//--> //--> //-->
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
~person:"D'Innocenzo, Enzo"
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:"Common Factor"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial econometrics
2
common factor
2
conditional volatility
2
observation-driven models
2
ARCH model
1
ARCH-Modell
1
Estimation
1
Schätzung
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
2
Author
All
D'Innocenzo, Enzo
Eberhardt, Markus
25
Westerlund, Joakim
21
Marcellino, Massimiliano
15
Hubrich, Kirstin
14
Wieladek, Tomasz
11
Beck, Günter W.
9
Teal, Francis
7
Chiu, Adrian
6
Liddle, Brantley
6
Theissen, Erik
6
Chauvet, Marcelle
5
Ciccarelli, Matteo
5
Cristini, Annalisa
5
Das, Samarjit
5
Helmers, Christian
5
Li, Jackie
5
Mojon, Benoît
5
Beck, Guenter W.
4
Hautsch, Nikolaus
4
Reese, Simon
4
Sevilla, Almudena
4
Strauss, Hubert
4
Bhattacharya, Kaushik
3
Dissanayake, Jagath
3
Gilhooly, Robert
3
Kappler, Marcus
3
Krijnen, Wim
3
Potter, Simon
3
Urbain, Jean-Pierre
3
Weale, Martin
3
Alonso-García, Jennifer
2
Ando, Tomohiro
2
Banerjee, Anindya
2
Becker, Bettina
2
Bernhofen, Daniel M.
2
Blasques, Francisco
2
Deniz, Pinar
2
Edgerton, David
2
Elisa, Ossola
2
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
1
Tinbergen Institute Discussion Paper
1
Source
All
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
-
2021
is based on an observation-driven time series model that is simple and parsimonious. The
common
factor
is modeled by a …
Persistent link: https://www.econbiz.de/10012606023
Saved in:
2
Common and idiosyncratic conditional volatility factors : theory and empirical evidence
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
-
2021
-
This version: June 21, 2021
is based on an observation-driven time series model that is simple and parsimonious. The
common
factor
is modeled by a …
Persistent link: https://www.econbiz.de/10012591559
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->