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
~subject:"Börsenkurs"
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
A new class of multivariate sk...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
Theorie
134
Theory
131
ARCH-Modell
101
ARCH model
100
economic models
91
Volatility
82
Volatilität
80
Bayesian inference
78
Zeitreihenanalyse
78
Time series analysis
75
Estimation theory
58
Schätztheorie
58
econometrics
48
Bayes-Statistik
45
ECONOMETRICS
39
GAME THEORY
39
Forecasting model
36
Prognoseverfahren
36
information
36
Correlation
35
Korrelation
35
Estimation
34
Schätzung
34
MODELS
33
COMPETITION
31
GARCH
31
Markov chain
29
economic equilibrium
28
Markov-Kette
27
Exchange rate
26
Wechselkurs
26
Share price
25
efficiency
25
prices
25
INFORMATION
24
competition
24
convex optimization
24
overlapping generations
23
GENERAL EQUILIBRIUM
22
more ...
less ...
Online availability
All
Free
11
Undetermined
2
Type of publication
All
Book / Working Paper
16
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
10
Working Paper
10
Graue Literatur
9
Non-commercial literature
9
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
Hochschulschrift
1
Rezension
1
Thesis
1
more ...
less ...
Language
All
English
25
Author
All
Bauwens, Luc
20
Giot, Pierre
6
Laurent, Sébastien
5
Hautsch, Nikolaus
3
Neely, Christopher J.
3
Otranto, Edoardo
3
Veredas, David
3
Lahaye, Jérôme
2
Storti, G.
2
Banulescu-Radu, Denisa
1
Bos, Charles S.
1
Bouamara, Nabil
1
Boudt, Kris
1
Bourbel, Aurélie
1
Candelon, Bertrand
1
Dijk, Herman K. van
1
Giot, Pierre-Roland
1
Hurlin, Christophe
1
Storti, Giuseppe
1
Vega, Clara
1
more ...
less ...
Published in...
All
CORE discussion paper : DP
5
Working paper
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
CORE discussion papers : DP
1
Developments in forecast combination and portfolio choice
1
Discussion papers / UCL, Département des Sciences Economiques
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
LIDAM discussion paper CORE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-run volatility dependencies in intraday data and mixture of normal distributions
Bourbel, Aurélie
;
Laurent, Sébastien
- In:
Developments in forecast combination and portfolio choice
,
(pp. 159-177)
.
2001
Persistent link: https://www.econbiz.de/10001719133
Saved in:
2
Jumps, cojumbs and macro announcements
Lahaye, Jérôme
;
Laurent, Sébastien
;
Neely, Christopher J.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 893-921
Persistent link: https://www.econbiz.de/10009408895
Saved in:
3
Jumps, cojumps and macro announcements
Lahaye, Jérôme
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003740681
Saved in:
4
Do we need high frequency data to forecast variances?
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Candelon, …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 135-174
Persistent link: https://www.econbiz.de/10011592741
Saved in:
5
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
6
The stochastic conditional duration model : a latent factor model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
-
1999
Persistent link: https://www.econbiz.de/10001430783
Saved in:
7
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001430824
Saved in:
8
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
9
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
10
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
