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~subject:"Volatilität"
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The econometrics journal
Energy economics
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International review of financial analysis
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Rank-invariance conditions for the comparison of volatility forecasts
Palandri, Alessandro
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012878903
Saved in:
3
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
4
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
5
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
6
Testing for volatility interactions in the constant conditional correlation GARCH model
Nakatani, Tomoaki
;
Teräsvirta, Timo
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 147-163
Persistent link: https://www.econbiz.de/10003841983
Saved in:
7
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
8
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
9
Modelling volatility asymmetries : a Bayesian analysis of a class of tree structured multivariate GARCH models
Dellaportas, P.
;
Vrontos, I. D.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 503-520
Persistent link: https://www.econbiz.de/10003637597
Saved in:
10
Method of moment estimation in the COGARCH (1,1) model
Haug, Stephan
;
Klüppelberg, C.
;
Lindner, Alexander
; …
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10003559960
Saved in:
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