//--> //--> //-->
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
~person:"Clements, Adam"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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
From correspondence analysis t...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Multivariate Analyse
3
Multivariate analysis
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Prognoseverfahren
2
Volatility
2
Ausreißer
1
Co-movements
1
Commodity price
1
Extreme risk
1
Multivariate Hawkes-POT
1
Multivariate volatility
1
Outliers
1
Point process
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Rohstoffpreis
1
Statistical test
1
Statistischer Test
1
Value atRisk
1
combination forecasts
1
forecast evaluation
1
model confidence set
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Graue Literatur
Konferenzschrift
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Clements, Adam
McAleer, Michael
7
Herwartz, Helmut
6
Allen, David E.
4
Powell, Robert
4
Silvennoinen, Annastiina
4
Teräsvirta, Timo
4
Carriero, Andrea
3
Chan, Joshua
3
Corsello, Francesco
3
De Nard, Gianluca
3
Doucet, Arnaud
3
Engle, Robert F.
3
Gribisch, Bastian
3
Härdle, Wolfgang
3
Koopman, Siem Jan
3
Ledoit, Olivier
3
León-González, Roberto
3
Marcellino, Massimiliano
3
Pesaran, Bahram
3
Pesaran, M. Hashem
3
Sibbertsen, Philipp
3
Strachan, Rodney W.
3
Wolf, Michael
3
Andersen, Torben
2
Anderson, Heather M.
2
Bauwens, Luc
2
Bollerslev, Tim
2
Bos, Charles S.
2
Chang, Chia-Lin
2
Conrad, Christian
2
Dhaene, Geert
2
Diebold, Francis X.
2
Fengler, Matthias R.
2
Gould, Phillip
2
Haas, Markus
2
Hansen, Peter Reinhard
2
Hartwig, Benny
2
Janus, Paweł
2
Labys, Paul
2
more ...
less ...
Published in...
All
NCER working paper series
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880627
Saved in:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->