//--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Audrino, Francesco"
~subject:"Volatility"
~subject:"Volatilität"
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
Model specification tests with...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
Autocorrelation
1
Autokorrelation
1
Estimation
1
Modellierung
1
Schätzung
1
Scientific modelling
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
adaptive LASSO
1
heterogeneous autoregressive model
1
hypothesis testing
1
lag structure
1
realized volatility
1
more ...
less ...
Online availability
All
Undetermined
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
Audrino, Francesco
Fabozzi, Frank J.
2
Račev, Svetlozar T.
2
Achim, Alin
1
Aknouche, Abdelhakim
1
Alanya-Beltran, Willy
1
Alexeev, Vitali
1
Avdulaj, Krenar
1
Barnett, William A.
1
Barunik, Jozef
1
Beck, Alexander
1
Bekierman, Jeremias
1
Bethel, Brandon J.
1
Bäurle, Gregor
1
Carnero, M. Angeles
1
Cassou, Steven Peter
1
Chan, Jennifer S. K.
1
Chan, Jennifer So Kuen
1
Chen, Jun
1
Choi, Seungmoon
1
Chung, Y. Peter
1
Demmouche, Nacer
1
Dimitrakopoulos, Stefanos
1
Dionysopoulos, Thomas
1
Eratalay, M. Hakan
1
Feindt, Michael
1
Ftiti, Zied
1
Gallo, Giampiero M.
1
Ghysels, Eric
1
Gribisch, Bastian
1
Grossmass, Lidan
1
Haas, Markus
1
Hsu, Chiente
1
Huang, Chen
1
Huang, Yu-Fan
1
Ignatieva, Ekaterina
1
Jasiak, Joann
1
Jawadi, Fredj
1
Jia, Can
1
Kaufmann, Daniel
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Econometric reviews
1
International journal of forecasting
1
Quantitative finance and economics
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Flexible HAR model for realized volatility
Audrino, Francesco
;
Huang, Chen
;
Okhrin, Ostap
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->