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~subject:"Korrelation"
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Korrelation
Zeitreihenanalyse
165
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154
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90
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88
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Teräsvirta, Timo
21
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16
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7
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5
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5
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4
Hurn, Stan
4
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3
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2
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2
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2
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2
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1
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1
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ECONIS (ZBW)
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1
The empirical size and power of some tests for detecting autoregressive conditional heteroskedasticity in the presence of serial correlation
Hurn, Stan
;
MacDonald, Alexander David
-
1995
Persistent link: https://www.econbiz.de/10000916031
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2
Identifying aggregate demand and supply shocks in a small open economy
Enders, Walter
;
Hurn, Stan
- In:
Oxford economic papers
59
(
2007
)
3
,
pp. 411-429
Persistent link: https://www.econbiz.de/10003507130
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3
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
4
Forecasting day-ahead electricity load using a multiple equation time series approach
Clements, Adam
;
Hurn, Stan
;
Li, Zhigang
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 522-530
Persistent link: https://www.econbiz.de/10011444344
Saved in:
5
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502490
Saved in:
6
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
7
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
8
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 217-260)
.
2019
Persistent link: https://www.econbiz.de/10012249137
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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