//--> //--> //-->
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:"CREATES research paper"
~language:"eng"
~person:"Pakkanen, Mikko S."
~person:"Silvennoinen, Annastiina"
~type_genre:"Arbeitspapier"
~type_genre:"Case study"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Theorie
4
Theory
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Correlation
3
Estimation
3
Estimation theory
3
Korrelation
3
Schätztheorie
3
Schätzung
3
Multivariate Analyse
2
Multivariate analysis
2
Stochastic process
2
Stochastischer Prozess
2
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Australia
1
Australien
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
Decomposition method
1
Dekompositionsverfahren
1
Deterministically varying correlation
1
Financial market regulation
1
Finanzmarktregulierung
1
Forecast
1
Forecasting model
1
GMM estimation
1
Großbritannien
1
Interest rate policy
1
Kapitaleinkommen
1
Leerverkauf
1
Low-interest-rate policy
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
Case study
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
Author
All
Pakkanen, Mikko S.
Silvennoinen, Annastiina
Nielsen, Morten Ørregaard
18
Teräsvirta, Timo
14
Christiansen, Charlotte
12
Johansen, Søren
12
Andreasen, Martin Møller
9
Christensen, Kim
9
Bennedsen, Mikkel
8
Ergemen, Yunus Emre
8
Andersen, Torben
7
Kallestrup-Lamb, Malene
7
Parra-Alvarez, Juan Carlos
7
Podolskij, Mark
7
Santucci de Magistris, Paolo
7
Todorov, Viktor
7
Borup, Daniel
6
Christensen, Bent Jesper
6
Engsted, Tom
6
Hillebrand, Eric
6
Rodríguez-Caballero, Carlos Vladimir
6
Fusari, Nicola
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Veliyev, Bezirgen
5
Violante, Francesco
5
Bollerslev, Tim
4
Grønborg, Niels S.
4
Haldrup, Niels
4
Kang, Jian
4
Kjærgaard, Søren
4
Lunde, Asger
4
MacKinnon, James G.
4
Møller, Stig Vinther
4
Nielsen, Bent
4
Pedersen, Thomas Q.
4
Thyrsgaard, Martin
4
Asgharian, Hossein
3
Aslanidis, Nektarios
3
Barndorff-Nielsen, Ole E.
3
more ...
less ...
Published in...
All
CREATES research paper
Economics working paper
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
SSE EFI working paper series in economics and finance
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
5
Transition from the Taylor rule to the zero lower bound
Hurn, Stan
;
Johnson, Nicholas J.
;
Silvennoinen, Annastiina
-
2018
Persistent link: https://www.econbiz.de/10011946413
Saved in:
6
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
7
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
8
Modelling and forecasting WIG20 daily returns
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721046
Saved in:
9
Arbitrage without borrowing or short selling?
Pakkanen, Mikko S.
;
Lukkarinen, Jani
-
2016
Persistent link: https://www.econbiz.de/10011474727
Saved in:
10
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->