//--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Di Cesare, Antonio"
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:"Autoregressive model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
1
Autokorrelation
1
Capital income
1
Hedge fund
1
Hedge funds
1
Hedgefonds
1
Kapitaleinkommen
1
Measurement
1
Messung
1
Pareto distribution
1
Risiko
1
Risk
1
Serial correlation
1
Systemic risk
1
VaR
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Di Cesare, Antonio
Phillips, Peter C. B.
22
Koopman, Siem Jan
11
Blasques, Francisco
9
Lucas, André
7
Andrews, Donald W. K.
4
Giersbergen, Noud P. A. van
4
Nijkamp, Peter
4
Sun, Yixiao
4
Lieberman, Offer
3
Sul, Donggyu
3
Carnero, M. Angeles
2
Florax, Raymond J. G. M.
2
Giraitis, Liudas
2
Gooijer, Jan G. de
2
Guggenberger, Patrik
2
Hallerbach, Winfried G.
2
Han, Chirok
2
Jin, Sainan
2
Kiviet, J. F.
2
Magdalinos, Tassos
2
Ooms, Marius
2
Rossi, Francesca
2
Schaumburg, Julia
2
Andree, Bo Pieter Johannes
1
Arbia, Giuseppe
1
Artemova, Mariia
1
Billio, Monica
1
Bos, Charles S.
1
Bykhovskaya, Anna
1
Casarin, Roberto
1
Chang, Yoosoon
1
Chen, Hong-yuan
1
Choi, Chi-young
1
Cracolici, Maria Francesca
1
Creal, Drew
1
Cuffaro, Miranda
1
Dalla, Violetta
1
Delgado, Michael S.
1
Dijk, Herman K. van
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Discussion paper / Tinbergen Institute
Bank of Italy Temi di Discussione (Working Paper)
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Temi di discussione / Banca d'Italia
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
-
2011
Persistent link: https://www.econbiz.de/10009230368
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->