//--> //--> //-->
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:"Audrino, Francesco"
~person:"Caporin, Massimiliano"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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:"Covariance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Correlation
14
Korrelation
14
Theorie
11
Theory
11
Statistical method
6
Statistische Methode
6
USA
5
United States
5
1990-2003
4
Bond market
3
Estimation
3
Estimation theory
3
Market microstructure
3
Marktmikrostruktur
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Rentenmarkt
3
Schätzung
3
Stated representation, Derived model, Assumed properties, Asymptotic properties
3
Time series analysis
3
Zeitreihenanalyse
3
Assumed properties
2
Asymptotic properties
2
BEKK
2
Bias
2
Conditional correlations
2
Conditional covariances
2
Derived model
2
Diagnostic check
2
Filter
2
Forecasting model
2
GARCC
2
Modellierung
2
Moments
2
Prognoseverfahren
2
Regularity conditions
2
Scientific modelling
2
Stated representation
2
Systematischer Fehler
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
4
Working Paper
4
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Language
All
English
3
Author
All
Audrino, Francesco
Caporin, Massimiliano
Pesaran, M. Hashem
10
Linton, Oliver
8
Ledoit, Olivier
7
Phillips, Peter C. B.
7
Wolf, Michael
7
Bibinger, Markus
6
Kapetanios, George
6
Bailey, Natalia
5
Bauwens, Luc
5
Croux, Christophe
5
Hafner, Christian M.
5
Reiß, Markus
5
Tang, Haihan
5
Giraitis, Liudas
4
Li, Degui
4
Schienle, Melanie
4
Sentana, Enrique
4
Shephard, Neil G.
4
Amengual, Dante
3
Banerjee, Anindya
3
Brandt, Michael W.
3
Chudik, Alexander
3
Corsetti, Giancarlo
3
Corsi, Fulvio
3
Cybakov, Aleksandr B.
3
Diebold, Francis X.
3
Gao, Jiti
3
Gotu, Butte
3
Hautsch, Nikolaus
3
Kao, Chihwa
3
Malec, Peter
3
Mammen, Enno
3
Medeiros, Marcelo C.
3
Otranto, Edoardo
3
Pericoli, Marcello
3
Rothe, Christoph
3
Sbracia, Massimo
3
Anyfantakis, Costas
2
Bertrand, Marianne
2
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Working papers on finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
3
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->