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
Retain my current filters
~isPartOf:"International journal of forecasting"
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
New HEAVY Models for Fat-Taile...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Score-driven dynamics
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Analysis of variance
1
Dynamic distribution
1
Expected Shortfall
1
Forecasting model
1
Heavy tails
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Overnight volatility
1
Prognoseverfahren
1
Realized kernel
1
Realized variance
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Time-varying shape-parameters
1
Value-at-Risk
1
Varianzanalyse
1
Vol-of-vol
1
distribution
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
Lucas, André
2
Opschoor, Anne
2
Published in...
All
International journal of forecasting
Tinbergen Institute Discussion Paper
60
Tinbergen Institute Discussion Papers
52
Discussion paper / Tinbergen Institute
22
Journal of Econometrics
7
Journal of Banking & Finance
5
Econometric Institute Research Papers
4
Journal of Business & Economic Statistics
4
Journal of Empirical Finance
4
Serie Research Memoranda
4
Journal of econometrics
3
Journal of Applied Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
1
Applied Financial Economics
1
Applied Mathematical Finance
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik - Session: Spatial and Panel Econometrics
1
CREA Discussion Paper Series
1
CREATES Research Papers
1
CREATES research paper
1
ECB Working Paper
1
Econometric Reviews
1
Econometric theory
1
Economics Letters
1
Economics letters
1
Economics, statistics and mathematical economics
1
GSBE research memoranda
1
Global COE Hi-Stat Discussion Paper Series
1
International journal of applied econometrics and quantitative studies : IJAEQS
1
Journal of Corporate Finance
1
Journal of Financial and Quantitative Analysis
1
Journal of Money, Credit and Banking
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
LSF Research Working Paper Series
1
NBB Working Paper
1
NYU Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
2
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
