- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Econometrics and Statistics, 12, S. 198-216
- Ereignis
-
Veröffentlichung
- (wo)
-
Augsburg
- (wer)
-
Universität Augsburg
- (wann)
-
2019
- Ereignis
-
Veröffentlichung
- (wo)
-
Amsterdam
- (wer)
-
Elsevier
- (wann)
-
2019
- Urheber
- DOI
-
10.1016/j.ecosta.2019.03.003
- URN
-
urn:nbn:de:bvb:384-opus4-638349
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:58 MESZ
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
- Czado, Claudia
- Ivanov, Eugen
- Okhrin, Yarema
- Universität Augsburg
- Elsevier
Entstanden
- 2019
Ähnliche Objekte (12)
From zero to hero: Realized partial (co)variances
A Latent Factor Model for Forecasting Realized Variances
Dependence Measuring from Conditional Variances
Observation-driven Models for Realized Variances and Overnight Returns
Dependence modeling using vine copulas in insurance
Financial Dependence Analysis: Applications of Vine Copulae
Dynamics of HDI Index: Temporal Dependence Based on D-vine Copulas Model for Three-Way Data
The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
Vine copula approximation: a generic method for coping with conditional dependence
Forecasting realized volatility in turbulent times using temporal fusion transformers
Realized volatility
Realized copula
From zero to hero: Realized partial (co)variances
A Latent Factor Model for Forecasting Realized Variances
Dependence Measuring from Conditional Variances
Observation-driven Models for Realized Variances and Overnight Returns
Dependence modeling using vine copulas in insurance
Financial Dependence Analysis: Applications of Vine Copulae
Dynamics of HDI Index: Temporal Dependence Based on D-vine Copulas Model for Three-Way Data
The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
Vine copula approximation: a generic method for coping with conditional dependence
Forecasting realized volatility in turbulent times using temporal fusion transformers
Realized volatility
Realized copula
From zero to hero: Realized partial (co)variances
A Latent Factor Model for Forecasting Realized Variances
Dependence Measuring from Conditional Variances
Observation-driven Models for Realized Variances and Overnight Returns
Dependence modeling using vine copulas in insurance
Financial Dependence Analysis: Applications of Vine Copulae
Dynamics of HDI Index: Temporal Dependence Based on D-vine Copulas Model for Three-Way Data
The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
Vine copula approximation: a generic method for coping with conditional dependence
Forecasting realized volatility in turbulent times using temporal fusion transformers
Realized volatility