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~person:"Alfelt, Gustav"
~person:"Dobrev, Dobrislav"
~subject:"Risikomaß"
~subject:"Zeitreihenanalyse"
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Risikomaß
Zeitreihenanalyse
Analysis of variance
4
Time series analysis
4
Varianzanalyse
4
Volatility
4
Volatilität
4
Börsenkurs
2
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2
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Estimation theory
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High-dimensional data
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Inference on Integrated Variance
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Inference on Jumps
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Integrated Quarticity
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Kapitaleinkommen
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Korrelation
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Realized covariance matrix
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Robust Neighborhood Truncation Estimator
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Robust statistics
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Schätztheorie
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Alfelt, Gustav
Dobrev, Dobrislav
Caporin, Massimiliano
8
McAleer, Michael
7
Bauwens, Luc
6
Opschoor, Anne
6
Voev, Valeri
6
Christensen, Kim
5
Lucas, André
5
Patton, Andrew J.
5
Schmid, Wolfgang
5
Bonato, Matteo
4
Halbleib, Roxana
4
Janus, Paweł
4
Korn, Ralf
4
Podolskij, Mark
4
Bodnar, Taras
3
Bollerslev, Tim
3
Dijk, Herman K. van
3
Fengler, Matthias R.
3
Huschens, Stefan
3
Härdle, Wolfgang
3
Javed, Farrukh
3
Koopman, Siem Jan
3
Ng, Serena
3
Oomen, Roel C. A.
3
Otranto, Edoardo
3
Quaedvlieg, Rogier
3
Ranaldo, Angelo
3
Stahl, Gerhard
3
Xu, Yongdeng
3
Śliwa, Przemysław
3
Andersen, Torben
2
Braione, Manuela
2
Corsi, Fulvio
2
Emmer, Susanne
2
Fengler, Matthias
2
Gao, Jiti
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Gribisch, Bastian
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Econometric theory
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International finance discussion papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
3
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
Saved in:
4
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
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