//--> //--> //-->
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
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Lucas, André"
~subject:"Multivariate Analyse"
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:"student-t"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Correlation
2
Estimation
2
Kapitaleinkommen
2
Korrelation
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Bayes-Statistik
1
Bayesian inference
1
Fractional integration
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Metropolis-Hastings algorithm
1
Monte Carlo estimation
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate volatility
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Student's t copula
1
Time-varying dependence
1
Zustandsraummodell
1
copula
1
dynamic dependence
1
importance sampling
1
mixture of Student's t-distributions
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Lucas, André
Koopman, Siem Jan
2
Creal, Drew
1
Janus, Paweł
1
Published in...
All
Discussion paper / Tinbergen Institute
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
2
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
time-varying covariance matrix of the multivariate
Student
's
t
distribution. The key novelty of our proposed model concerns …
Persistent link: https://www.econbiz.de/10011380135
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->