//--> //--> //-->
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
~accessRights:"free"
~language:"eng"
~person:"Laurent, Sébastien"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
~type_genre:"Proceedings"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH model
10
ARCH-Modell
10
Theorie
10
Theory
10
Volatility
8
Estimation theory
4
Schätztheorie
4
Estimation
3
Exchange rate
3
Forecasting model
3
Prognoseverfahren
3
Robust statistics
3
Robustes Verfahren
3
Schätzung
3
Time series analysis
3
Wechselkurs
3
Zeitreihenanalyse
3
Deutschland
2
Exchange rate policy
2
Germany
2
Multivariate Analyse
2
Multivariate analysis
2
Risikomaß
2
Risk measure
2
VAR model
2
VAR-Modell
2
Wechselkurspolitik
2
1984-2000
1
1987-2002
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Analysis of variance
1
Ankündigungseffekt
1
Announcement effect
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian estimation
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Non-commercial literature
Proceedings
Arbeitspapier
10
Working Paper
10
Graue Literatur
8
Systematic review
1
Übersichtsarbeit
1
Language
All
English
Author
All
Laurent, Sébastien
McAleer, Michael
152
Caporale, Guglielmo Maria
89
Chang, Chia-Lin
61
Gupta, Rangan
52
Spagnolo, Nicola
46
Koopman, Siem Jan
41
Andersen, Torben
33
Bollerslev, Tim
30
Härdle, Wolfgang
30
Diebold, Francis X.
27
Pierdzioch, Christian
27
Hautsch, Nikolaus
26
Clements, Adam
25
Dijk, Dick van
25
Rodriguez, Gabriel
23
Spagnolo, Fabio
23
Gil-Alaña, Luis A.
22
Kočenda, Evžen
22
Asai, Manabu
21
Caporin, Massimiliano
21
Lucas, André
21
Allen, David E.
20
Chiarella, Carl
20
Pesaran, M. Hashem
20
Castelnuovo, Efrem
19
Bauwens, Luc
18
Hafner, Christian M.
18
Bos, Charles S.
17
Caballero, Ricardo J.
17
Meddahi, Nour
17
Caggiano, Giovanni
16
Chan, Joshua
16
Martin, Gael M.
16
Mohaddes, Kamiar
16
Mumtaz, Haroon
16
Platen, Eckhard
16
Aizenman, Joshua
15
Buch, Claudia M.
15
Clark, Todd E.
15
Lux, Thomas
15
more ...
less ...
Published in...
All
Working paper
3
CORE discussion paper : DP
2
AFI
1
CORE discussion papers : DP
1
KBI
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
2
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
3
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
-
2010
Persistent link: https://www.econbiz.de/10009126801
Saved in:
4
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
5
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
6
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
7
Jumps, cojumps and macro announcements
Lahaye, Jérôme
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003740681
Saved in:
8
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->