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~person:"Alfelt, Gustav"
~subject:"Risikomaß"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Risikomaß
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Analysis of variance
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Alfelt, Gustav
Bauwens, Luc
10
Caporin, Massimiliano
10
Voev, Valeri
8
Christensen, Kim
7
McAleer, Michael
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Opschoor, Anne
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Le, Anh
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Fengler, Matthias R.
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Koopman, Siem Jan
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Wese Simen, Chardin
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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:
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