//--> //--> //-->
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:"International journal of forecasting"
~person:"Batabyal, Amitrajeet A."
~person:"Lucas, André"
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:"Stochastic process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Dynamic higher-order moments
1
Dynamic volatilities
1
Estimation theory
1
Exponentially Weighted Moving Average (EWMA)
1
Forecasting model
1
Integrated generalized autoregressive score models
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Value-at-Risk (VaR)
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Batabyal, Amitrajeet A.
Lucas, André
Chan, Joshua
2
Ruiz, Esther
2
Athanasopoulos, George
1
Baillie, Richard
1
Barajas-Solano, David A.
1
Breitung, Jörg
1
Brüggemann, Ralf
1
Chiu, Ching Wai Jeremy
1
Collet, J.
1
Cross, Jamie
1
Dessertaine, A.
1
Dimitrakopoulos, Stefanos
1
Dordonnat, V.
1
Eraslan, Sercan
1
Erkkilä, Timo
1
Espasa Terrades, Antoni
1
Fenner, Trevor
1
Gasthaus, Jan
1
Gunawan, David
1
Hafner, Christian M.
1
Hasson, Hilaf
1
Horta, Eduardo
1
Huber, Florian
1
Iversen, Emil B.
1
Januschowski, Tim
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Kohn, Robert
1
Koopman, Siem Jan
1
Kryshko, Maxym
1
Levene, Mark
1
Li, Gang
1
Lloyd, James Robert
1
Lütkepohl, Helmut
1
Ma, Tong
1
Madsen, Henrik
1
Mao, Xiuping
1
Michalakelis, C.
1
Morales, Juan M.
1
more ...
less ...
Published in...
All
International journal of forecasting
Discussion paper / Tinbergen Institute
15
RIT Economics Department Working Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Journal of empirical finance
1
Journal of financial econometrics
1
Rochester Institute of Technology Economics Department Working Paper
1
Sveriges Riksbank working paper series
1
Tourism management : research, policies, practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->