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:"Volatility"
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
Applied multivariate statistic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Sozialwissenschaften
3,734
Multivariate Analyse
3,612
Multivariate analysis
3,175
Social sciences
3,014
Sozialwissenschaft
2,892
Theorie
2,531
Theory
2,398
Aufsatzsammlung
704
Deutschland
688
Wirtschaftswissenschaft
686
Economics
641
Zeitreihenanalyse
599
Statistik
570
Time series analysis
570
Anwendung
538
Soziologie
532
Empirische Sozialforschung
507
USA
490
Schätzung
484
Germany
477
Estimation
453
Schätztheorie
438
Methode
435
Methodologie
432
Estimation theory
429
ARCH-Modell
415
ARCH model
400
United States
387
Volatilität
386
Scientific method
371
Wissenschaftliche Methode
371
Prognoseverfahren
367
Forecasting model
354
Welt
319
World
314
Statistische Verteilung
283
Statistical distribution
280
Forschung
270
Sozialforschung
265
more ...
less ...
Online availability
All
Free
155
Undetermined
94
Type of publication
All
Article
198
Book / Working Paper
174
Type of publication (narrower categories)
All
Article in journal
190
Aufsatz in Zeitschrift
190
Arbeitspapier
107
Graue Literatur
107
Non-commercial literature
107
Working Paper
107
Aufsatz im Buch
9
Book section
9
Hochschulschrift
8
Thesis
8
Collection of articles of several authors
3
Collection of articles written by one author
3
Sammelwerk
3
Sammlung
3
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
366
German
6
Italian
1
Author
All
McAleer, Michael
13
Herwartz, Helmut
12
Silvennoinen, Annastiina
9
Koopman, Siem Jan
8
Teräsvirta, Timo
8
Caporin, Massimiliano
7
Asai, Manabu
6
Dhaene, Geert
6
Engle, Robert F.
6
Laurent, Sébastien
6
Rombouts, Jeroen V. K.
6
Stentoft, Lars
6
Allen, David E.
5
Bauwens, Luc
5
Gouriéroux, Christian
5
Gribisch, Bastian
5
Janus, Paweł
5
Lucas, André
5
Powell, Robert
5
Rombouts, J. V. K.
5
Ballotta, Laura
4
Carriero, Andrea
4
Clements, Adam
4
Conrad, Christian
4
Corsello, Francesco
4
De Nard, Gianluca
4
Doucet, Arnaud
4
Fengler, Matthias R.
4
Haas, Markus
4
Hafner, Christian M.
4
Hansen, Peter Reinhard
4
Jasiak, Joann
4
Ledoit, Olivier
4
Liesenfeld, Roman
4
Marcellino, Massimiliano
4
Paolella, Marc S.
4
Paruolo, Paolo
4
Pesaran, Bahram
4
Pesaran, M. Hashem
4
Shephard, Neil G.
4
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
University of Chicago / Graduate School of Business
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
more ...
less ...
Published in...
All
Econometric reviews
18
Journal of econometrics
17
Discussion paper / Tinbergen Institute
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Energy economics
7
International journal of forecasting
7
Journal of banking & finance
6
Applied economics
5
Econometric Institute research papers
5
Journal of empirical finance
5
Econometrics : open access journal
4
Economic modelling
4
Journal of applied econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of forecasting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
CFS working paper series
3
CREATES research paper
3
Discussion paper series / University of Heidelberg, Department of Economics
3
Discussion papers of interdisciplinary research project 373
3
International review of economics & finance : IREF
3
Research in international business and finance
3
Research reports / LSE
3
The European journal of finance
3
Working paper series / University of Zurich, Department of Economics
3
Applied financial economics
2
Applied quantitative finance
2
CORE discussion paper : DP
2
CORE discussion papers : DP
2
Central European journal of economic modelling and econometrics
2
Computational economics
2
Data science and service research discussion paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper series
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Economics letters
2
Economics working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
more ...
less ...
Source
All
ECONIS (ZBW)
372
Showing
1
-
10
of
372
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
2
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
3
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
4
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
5
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
6
Multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003351679
Saved in:
7
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
8
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
9
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
10
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
