//--> //--> //-->
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
~person:"Asai, Manabu"
~isPartOf:"Computational economics"
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_exact:"Kendall's tau"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Correlation
1
Forecasting model
1
Hysterese
1
Hysteresis
1
Hysteresis variable
1
Hysteretic GARCH model
1
Korrelation
1
Multivariate time series
1
Out-of-sample forecast
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Theorie
1
Theory
1
Time series analysis
1
Time-varying correlation
1
VAR model
1
VAR-Modell
1
Value-at-risk
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Asai, Manabu
Chen, Cathy W. S.
2
Halkos, George E.
2
Afuecheta, Emmanuel
1
Aloui, Chaker
1
Bekiros, Stelios
1
Ben Hamida, Hela
1
Best, Michael J.
1
Bhanja, Niyati
1
Birch, Jenna
1
Caldeira, João F.
1
Chi, Xie
1
Dai, Xingyu
1
Dar, Arif Billah
1
Deng, Kaihua
1
Dong, Manh Cuong
1
Fabozzi, Frank J.
1
Ghosh, Indranil
1
Han, Ah-Reum
1
Hasanov, Mübariz
1
Hedström, Axel
1
Jammazi, Rania
1
Jana, R. K.
1
Jayasekera, Evgeniia
1
Kapounek, Svatopluk
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
Konstantinov, Gueorgui
1
Lee, Sangyoel
1
Luu, Duc Thi
1
Marsalek, Roman
1
Mishra, Tapas
1
Moura, Guilherme Valle
1
Nadarajah, Saralees
1
Nasreen, Samia
1
Ni, Jian
1
Nie, Chun-Xiao
1
Nomikos, Stylianos
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
more ...
less ...
Published in...
All
Computational economics
Econometric reviews
2
Journal of econometrics
2
Journal of forecasting
2
Asia-Pacific financial markets
1
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Journal of time series econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->