//--> //--> //-->
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:"Elst, Harry Vander"
~subject:"long memory"
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:"Realized"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
long memory
Jumps
1
Noise
1
Realized GARCH models
1
Realized measures
1
Syncrhonization
1
high-frequency data
1
realized measures
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Elst, Harry Vander
Asai, Manabu
5
McAleer, Michael
5
Medeiros, Marcelo C.
5
Andersen, Torben G.
4
Bollerslev, Tim
4
Diebold, Francis X.
4
Martens, Martin
4
Wu, Jin
4
Dijk, Dick van
3
Lux, Thomas
3
Morales-Arias, Leonardo
3
Nielsen, Morten Ørregaard
3
Pooter, Michiel de
3
Sattarhoff, Cristina
3
Shenai, Nikhil
3
Vander Elst, Harry
3
Zikes, Filip
3
Barunik, Jozef
2
Caporale, Guglielmo Maria
2
Christensen, Bent Jesper
2
Feng, Yuanhua
2
Hillebrand, Eric
2
Martin-Valmayor, Miguel
2
Oomen, Roel C. A.
2
Scharth, Marcel
2
Shimotsu, Katsumi
2
Yang, Ke
2
Baruník, Jozef
1
Ben Maatoug, Abderrazak
1
Chen Zhou
1
Chen, Langnan
1
Coulon, Jérôme
1
Davidson, Russell
1
Ergemen, Yunus Emre
1
Fatnassi, Ibrahim
1
Frederiksen, Per Houmann
1
Gil-Alana, Luis A.
1
Gil-Alaña, Luis A.
1
Gurgul, Henryk
1
more ...
less ...
Institution
All
Nationale Bank van België/Banque national de Belqique (BNB)
1
Published in...
All
Working Paper Research
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
FloGARCH : Realizing long memory and asymmetries in returns volatility
Elst, Harry Vander
-
Nationale Bank van België/Banque national de Belqique (BNB)
-
2015
frequency returns and
realized
measures and are sufficiently flexible to capture long memory as well as asymmetries related to …
Realized
GARCH models. …
Persistent link: https://www.econbiz.de/10011272800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->