//--> //--> //-->
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:"Scharth, Marcel"
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
Dynamic hysteresis effects
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
1
Correlation
1
Estimation
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Kapitaleinkommen
1
Korrelation
1
Particle Gibbs
1
Particle filter
1
Schätzung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Time-varying covariance matrix
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
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
Scharth, Marcel
Mendieta-Muñoz, Ivan
50
Li, Mengheng
22
Rada, Codrina
15
Koopman, Siem Jan
9
Von Arnim, Rudiger
9
von Arnim, Rudiger
6
Barrales-Ruiz, Jose
5
Lapabitsas, Kōstas
5
Tavani, Daniele
5
Fu, Bowen
4
Gorgi, Paolo
4
Kiefer, David M.
3
Santetti, Márcio
3
Ertürk, Korkut A.
2
Lapavitsas, Costas
2
Ossa, Daniel
2
Schiavone, Ansel
2
Sündal, Doğuhan
2
Bakas, Dimitrios
1
Jump, Robert
1
Kapoor, Gaurav
1
Li, Lianjun
1
Lit, Rutger
1
Ma, Jian
1
Mendieta‐Muñoz, Ivan
1
Ni, Tingting
1
Petrova, Desislava
1
Sündal, Doæguhan
1
Wichitaksorn, Nuttanan
1
Zhang, Wenjun
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->