//--> //--> //-->
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
isPartOf:"Discussion paper"
subject:"Volatility"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Handbook of financial time series"
~person:"Hartwig, Benny"
~person:"Silvennoinen, Annastiina"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation theory
2
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Correlation
1
Dynamic correlations
1
Estimation
1
Geldpolitik
1
Korrelation
1
Model uncertainty
1
Modellierung
1
Monetary policy
1
Multivariate stochastic volatility
1
Schock
1
Schätzung
1
Scientific modelling
1
Shock
1
Stochastic process
1
Stochastischer Prozess
1
Structural VAR
1
Time series analysis
1
VAR model
1
VAR-Modell
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Hartwig, Benny
Silvennoinen, Annastiina
Adeoye, Babatunde W.
1
Asai, Manabu
1
Asemota, Joseph O.
1
Atanda, Akinwande A.
1
Atoi, Ngozi V.
1
Bala, Dahiru A.
1
Chib, Siddhartha
1
Franke, Jürgen
1
Isenah, Godknows M.
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kreiß, Jens-Peter
1
Mammen, Enno
1
Olubusoye, Olusanya E.
1
Omori, Yasuhiro
1
Reiß, Markus
1
Renault, Eric
1
Spokojnyj, Vladimir G.
1
Teräsvirta, Timo
1
Tumala, Mohammed M.
1
Winkelmann, Lars
1
Wolf, Elias
1
Yaya, OlaOluwa S.
1
Čížek, Pavel
1
more ...
less ...
Published in...
All
Discussion paper
CBN journal of applied statistics
Handbook of financial time series
CREATES research paper
3
Econometrics : open access journal
2
CREATES Research Paper 2008-6
1
Deutsche Bundesbank Discussion Paper
1
Econometric reviews
1
NCER working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny
-
2020
This paper investigates how the ordering of variables affects properties of the time-varying covariance matrix in the Cholesky multivariate stochastic volatility model.It establishes that systematically different dynamic restrictions are imposed whenthe ratio of volatilities is time-varying....
Persistent link: https://www.econbiz.de/10012250452
Saved in:
2
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->