//--> //--> //-->
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
~subject:"Zeitreihenanalyse"
~subject:"Capital income"
~person:"Herrera, Rodrigo"
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:"Stock market index"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Capital income
Aktienindex
2
Stock index
2
Time series analysis
2
Volatility
2
Volatilität
2
Ausreißer
1
Correlation
1
Estimation
1
Expected Shortfall
1
Extreme value theory
1
Forecast
1
Forecasting
1
Forecasting model
1
Kapitaleinkommen
1
Korrelation
1
Oil price
1
Option pricing theory
1
Optionspreistheorie
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Prognoseverfahren
1
Realized volatility
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Score-driven models
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Time-varying parameters
1
VAR model
1
VAR-Modell
1
Value at Risk
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
Herrera, Rodrigo
Gil-Alaña, Luis A.
17
Caporale, Guglielmo Maria
12
Allen, David E.
10
Gupta, Rangan
10
McAleer, Michael
9
Bollerslev, Tim
8
Todorov, Viktor
8
Bekaert, Geert
7
Bouri, Elie
7
Hoerova, Marie
7
Lux, Thomas
6
Salisu, Afees A.
6
Shaik, Muneer
6
Ajmi, Ahdi Noomen
5
Ané, Thierry
5
Blazsek, Szabolcs
5
Fortin, Ines
5
Härdle, Wolfgang
5
Kaeck, Andreas
5
Keef, Stephen P.
5
Knif, Johan
5
Ma, Feng
5
Raunig, Burkhard
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Shaikh, Imlak
5
Singh, Abhay Kumar
5
Timmermann, Allan
5
Caldeira, João F.
4
Christensen, Bent Jesper
4
Engle, Robert F.
4
Escribano, Álvaro
4
Franses, Philip Hans
4
Grobys, Klaus
4
Hodoshima, Jiro
4
Hussain, Syed Mujahid
4
Jagannathan, Ravi
4
Lin, Eric C.
4
Lucey, Brian M.
4
McMillan, David G.
4
more ...
less ...
Published in...
All
Documentos de trabajo Banco Central de Chile
1
International journal of forecasting
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->