//--> //--> //-->
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 papers"
~person:"Christensen, Kim"
~person:"Gallo, Giampiero M."
~person:"Hautsch, Nikolaus"
~person:"Patton, Andrew J."
~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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation
3
Multiplicative Error Model
3
Schätzung
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Börsenkurs
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Geldpolitik
2
Monetary policy
2
Prognoseverfahren
2
Share price
2
realized volatility
2
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Capital income
1
Financial crisis
1
Financial markets
1
Finanzkrise
1
Impact assessment
1
Kapitaleinkommen
1
MIDAS
1
Markov chain
1
Markov-Kette
1
Model Confidence Set
1
Monetary policy an- nouncements
1
Realized Volatility
1
Short– and Long–Run Components
1
Significant jumps
1
Stock market
1
Unconventional monetary policy
1
Wirkungsanalyse
1
Zeitreihenanalyse
1
markov switching
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
Christensen, Kim
Gallo, Giampiero M.
Hautsch, Nikolaus
Patton, Andrew J.
Otranto, Edoardo
2
Scaffidi Domianello, Luca
1
Published in...
All
Working papers
Journal of econometrics
4
DISIA working paper
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of empirical finance
1
Journal of forecasting
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->