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Börsenkurs
Theorie
337
Theory
328
Bayesian inference
269
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241
Zeitreihenanalyse
189
Time series analysis
183
Forecasting model
156
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156
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117
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117
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116
Estimation theory
113
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100
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100
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91
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89
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87
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73
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72
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71
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50
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49
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48
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48
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47
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45
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43
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43
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41
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40
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39
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39
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39
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37
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36
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36
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36
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35
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34
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33
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Bauwens, Luc
22
Rombouts, Jeroen V. K.
7
Giot, Pierre
6
Stentoft, Lars
6
Violante, Francesco
5
Koop, Gary
4
Otranto, Edoardo
4
Gefang, Deborah
3
Hautsch, Nikolaus
3
Poon, Aubrey
3
Veredas, David
3
Storti, G.
2
Bos, Charles S.
1
Croux, Christophe
1
Dijk, Herman K. van
1
Giot, Pierre-Roland
1
Storti, Giuseppe
1
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Violante, Franceso
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CORE discussion paper : DP
5
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4
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2
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1
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1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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ECONIS (ZBW)
33
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1
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
2
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
3
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
4
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
5
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
6
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
7
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
8
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Koop, Gary
- In:
Journal of empirical finance
1
(
1993
)
3
,
pp. 343-364
Persistent link: https://www.econbiz.de/10001166760
Saved in:
9
Stochastic conditional intensity processes
Bauwens, Luc
;
Hautsch, Nikolaus
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 450-493
Persistent link: https://www.econbiz.de/10003354109
Saved in:
10
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462056
Saved in:
1
2
3
4
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