//--> //--> //--> //-->
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:"Journal of applied econometrics"
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
Modelling financial high frequ...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Forecasting model
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Schätzung
2
Share price
2
Time series analysis
2
Varianzanalyse
2
Zeitreihenanalyse
2
2002-2010
1
Aktienmarkt
1
Capital income
1
Decomposition method
1
Dekompositionsverfahren
1
Derivat
1
Derivative
1
Duration analysis
1
EU countries
1
EU-Staaten
1
Econometric model
1
Econometrics
1
Economic indicator
1
Electricity
1
Electricity price
1
Elektrizität
1
Estimation theory
1
Industrial organization
1
Industrieökonomik
1
Kapitaleinkommen
1
more ...
less ...
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
7
Undetermined
4
Author
All
Bauwens, Luc
6
Hautsch, Nikolaus
3
Kyj, Lada M.
3
Hafner, Christian M.
2
Laurent, Sébastien
2
Lubrano, Michel
2
Oomen, Roel C. A.
2
Pierret, Diane
2
Rombouts, Jeroen V. K.
2
Escribano, Alvaro
1
Escribano, Álvaro
1
Härdle, Wolfgang
1
Koop, Gary
1
Korobilis, Dimitris
1
Malec, Peter
1
Mihoci, Andrija
1
Rombouts, Jeroen V.K.
1
bauwens, Luc
1
hautsch, Nikolaus
1
more ...
less ...
Published in...
All
Journal of applied econometrics
CORE Discussion Papers RP
77
CORE Discussion Papers
49
CFS Working Paper Series
34
SFB 649 Discussion Paper
34
CORE discussion papers : DP
32
SFB 649 discussion paper
32
SFB 649 Discussion Papers
30
CFS working paper series
28
CORE discussion paper : DP
24
Journal of econometrics
22
CFS Working Paper
21
CoFE Discussion Paper
14
Discussion papers / UCL, Département des Sciences Economiques
11
Journal of Econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of empirical finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Cahiers de recherche
7
CoFE discussion papers
7
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
7
Discussion paper series / CoFE
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
FRU Working Papers
7
International journal of forecasting
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
7
Diskussionspapier
6
Journal of Applied Econometrics
6
ULB Institutional Repository
6
Econometric Institute Research Papers
5
Journal of Empirical Finance
5
Journal of economic dynamics & control
5
Annales d'économie et de statistique
4
Applied quantitative finance
4
CFR Working Papers
4
CORE Discussion Paper
4
Discussion paper / Tinbergen Institute
4
Empirical Economics
4
Journal of banking & finance
4
Journal of international money and finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
4
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A blocking and regularization approach to high-dimensional realized covariance estimation
hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-646
Persistent link: https://www.econbiz.de/10010026027
Saved in:
2
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
3
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
4
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
5
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010158170
Saved in:
6
The Econometrics of Industrial Organization
Bauwens, Luc
;
Escribano, Alvaro
;
Lubrano, Michel
- In:
Journal of applied econometrics
22
(
2007
)
7
,
pp. 1153-1156
Persistent link: https://www.econbiz.de/10007891478
Saved in:
7
Multivariate GARCH models: a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V.K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10006955386
Saved in:
8
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
9
Special issue: The econometrics of industrial organization
Bauwens, Luc
(
contributor
);
Escribano, Álvaro
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003619565
Saved in:
10
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->