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~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Volatilität
Cluster analysis
3,346
Clusteranalyse
3,346
Theorie
2,643
Theory
2,643
Multivariate analysis
2,159
Multivariate Analyse
2,154
Multivariate distribution
1,858
Multivariate Verteilung
1,856
Regional cluster
1,134
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1,134
Zeitreihenanalyse
897
Time series analysis
896
Estimation
844
Schätzung
843
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829
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829
Volatility
822
Estimation theory
610
Schätztheorie
610
Portfolio selection
588
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588
Statistical distribution
582
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582
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574
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573
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546
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546
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546
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546
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511
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cluster analysis
464
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454
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454
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425
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425
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401
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213
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634
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Konferenzschrift
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636
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206
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186
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181
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18
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18
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15
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13
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5
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821
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McAleer, Michael
29
Hammoudeh, Shawkat
16
Asai, Manabu
15
Mensi, Walid
13
Herwartz, Helmut
11
Koopman, Siem Jan
11
Lucas, André
11
Rombouts, Jeroen V. K.
9
Teräsvirta, Timo
9
Silvennoinen, Annastiina
8
Tiwari, Aviral Kumar
8
Allen, David E.
7
Engle, Robert F.
7
Hafner, Christian M.
7
Kang, Sang Hoon
7
Al-Yahyaee, Khamis Hamed
6
Bouri, Elie
6
Guesmi, Khaled
6
Manner, Hans
6
Powell, Robert
6
Aloui, Riadh
5
Caporin, Massimiliano
5
Clements, Adam
5
Gouriéroux, Christian
5
Gupta, Rangan
5
Janus, Paweł
5
Kim, Jong-Min
5
Manera, Matteo
5
Rossi, Eduardo
5
Serletis, Apostolos
5
Yelkenci, Tezer
5
Yoon, Seong-min
5
Abakah, Emmanuel Joel Aikins
4
Avdulaj, Krenar
4
Barunik, Jozef
4
Bauwens, Luc
4
Carriero, Andrea
4
Chang, Chia-Lin
4
Cifarelli, Giulio
4
Conrad, Christian
4
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
47
Discussion paper / Tinbergen Institute
25
Econometric reviews
23
Journal of econometrics
23
Economic modelling
19
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
15
International review of economics & finance : IREF
15
International review of financial analysis
15
Research in international business and finance
15
Journal of banking & finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
International journal of forecasting
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Computational economics
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Journal of financial econometrics
7
Journal of forecasting
7
Journal of international money and finance
7
The European journal of finance
7
Econometrics : open access journal
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper
6
Econometric Institute research papers
5
Emerging markets, finance and trade : EMFT
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of economics and financial issues : IJEFI
5
International journal of theoretical and applied finance
5
Journal of applied econometrics
5
Quantitative finance
5
Risks : open access journal
5
The journal of futures markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
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ECONIS (ZBW)
822
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1
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1
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
2
L1 regularization for high-dimensional
multivariate
GARCH models
Yao, Sijie
;
Zou, Hui
;
Xing, Haipeng
- In:
Risks : open access journal
12
(
2024
)
2
,
pp. 1-29
The complexity of estimating
multivariate
GARCH models increases significantly with the increase in the number of asset …
Persistent link: https://www.econbiz.de/10014497339
Saved in:
3
Investigating volatility transmission across international equity markets using
multivariate
fractional models
Saâdaoui, Foued
;
Ghadhab, Imen
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2139-2157
Persistent link: https://www.econbiz.de/10014259113
Saved in:
4
Deep learning for
multivariate
volatility forecasting in high-dimensional financial time series
Iwafuchi, Rei
;
Matsuda, Yasumasa
-
2024
Persistent link: https://www.econbiz.de/10014526627
Saved in:
5
Comparison of Value at Risk (VaR)
multivariate
forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Multivariate
stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
7
Building
multivariate
time-varying smooth transition correlation GARCH models, with an application to the four largest Australian banks
Hall, Anthony
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometrics : open access journal
11
(
2023
)
1
,
pp. 1-37
This paper proposes a methodology for building
Multivariate
Time-Varying STCC-GARCH models. The novel contributions in …
Persistent link: https://www.econbiz.de/10014281494
Saved in:
8
Estimation of large volatility matrices with low-rank signal plus sparse noise structures
Dai, Runyu
;
Matsuda, Yasumasa
-
2023
Persistent link: https://www.econbiz.de/10014310363
Saved in:
9
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
10
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
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