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A new class of multivariate sk...
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Schätzung
Theorie
135
Theory
132
ARCH-Modell
102
ARCH model
101
economic models
91
Volatility
83
Volatilität
81
Zeitreihenanalyse
79
Bayesian inference
78
Time series analysis
76
Estimation theory
58
Schätztheorie
58
econometrics
48
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45
ECONOMETRICS
39
GAME THEORY
39
Forecasting model
37
Prognoseverfahren
37
information
36
Correlation
35
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35
Korrelation
35
MODELS
33
COMPETITION
31
GARCH
31
Markov chain
29
economic equilibrium
28
Markov-Kette
27
Exchange rate
26
Wechselkurs
26
Börsenkurs
25
Share price
25
efficiency
25
prices
25
INFORMATION
24
competition
24
convex optimization
24
overlapping generations
23
GENERAL EQUILIBRIUM
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2
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English
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Bauwens, Luc
20
Laurent, Sébastien
15
Dufays, Arnaud
5
Palm, Franz C.
5
Augustyniak, Maciej
3
Hecq, Alain W. J.
3
Neely, Christopher J.
3
Rime, Dagfinn
3
Rombouts, Jeroen V. K.
3
Sucarrat, Genaro
3
Violante, Francesco
3
Xu, Yongdeng
3
Beine, Michel
2
Boudt, Kris
2
Croux, Christophe
2
De Backer, Bruno
2
Francq, Christian
2
Giot, Pierre
2
Grigoryeva, Lyudmila
2
Lahaye, Jérôme
2
Ortega, Juan-Pablo
2
Aloy, Marcel
1
Blasques, F.
1
Bos, Charles S.
1
Bourbel, Aurélie
1
Darolles, Serge
1
Dijk, Herman K. van
1
Dzuverovic, Emilija
1
Erdemlioglu, Deniz
1
Fiebig, Denzil G.
1
Ginsburgh, Victor
1
Hafner, Christian M.
1
Laly, Floris
1
Lecourt, Christelle
1
Steel, Mark F. J.
1
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CORE discussion paper : DP
4
CORE discussion papers : DP
4
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
LIDAM discussion paper CORE
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Annales d'économie et de statistique
1
CIRANO - Scientific Publications 2009s-45
1
CRREP working serie 2016-09
1
Cardiff economics working papers
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
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of time series econometrics
1
KBI
1
Recent econometric techniques for macroeconomic and financial data
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ECONIS (ZBW)
35
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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
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
3
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10003542897
Saved in:
4
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
5
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
6
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
7
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
8
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
9
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
Saved in:
10
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
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