//--> //--> //-->
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
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Bauwens, Luc"
~person:"Filis, George"
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:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Time series analysis
2
Zeitreihenanalyse
2
Agricultural commodities
1
Analysis of variance
1
Börsenkurs
1
Co-volatility
1
Commodity derivative
1
Commodity markets
1
Correlation
1
Correlation forecasting
1
Dynamic conditional correlation
1
Equicorrelation
1
Estimation theory
1
Forecast
1
Forecasting
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
1
Gold
1
Heterogeneous autoregressive model
1
High-frequency data
1
Jumps
1
Korrelation
1
Leverage effects
1
Median realized volatility
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate volatility
1
Prognose
1
Realized covariance
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Asai, Manabu
Bauwens, Luc
Filis, George
Gerlach, Richard
2
Klein, Tony
2
Ahmed, Shamim
1
Arroyo, Javier
1
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bekierman, Jeremias
1
Bluedorn, John Christopher
1
Catania, Leopoldo
1
Cecen, A. A.
1
Chan, Joshua
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chiu, Ching Wai Jeremy
1
Cho, Dooyeon
1
Chortareas, Georgios E.
1
Clements, Adam
1
Cross, Jamie
1
Croux, Christophe
1
Decressin, Jörg
1
Degiannakis, Stavros
1
Eraslan, Sercan
1
Erkal, Cahit
1
Franses, Philip Hans
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Gallo, Giampiero M.
1
Ghijsels, Hendrik
1
González-Rivera, Gloria
1
Gupta, Rangan
1
Guérin, Pierre
1
Hao, Hong-Xia
1
Herrera, Ana María
1
Herrera, Rodrigo
1
Horta, Eduardo
1
Hou, Chenghan
1
more ...
less ...
Published in...
All
International journal of forecasting
Econometric Institute research papers
6
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
CORE discussion papers : DP
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
2
The econometrics journal
2
The energy journal
2
Working paper
2
Advanced Studies in Theoretical and Applied Econometrics
1
Asia-Pacific financial markets
1
Cardiff economics working papers
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
LIDAM discussion paper CORE
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->