//--> //--> //-->
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
~isPartOf:"CORE discussion papers : DP"
~subject:"Finanzmarkt"
~subject:"Volatility"
~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:"Kendall's tau"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Volatility
Correlation
15
Korrelation
15
ARCH model
7
ARCH-Modell
7
Estimation theory
7
Schätztheorie
7
Volatilität
6
Analysis of variance
5
Linear algebra
5
Lineare Algebra
5
Varianzanalyse
5
Theorie
4
Theory
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Dynamic conditional correlations
2
Hadamard exponential matrix
2
Markov chain
2
Markov-Kette
2
Time series analysis
2
Zeitreihenanalyse
2
correlation
2
Art trade
1
Arts
1
Capital market returns
1
Conditional Autoregressive Wishart (CAW) model
1
Correlation matrix
1
Cultural economics
1
Econometric model
1
Forecasting
1
Forecasting model
1
Index
1
Index construction
1
Index number
1
Indexberechnung
1
Kapitalmarktrendite
1
Kronecker product
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Language
All
English
6
Author
All
Bauwens, Luc
5
Otranto, Edoardo
2
Storti, Giuseppe
2
Braione, Manuela
1
Dufays, Arnaud
1
Xu, Yongdeng
1
Published in...
All
CORE discussion papers : DP
Discussion paper / Tinbergen Institute
15
CESifo working papers
9
CREATES research paper
7
Working paper
7
SFB 649 discussion paper
4
Working papers
4
Working papers on finance
4
Discussion paper
3
Discussion papers / CEPR
3
Econometric Institute research papers
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / University of Zurich, Department of Economics
3
CIRJE discussion papers / F series
2
Cambridge working papers in economics
2
Cardiff economics working papers
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Documents de travail / Banque de France
2
ECARES working paper
2
Faculty & research / Insead : working paper series
2
Finmap working paper
2
International finance discussion papers
2
LIDAM discussion paper CORE
2
NCER working paper series
2
Nota di lavoro / Fondazione Eni Enrico Mattei
2
Research notes in economics & statistics
2
Research paper series / Swiss Finance Institute
2
Umeå economic studies
2
AFI
1
BGPE discussion paper : Bavarian graduate program in economics
1
Bank of Finland research discussion papers
1
Bank of Japan working paper series
1
CAMA working paper series
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cahiers d'etudes / Banque Centrale du Luxembourg
1
CefES paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
4
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
5
Computationally efficient inference procedures for vast dimensional realized covariance models
Bauwens, Luc
;
Storti, Giuseppe
-
2012
Persistent link: https://www.econbiz.de/10009573788
Saved in:
6
Infinite-state Markov-switching for dynamic volatility and correlation models
Dufays, Arnaud
-
2012
Persistent link: https://www.econbiz.de/10009731096
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->