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:"Multivariate HEAVY"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Correlation
2
Estimation theory
2
Forecasting
2
Korrelation
2
Multivariate Analyse
2
Multivariate HEAVY
2
Multivariate analysis
2
Schätztheorie
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Analysis of variance
1
Capital income
1
Dynamic conditional correlation
1
Dynamic conditional correlations
1
Forecasting model
1
Fractional integration
1
Kapitaleinkommen
1
Long memory
1
Multivariate GARCH
1
Prognoseverfahren
1
Realized correlations
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Bauwens, Luc
1
Dark, Jonathan
1
Xu, Yongdeng
1
Published in...
All
CORE discussion papers : DP
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
