//--> //--> //-->
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:"Lucas, André"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type:"article"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Volatility
ARCH model
7
ARCH-Modell
7
Time series analysis
5
Volatilität
5
Zeitreihenanalyse
5
Theorie
4
Theory
4
Capital income
3
Correlation
3
Estimation
3
Korrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Estimation theory
2
Forecasting model
2
Multivariate volatility
2
Prognoseverfahren
2
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
1967-1993
1
1986-1995
1
Aktienindex
1
Autoregressive conditional duration
1
Bayes-Statistik
1
Bayesian inference
1
Delta-method
1
Dynamic higher-order moments
1
Dynamic volatilities
1
Economic indicator
1
Exchange rate
1
Exponentially Weighted Moving Average (EWMA)
1
Fractional integration
1
Generalized autoregressive conditional heteroskedasticity
1
Generalized autoregressive score (GAS) dynamics
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Lucas, André
Ma, Feng
60
Gupta, Rangan
37
McAleer, Michael
32
Kumar, Dilip
31
Bouri, Elie
30
Zhang, Yaojie
30
McMillan, David G.
23
Kang, Sang Hoon
22
Wang, Yudong
22
Liang, Chao
21
Wei, Yu
21
Serletis, Apostolos
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Hammoudeh, Shawkat
19
Wu, Xinyu
19
Degiannakis, Stavros
18
Hamori, Shigeyuki
18
Chiang, Thomas C.
17
Floros, Christos
16
Malik, Farooq
16
Mensi, Walid
16
Chevallier, Julien
15
Nguyen, Duc Khuong
15
Brooks, Robert
14
Chang, Chia-Lin
14
Molnár, Peter
14
Xuan Vinh Vo
14
Teräsvirta, Timo
13
Choudhry, Taufiq
12
Engle, Robert F.
12
Jawadi, Fredj
12
Lu, Xinjie
12
Maheswaran, S.
12
Nonejad, Nima
12
Shi, Yanlin
12
Apergēs, Nikolaos
11
Caporin, Massimiliano
11
Chen, Cathy W. S.
11
Filis, George
11
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied financial economics
1
International journal of forecasting
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
2
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
3
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
4
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
5
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->