//--> //--> //-->
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:"Escribano, Álvaro"
~subject:"Forecasting model"
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:"score driven models"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Estimation
2
Markov chain
2
Markov-Kette
2
Oil market
2
Oil price
2
Schätzung
2
Time series analysis
2
Volatility
2
Volatilität
2
Welt
2
World
2
Zeitreihenanalyse
2
Ölmarkt
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Estimation theory
1
Global Crude Oil Market
1
Markov Regime-Switching Models
1
Nichtlineare Regression
1
Nonlinear Co-Integration
1
Nonlinear regression
1
Outliers And Structural Changes
1
Prognoseverfahren
1
Schätztheorie
1
Score-Driven Models
1
Stock index
1
dynamic conditional score (DCS)
1
expected return
1
generalized autoregressive score (GAS)
1
global crude oil market
1
markov regime-switching models
1
maximum likelihood (ML) conditions for score-driven models
1
nonlinear co-integration
1
score-driven models
1
structural changes
1
volatility forecasting
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
Escribano, Álvaro
Delle Monache, Davide
7
Petrella, Ivan
7
Venditti, Fabrizio
4
Borenstein, Denis
2
Catania, Leopoldo
2
De Polis, Andrea
2
Fernandes, Cristiano Augusto Coelho
2
Koopman, Siem Jan S.J.
2
Blasques, Francisco
1
Blasques, Francisco F.
1
Blazsek, Szabolcs
1
Buccheri, Giuseppe
1
Clements, Adam
1
Corsi, Fulvio
1
Fuentes, Fernanda
1
Gorgi, Paolo
1
Herrera, Rodrigo
1
Hoeltgebaum, Henrique
1
Koopman, Siem Jan
1
Licht, Adrian
1
Lit, Rutger
1
Lucas, André
1
Proietti, Tommaso
1
Sarlo, Rodrigo
1
Vassallo, Danilo
1
Veiga, Alvaro
1
Łasak, Katarzyna
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->