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 heterogeneous autoregressive model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Multivariate heterogeneous autoregressive model
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Arzneimittel
1
Asymmetric volatility
1
COVID-19 vaccinations
1
Coronavirus
1
Correlation
1
Epidemic
1
Epidemie
1
Estimation
1
Estimation theory
1
Forecasting model
1
Impfung
1
Korrelation
1
Multivariate Analyse
1
Multivariate analysis
1
Performance evaluation
1
Pharmaceuticals
1
Portfolio diversification
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized covariance matrix
1
Schätztheorie
1
Schätzung
1
Time series analysis
1
Vaccination
1
Volatility connectedness
1
Volatility forecast
1
Volatility timing strategy
1
Welt
1
World
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Do, Hung Xuan
1
Nguyen, Thao Thac Thanh
1
Pham, Son Duy
1
Qu, Hui
1
Vo Xuan Vinh
1
Zhang, Yi
1
Published in...
All
Economic modelling
1
Journal of financial stability
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio diversification during the COVID-19 pandemic : do vaccinations matter?
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
; …
- In:
Journal of financial stability
65
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014289935
Saved in:
2
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
