//--> //--> //--> //-->
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
~subject:"Stochastischer Prozess"
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
Forecasting the yield curve: t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
58
Theory
58
Portfolio selection
37
Forecasting model
36
Portfolio-Management
36
Prognoseverfahren
36
Time series analysis
35
Zeitreihenanalyse
35
Estimation
24
Schätzung
24
ARCH model
23
ARCH-Modell
23
Volatility
23
Volatilität
21
Capital income
19
Kapitaleinkommen
19
Yield curve
18
Factor analysis
17
Faktorenanalyse
17
Zinsstruktur
16
Brasilien
15
Brazil
15
Estimation theory
15
Schätztheorie
15
Kalman filter
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Stochastic process
12
Correlation
10
Korrelation
10
State space model
10
Zustandsraummodell
10
Leverage effect
9
Anlageverhalten
8
Behavioural finance
8
Cointegration
8
Heteroscedasticity
8
Kointegration
8
Aktienindex
7
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
10
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Systematic review
1
Übersichtsarbeit
1
Language
All
English
12
Author
All
Ruiz, Esther
9
Caldeira, João F.
3
Laurini, Márcio Poletti
2
Mao, Xiuping
2
Moura, Guilherme Valle
2
Pérez, Ana
2
Santos, André A. P.
2
Veiga, Helena
2
Broto, Carmen
1
Carnero, M. Angeles
1
Czellar, Veronika
1
Espasa Terrades, Antoni
1
Nogales, Francisco J.
1
Pellegrini, Santiago
1
Peña, Daniel
1
Portugal, Marcelo Savino
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
International journal of forecasting
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic surveys
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
3
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Caldeira, João F.
;
Laurini, Márcio Poletti
;
Portugal, …
- In:
Brazilian review of econometrics : BRE ; the review of …
30
(
2010
)
1
,
pp. 123-161
Persistent link: https://www.econbiz.de/10009704732
Saved in:
4
A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio Poletti
;
Caldeira, João F.
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
Saved in:
5
Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther
-
1992
Persistent link: https://www.econbiz.de/10000839003
Saved in:
6
Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago
;
Ruiz, Esther
;
Espasa Terrades, Antoni
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
Saved in:
7
Properties of the sample autocorrelations of nonlinear transformations in long-memory stochastic volatility models
Pérez, Ana
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 420-444
Persistent link: https://www.econbiz.de/10002214167
Saved in:
8
Persistence and kurtosis in GARCH and stochastic volatility models
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 319-342
Persistent link: https://www.econbiz.de/10002214313
Saved in:
9
Estimation methods for stochastic volatility models : a survey
Broto, Carmen
;
Ruiz, Esther
- In:
Journal of economic surveys
18
(
2004
)
5
,
pp. 613-649
Persistent link: https://www.econbiz.de/10002437597
Saved in:
10
Maximally autocorrelated power transformations : a closer look at the properties of stochastic volatility models
Ruiz, Esther
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009656089
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->