//--> //--> //-->
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
~person:"Fuerst, Franz"
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:"dynamic conditional score (DCS)"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Dynamic conditional score (DCS)
1
Dynamic volatility models
1
Forecasting model
1
Generalized autoregressive score (GAS)
1
Prognoseverfahren
1
Share price
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatility forecasting
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fuerst, Franz
Blazsek, Szabolcs
20
Ayala, Astrid
8
Escribano, Álvaro
6
Licht, Adrian
6
Harvey, Andrew C.
2
Lange, Rutger-Jan
2
Arestis, Philip
1
Ayala, Astrid Loretta
1
Blazsek, Virág
1
Bowen, Richard
1
Haddad, Michel Ferreira Cardia
1
Hernández, Hector
1
Ho, Han-Chiang
1
Kobor, Adam
1
Kristof, Erzsebet
1
Liu, Su-Ping
1
Monteros, Luis Antonio
1
Sheng, Hsia Hua
1
more ...
less ...
Published in...
All
Financial markets and portfolio management
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The two-component Beta-t-QVAR-M-lev : a new forecasting model
Haddad, Michel Ferreira Cardia
;
Blazsek, Szabolcs
; …
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 379-401
Persistent link: https://www.econbiz.de/10014420497
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->