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Forecasting Volatility with Co...
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Theorie
88
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82
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82
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76
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75
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70
Volatilität
58
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57
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43
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35
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31
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28
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28
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24
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24
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24
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English
303
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231
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Dijk, Dick van
324
van Dijk, Dick
184
Franses, Philip Hans
114
Paap, Richard
56
Martens, Martin
32
Heij, Christiaan
27
Panchenko, Valentyn
27
Sensier, Marianne
27
Teräsvirta, Timo
26
Opschoor, Anne
24
Sokolinskiy, Oleg
22
Wel, Michel van der
22
Lucas, André
21
Osborn, Denise R.
21
Kole, Erik
19
Diks, Cees
18
Pooter, Michiel de
17
Çakmaklı, Cem
17
Groenen, Patrick J. F.
16
Ravazzolo, Francesco
15
Diks, Cees G. H.
14
Markwat, Thijs
13
Bataa, Erdenebat
12
Exterkate, Peter
12
Groenen, Patrick J.F.
12
Spronk, Jaap
11
Medeiros, Marcelo C.
10
Fok, Dennis
9
Watkins, Karen
9
van der Wel, Michel
9
Cakmakli, Cem
8
Hafner, Christian M.
8
Munandar, Haris
8
Slagter, Erica
8
Taylor, Nick
8
Bannouh, Karim
7
Clements, Michael P.
7
Dijk, Dick Van
7
de Pooter, Michiel
7
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6
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
46
Tinbergen Instituut
25
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17
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
14
Econometrisch Instituut <Rotterdam>
7
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5
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4
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4
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3
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2
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2
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2
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2
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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
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1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
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Discussion paper / Tinbergen Institute
57
Econometric Institute Research Papers
46
Tinbergen Institute Discussion Papers
42
Tinbergen Institute Discussion Paper
38
Econometric Institute research papers
25
International journal of forecasting
24
ERIM Report Series Research in Management
13
ERIM report series research in management
12
Journal of econometrics
12
International Journal of Forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Discussion paper series
9
Journal of applied econometrics
9
Journal of banking & finance
8
Report / Econometric Institute, Erasmus University Rotterdam
8
SSE/EFI Working Paper Series in Economics and Finance
7
Applied financial economics
6
Journal of Econometrics
6
Journal of Banking & Finance
5
Journal of economic dynamics & control
5
SSE EFI working paper series in economics and finance
5
Applied economics
4
Journal of Business & Economic Statistics
4
Journal of empirical finance
4
Journal of forecasting
4
Oxford bulletin of economics and statistics
4
Review of quantitative finance and accounting
4
Applied Financial Economics
3
CREATES Research Papers
3
CREATES research paper
3
Centre for Growth and Business Cycle Research Discussion Paper Series
3
Computational Statistics & Data Analysis
3
Econometric reviews
3
Journal of Applied Econometrics
3
Journal of Economic Dynamics and Control
3
Journal of Empirical Finance
3
Journal of international money and finance
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
Report / Erasmus Center for Financial Research, Erasmus University
3
The review of economics and statistics
3
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ECONIS (ZBW)
244
RePEc
196
OLC EcoSci
49
EconStor
44
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
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31
The economic value of fundamental and technical information in emerging currency markets
Zwart, Gerben de
;
Markwat, Thijs
;
Swinkels, Laurens
; …
-
2007
Persistent link: https://www.econbiz.de/10003651657
Saved in:
32
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
33
Structural differences in economic growth : an endogenous clustering approach
Basturk, Nalan
;
Paap, Richard
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003762631
Saved in:
34
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
35
Prediciting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?
Pooter, Michiel de
;
Martens, Martin
;
Dijk, Dick van
-
2005
Persistent link: https://www.econbiz.de/10003155816
Saved in:
36
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
Saved in:
37
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
38
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
Saved in:
39
Identifying changes in mean, seasonality, persistence and volatility for G7 and euro area inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
-
2008
Persistent link: https://www.econbiz.de/10003790654
Saved in:
40
Partial liklihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798183
Saved in:
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