//--> //--> //-->
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"
~person:"Lucas, André"
~person:"Neuberger, Anthony"
~type:"article"
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:"Kovarianzanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Analysis of variance
3
Varianzanalyse
3
Volatility
3
Capital income
2
Kapitaleinkommen
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
1996-2012
1
Aktie
1
Correlation
1
Estimation
1
Estimation theory
1
Expected Shortfall
1
Forecasting model
1
Index futures
1
Index-Futures
1
Korrelation
1
Overnight volatility
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized variance
1
Risiko
1
Risikomaß
1
Risikoprämie
1
Risk
1
Risk measure
1
Risk premium
1
Schätztheorie
1
Schätzung
1
Score-driven dynamics
1
Share
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Lucas, André
Neuberger, Anthony
Hansen, Peter Reinhard
4
Lunde, Asger
3
Patton, Andrew J.
3
Wese Simen, Chardin
3
Andersen, Torben
2
Bandi, Federico M.
2
Bauwens, Luc
2
Bollerslev, Tim
2
Bonato, Matteo
2
Caporin, Massimiliano
2
Chang, Yoosoon
2
Choi, Yongok
2
Engle, Robert F.
2
Fengler, Matthias
2
Franco, Sebastian
2
Halbleib, Roxana
2
Janus, Paweł
2
Jin, Xin
2
Kim, Hwagyun
2
Kim, Jeong-Hoon
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Kwok, Yue-Kuen
2
Liu, Cheng
2
Liu, Zhi
2
Opschoor, Anne
2
Park, Joon Y.
2
Ranaldo, Angelo
2
Rombouts, Jeroen V. K.
2
Russell, Jeffrey R.
2
Santos, André A. P.
2
Serra, Teresa
2
Sheppard, Kevin
2
Sviščuk, Anatolij
2
Symeonidis, Lazaros
2
Tang, Cheng Yong
2
Voev, Valeri
2
Watanabe, Toshiaki
2
Zheng, Wendong
2
more ...
less ...
Published in...
All
International journal of forecasting
1
Journal of financial econometrics
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
2
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
3
The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->