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~subject:"Zeitreihenanalyse"
~person:"Herrera, Rodrigo"
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Zeitreihenanalyse
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Herrera, Rodrigo
Gil-Alaña, Luis A.
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Lux, Thomas
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Ajmi, Ahdi Noomen
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Yang, Minxian
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Zhu, Jie
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Chang, Chia-Lin
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Li, Wai Keung
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Documentos de trabajo Banco Central de Chile
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International journal of forecasting
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Risk modeling with option-implied correlations and score-driven dynamics
Piña, Marco
;
Herrera, Rodrigo
-
2021
Persistent link: https://www.econbiz.de/10013279402
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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