//--> //--> //-->
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:"Hartkopf, Jan Patrick"
~person:"Jung, Robert C"
~subject:"Theory"
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: "Liesenfeld, Roman"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Analysis of variance
3
Capital income
3
Correlation
3
Kapitaleinkommen
3
Korrelation
3
Modellierung
3
Scientific modelling
3
State space model
3
Varianzanalyse
3
Zustandsraummodell
3
CAPM
2
Capital market returns
2
Kapitalmarktrendite
2
State-space model
2
Theorie
2
Wishart distribution
2
Bayes-Statistik
1
Bayesian Econometrics
1
Bayesian inference
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Forecasting model
1
Prognoseverfahren
1
Realized Covariance
1
Realized covariance
1
Riesz distribution
1
Statistical distribution
1
Statistische Verteilung
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
All
English
2
Author
All
Hartkopf, Jan Patrick
Jung, Robert C
Liesenfeld, Roman
51
Jung, Robert
10
Richard, Jean-François
10
Gribisch, Bastian
7
Breitung, Jörg
5
Dharmarajan, Hariharan
4
Golosnoy, Vasyl
4
Richard, Jean-Francois
4
DeJong, David Neil
3
Kleppe, Tore Selland
3
Moura, Guilherme Valle
3
Pohlmeier, Winfried
3
DeJong, David N.
2
Vogler, Jan
2
Aßmann, Christian
1
Boysen-Hogrefe, Jens
1
Franz, Wolfgang
1
Grothe, Oliver
1
Kloster Osmundsen, Kjartan
1
Kukuk, Martin
1
Lechner, Michael
1
Moura, Guilherme V.
1
Nolte, Ingmar
1
Oglend, Atle
1
Pape, Markus
1
Schröder, Michael
1
more ...
less ...
Published in...
All
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick
-
2021
Persistent link: https://www.econbiz.de/10013264907
Saved in:
2
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->