- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2010, Ausgabe 49, 2010
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2010
- Urheber
- DOI
-
10.18452/4277
- URN
-
urn:nbn:de:kobv:11-100176485
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:55 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Borak, Szymon
- Misiorek, Adam
- Weron, Rafał
- Humboldt-Universität zu Berlin
Entstanden
- 2010
Ähnliche Objekte (12)
Models for heavy-tailed asset returns
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
Stochastic volatility models: Conditional normality versus heavy tailed distributions
Bayesian analysis of intraday stochastic volatility models of high-frequency stock returns with skew heavy-tailed errors
Lévy-type models for asset returns
Forecast combination under heavy-tailed errors
Threshold Selection for Multivariate Heavy-tailed Data
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Copula-Based Factor Models for Multivariate Asset Returns
Copula-based factor models for multivariate asset returns
On asymptotic diversification effects for heavy-tailed risks
An introduction to heavy tailed and subexponential distributions
Models for heavy-tailed asset returns
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
Stochastic volatility models: Conditional normality versus heavy tailed distributions
Bayesian analysis of intraday stochastic volatility models of high-frequency stock returns with skew heavy-tailed errors
Lévy-type models for asset returns
Forecast combination under heavy-tailed errors
Threshold Selection for Multivariate Heavy-tailed Data
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Copula-Based Factor Models for Multivariate Asset Returns
Copula-based factor models for multivariate asset returns
On asymptotic diversification effects for heavy-tailed risks
An introduction to heavy tailed and subexponential distributions
Models for heavy-tailed asset returns
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
Stochastic volatility models: Conditional normality versus heavy tailed distributions
Bayesian analysis of intraday stochastic volatility models of high-frequency stock returns with skew heavy-tailed errors
Lévy-type models for asset returns
Forecast combination under heavy-tailed errors
Threshold Selection for Multivariate Heavy-tailed Data
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Copula-Based Factor Models for Multivariate Asset Returns
Copula-based factor models for multivariate asset returns
On asymptotic diversification effects for heavy-tailed risks