//--> //--> //--> //-->
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:"Volatilität"
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
L'impact du changement de défi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
62
Theory
62
Time series analysis
53
Zeitreihenanalyse
53
Cointegration
33
VAR model
33
VAR-Modell
33
Kointegration
31
Forecasting model
25
Prognoseverfahren
25
Estimation
20
Estimation theory
20
Schätztheorie
20
Schätzung
20
USA
17
United States
17
Causality analysis
15
Kausalanalyse
15
Business cycle
14
Konjunktur
14
Panel
14
Panel study
14
Multivariate Analyse
12
Multivariate analysis
12
Volatility
12
Schock
11
Shock
11
Statistical test
11
Statistischer Test
11
EU countries
10
EU-Staaten
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
cointegration
9
ARMA model
8
ARMA-Modell
8
Correlation
8
Korrelation
8
ARCH model
6
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Book / Working Paper
7
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
12
Author
All
Hecq, Alain W. J.
10
Cubadda, Gianluca
5
Laurent, Sébastien
4
Palm, Franz C.
4
Candelon, Bertrand
2
Guardabascio, Barbara
2
Hecq, Alain
2
Riccardo, Antonio
2
Verschoor, Willem F. C.
2
Lieb, Lenard
1
Telg, Sean
1
more ...
less ...
Published in...
All
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
3
CEIS Working Paper
2
Annals of economics and statistics
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
Financial mathematics, volatility and covariance modelling
1
International journal of forecasting
1
Journal of international money and finance
1
Journal of time series econometrics
1
Research memorandum / METEOR
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
2
Common intraday periodicity
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840658
Saved in:
3
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
4
Measuring common cyclical features during financial turmoil : evidence of interdependence not contagion
Candelon, Bertrand
;
Hecq, Alain W. J.
;
Verschoor, …
- In:
Journal of international money and finance
24
(
2005
)
8
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10003229309
Saved in:
5
Measuring common cyclical features during financial turmoil
Candelon, Bertrand
;
Hecq, Alain W. J.
;
Verschoor, …
-
2002
Persistent link: https://www.econbiz.de/10001720545
Saved in:
6
Reduced rank regression models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2021
Persistent link: https://www.econbiz.de/10013257759
Saved in:
7
Forecasting realized volatility measures with multivariate and univariate models : the case of the US banking sector
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Riccardo, Antonio
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 286-307)
.
2019
Persistent link: https://www.econbiz.de/10012249154
Saved in:
8
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
Saved in:
9
Identification of mixed causal-noncausal models in finite samples
Hecq, Alain W. J.
;
Lieb, Lenard
;
Telg, Sean
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 307-331
Persistent link: https://www.econbiz.de/10011592754
Saved in:
10
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->