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:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Cross, Jamie"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
3
Volatilität
3
Forecasting model
2
Modellierung
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Stochastic process
2
Stochastischer Prozess
2
2000-2010
1
ARCH model
1
ARCH-Modell
1
Capital income
1
Estimation
1
Kapitaleinkommen
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
USA
1
United States
1
Zeitreihenanalyse
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
Caporin, Massimiliano
Cross, Jamie
Nielsen, Morten Ørregaard
Sucarrat, Genaro
McAleer, Michael
6
Blazsek, Szabolcs
3
Escribano, Álvaro
3
Yu, Jun
3
Chang, Chia-Lin
2
Christiansen, Charlotte
2
Honoré, Peter
2
Javed, Farrukh
2
Karlsson, Sune
2
Licht, Adrian
2
Roengchai Tansuchat
2
Shi, Shuping
2
Österholm, Pär
2
Alfelt, Gustav
1
Asai, Manabu
1
Awartani, Basel
1
Ayala, Astrid
1
Baillie, Richard
1
Bardgett, Chris
1
Berger, Helge
1
Bodnar, Taras
1
Bouamara, Nabil
1
Boudt, Kris
1
Calonaci, Fabio
1
Carriero, Andrea
1
Chen, Han
1
Cho, Dooyeon
1
Clark, Todd E.
1
Edvinsson, Rodney
1
Fei, Yijie
1
Gefang, Deborah
1
Ghil, Michael
1
Gourier, Elise
1
Groth, A.
1
Koop, Gary
1
Laurent, Sébastien
1
Leippold, Markus
1
Li, Jia
1
Lund, Jesper
1
more ...
less ...
Published in...
All
Working paper
International journal of forecasting
4
International review of economics & finance : IREF
3
CAMP working paper series
2
Energy economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics
2
Queen's Economics Department working paper
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working papers on finance
2
Applied economics
1
CAMA Working Paper
1
CAMA working paper series
1
CORE Discussion Paper
1
CORE discussion papers : DP
1
CREATES research paper
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometric Institute research papers
1
Economic modelling
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
UC3M working papers
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
