volatilities
1
Common volatility
1
Copula
1
Credit derivative
1
Credit risk
1
Credit spread
1
Dependence
1
Forecast
1
Forecast combination
1
Forecasting
1
HAR models
1
Index models
1
Kapitaleinkommen
1
Kreditderivat
1
Kreditrisiko
1
Long-memory models
1
Markov chain
1
Markov-Kette
1
Modellierung
1
Multivariate Verteilung
1
Multivariate distribution
1
Nearest neighbor
1
Non-parametric forecasts
1
Options trading
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Cubadda, Gianluca
Fuertes, Ana María
Arroyo, Javier
2
Chan, Joshua
2
Cross, Jamie
2
Demetrescu, Matei
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Lucas, André
2
Opschoor, Anne
2
Rice, Gregory
2
Ruiz, Esther
2
Storti, Giuseppe
2
Taylor, Nicholas
2
Viceira, Luis M.
2
Wu, Chongfeng
2
Ahmed, Shamim
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Andrada Félix, Julián
1
Arvanitis, Stelios
1
Audrino, Francesco
1
Baker, Paul L.
1
Ballinari, Daniele
1
Bauwens, Luc
1
Bekierman, Jeremias
1
Bluedorn, John Christopher
1
Braione, Manuela
1
Breitung, Jörg
1
Brownlees, Christian
1
Candila, Vincenzo
1
Catania, Leopoldo
1
Cecen, A. A.
1
Chen Zhou
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chen, Qian
1
Chiu, Ching Wai Jeremy
1
Cho, Dooyeon
1
Cipollini, Fabrizio
1
Clements, Ada
1
more ...
less ...
Published in...
All
International journal of forecasting
The Manchester School
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
2
A vector heterogeneous autoregressive index model for realized
volatility
measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
3
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
