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:"Dynamic factor"
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
"Markov Switching Asymmetric S...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic factor
Markov chain
13
Markov chain Monte Carlo
13
Markov-Kette
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Theorie
12
Theory
12
Volatility
12
Volatilität
12
State space model
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Japan
8
Schätzung
8
Stochastic volatility
7
Bayesian inference
6
Zustandsraummodell
6
Bayes-Statistik
5
Capital income
5
Kapitaleinkommen
5
Stock returns
5
Correlation
4
Korrelation
4
Mixture sampler
4
Portfolio selection
4
Portfolio-Management
4
stochastic volatility
4
ARCH model
3
ARCH-Modell
3
Discrete choice
3
Diskrete Entscheidung
3
Leverage effect
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Multivariate Analyse
3
Multivariate analysis
3
Realized volatility
3
Time series analysis
3
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Omori, Yasuhiro
3
Yamauchi, Yuta
3
Published in...
All
CIRJE discussion papers / F series
2
Econometric reviews
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
-
2020
Persistent link: https://www.econbiz.de/10013335000
Saved in:
2
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
-
2021
Persistent link: https://www.econbiz.de/10013339035
Saved in:
3
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
