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subject:"Volatilität"
type_genre:"Graue Literatur"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~person:"Bauwens, Luc"
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Volatilität
Estimation theory
6
Schätztheorie
6
Correlation
4
Korrelation
4
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Hadamard exponential matrix
2
Linear algebra
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Lineare Algebra
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Varianzanalyse
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Volatility
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Bayes-Statistik
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Bayesian inference
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Dynamic conditional correlations
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Forecasting
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Markov chain
1
Markov-Kette
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Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate GARCH
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Multivariate HEAVY
1
Multivariate analysis
1
Realized correlations
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Zeitreihenanalyse
1
dynamic conditional correlations
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dynamic covariances and correlations
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realized covariances
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regime-switching dynamic correlations
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Graue Literatur
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Bauwens, Luc
Hafner, Christian M.
3
Härdle, Wolfgang
3
Preminger, Arie
2
Spokojnyj, Vladimir G.
2
Dankenbring, Henning
1
Herwartz, Helmut
1
Otranto, Edoardo
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Teyssière, Gilles
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Xu, Yongdeng
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CORE discussion papers : DP
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
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Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
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2018
Persistent link: https://www.econbiz.de/10011992647
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