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subject:"Zeitreihenanalyse"
language:"eng"
~type_genre:"Non-commercial literature"
~person:"Bauwens, Luc"
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Zeitreihenanalyse
Estimation theory
17
Schätztheorie
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Theorie
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Time series analysis
7
Correlation
5
Korrelation
5
ARCH model
3
ARCH-Modell
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Analysis of variance
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Hadamard exponential matrix
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Linear algebra
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Lineare Algebra
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Statistical theory
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Varianzanalyse
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Autocorrelation
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Stochastic process
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dynamic covariances and correlations
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realized covariances
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Bayesian estimation
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Belgien
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Duration analysis
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Bauwens, Luc
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
25
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Lütkepohl, Helmut
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Maravall Herrero, Agustín
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Teräsvirta, Timo
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Sibbertsen, Philipp
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Franses, Philip Hans
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Lucas, André
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Kapetanios, George
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Linton, Oliver
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Peng, Bin
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Swanson, Norman R.
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Brännäs, Kurt
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Koop, Gary
12
Nielsen, Bent
12
Hyndman, Rob J.
11
Pesaran, M. Hashem
11
Gómez, Víctor
10
Li, Degui
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
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Beran, Jan
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Blasques, Francisco
9
Dong, Chaohua
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Martin, Gael M.
9
Schlicht, Ekkehart
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Taylor, Robert
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Brakel, Jan A. van den
8
Cai, Zongwu
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Cavaliere, Giuseppe
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Croux, Christophe
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We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
3
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
4
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
5
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
6
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
7
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
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