//--> //--> //-->
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:"Rombouts, Jeroen V. K."
~isPartOf:"CORE discussion paper : DP"
~person:"Ma, Feng"
~type_genre:"Working Paper"
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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
7
ARCH-Modell
7
Theorie
6
Theory
6
Bayes-Statistik
2
Bayesian inference
2
Estimation theory
2
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
2
Volatility
2
Volatilität
2
2006
1
Cluster analysis
1
Clusteranalyse
1
Deutschland
1
Estimation
1
Exchange rate
1
Germany
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Ranking method
1
Ranking-Verfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Time series analysis
1
USA
1
United Kingdom
1
United States
1
Wechselkurs
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Systematic review
1
Übersichtsarbeit
1
Language
All
English
7
Author
All
Rombouts, Jeroen V. K.
Ma, Feng
Giot, Pierre
6
Laurent, Sébastien
5
Bauwens, Luc
4
Hafner, Christian M.
3
Kokoszka, Piotr
2
Violante, Francesco
2
Bos, Charles S.
1
Dijk, Herman K. van
1
Heinen, Andréas
1
Horváth, Lajos
1
Rengifo, Erick W.
1
Stentoft, Lars
1
Tessière, Gilles
1
Teyssière, Gilles
1
Valdesogo, Alfonso
1
more ...
less ...
Published in...
All
CORE discussion paper : DP
CORE discussion papers : DP
7
CREATES research paper
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
3
Discussion papers / UCL, Département des Sciences Economiques
2
ERIM report series research in management
1
Econometric Institute research papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
2
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
3
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.
;
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002347876
Saved in:
4
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
5
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
6
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
7
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->