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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätztheorie"
~subject:"multivariate GARCH"
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Schätztheorie
multivariate GARCH
Multivariate Analyse
33
Multivariate analysis
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9
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Bormann, Carsten
1
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1
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1
Fu, Tsu-tan
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Härdle, Wolfgang
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1
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1
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1
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
22
Journal of the American Statistical Association : JASA
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Insurance / Mathematics & economics
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KBI
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Working paper series / University of Zurich, Department of Economics
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SFB 649 discussion paper
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International journal of forecasting
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Reihe Quantitative Ökonomie : Ökon
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CEMFI working paper
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Department of Economics discussion paper series / University of Oxford
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Discussion paper / Tinbergen Institute
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
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Journal of banking & finance
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
5
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
Saved in:
6
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
7
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
8
A limited information estimator for the multivariate ordinal probit model
Fu, Tsu-tan
(
contributor
)
- In:
Applied economics
32
(
2000
)
14
,
pp. 1841-1851
Persistent link: https://www.econbiz.de/10001524492
Saved in:
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