Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Composite MEM"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Composite MEM
1
Financial Time Series
1
Multiplicative Error Models
1
Realized Volatility
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Italian
1
Author
All
Brownlees, Christian T.
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Institution
All
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Published in...
All
Econometrics Working Papers Archive
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multiplicative Error Models
Brownlees, Christian T.
;
Cipollini, Fabrizio
;
Gallo, …
-
Dipartimento di Statistica, Informatica, Applicazioni …
-
2011
. The outcome is a novel MEM (called
Composite
MEM
) which is reminiscent of the short- and long-run component GARCH model by …
Persistent link: https://www.econbiz.de/10009643126
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
