//--> //--> //--> //-->
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:"Rombouts, Jeroen V. K."
~person:"Teräsvirta, Timo"
~type_genre:"Arbeitspapier"
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_exact:"Multivariate analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
17
Multivariate analysis
17
ARCH model
8
ARCH-Modell
8
Volatility
6
Volatilität
6
Börsenkurs
5
Estimation theory
5
Schätztheorie
5
Share price
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Aktienindex
2
Correlation
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Option trading
2
Optionsgeschäft
2
Stock index
2
Time series analysis
2
Zeitreihenanalyse
2
Australia
1
Australien
1
Cointegration
1
Deterministically varying correlation
1
Deutschland
1
Exchange rate
1
Germany
1
Großbritannien
1
Kointegration
1
Nichtlineare Regression
1
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
17
Author
All
Rombouts, Jeroen V. K.
Teräsvirta, Timo
Greenacre, Michael J.
17
McAleer, Michael
16
Schmid, Wolfgang
13
Hallin, Marc
12
Hafner, Christian M.
11
Härdle, Wolfgang
11
Croux, Christophe
9
Pesaran, M. Hashem
9
Shephard, Neil G.
9
Brixiova, Zuzana
8
Kangoye, Thierry
8
Weihs, Claus
8
Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
7
Hecq, Alain W. J.
7
Herwartz, Helmut
7
Marcellino, Massimiliano
7
Asai, Manabu
6
Carriero, Andrea
6
Kapetanios, George
6
Koopman, Siem Jan
6
Ledoit, Olivier
6
Velden, Michel van de
6
Wolf, Michael
6
Fried, Roland
5
Groenen, Patrick J. F.
5
Hansen, Peter Reinhard
5
Lovcha, Yuliya
5
Okhrin, Ostap
5
Savaglio, Ernesto
5
Sentana, Enrique
5
Sibbertsen, Philipp
5
Allen, David E.
4
Amengual, Dante
4
Barndorff-Nielsen, Ole E.
4
Bauwens, Luc
4
Bodnar, Olha
4
Bodnar, Taras
4
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Published in...
All
CREATES research paper
5
CORE discussion papers : DP
4
CORE discussion paper : DP
2
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Discussion papers / UCL, Département des Sciences Economiques
1
Econometric Institute research papers
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
SSE EFI working paper series in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
4
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
5
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
6
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
Saved in:
7
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
8
Semiparametric multivariate density estimation for positive data using coplas
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526639
Saved in:
9
Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003527551
Saved in:
10
Semiparametric multivariate density estimation for positive data using copulas
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557217
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->