Econometric modelling in finance and risk management: an overview (Q299247): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B15
@@ Property / Mathematics Subject Classification ID: 00B15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+-06
@@ Property / Mathematics Subject Classification ID: 62-06 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / zbMATH DE Number @@
+6596538
@@ Property / zbMATH DE Number: 6596538 / rank @@
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@@ Property / zbMATH Keywords @@
+continuous-time model
@@ Property / zbMATH Keywords: continuous-time model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+correlation test
@@ Property / zbMATH Keywords: correlation test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic additive model
@@ Property / zbMATH Keywords: dynamic additive model / rank @@
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@@ Property / zbMATH Keywords @@
+estimation of realized volatility
@@ Property / zbMATH Keywords: estimation of realized volatility / rank @@
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@@ Property / zbMATH Keywords @@
+factor model
@@ Property / zbMATH Keywords: factor model / rank @@
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@@ Property / zbMATH Keywords @@
+long-range dependence
@@ Property / zbMATH Keywords: long-range dependence / rank @@
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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.09.025
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+W2133685763
@@ Property / OpenAlex ID: W2133685763 / rank @@
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@@ Property / cites work @@
+Multivariate Stochastic Volatility: A Review
@@ Property / cites work: Multivariate Stochastic Volatility: A Review / rank @@
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@@ Property / cites work @@
+Nonlinear Time Series
@@ Property / cites work: Nonlinear Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q3428623
@@ Property / cites work: Q3428623 / rank @@
+Normal rank
@@ Property / cites work @@
+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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@@ Property / cites work @@
+Realized Volatility: A Review
@@ Property / cites work: Realized Volatility: A Review / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:299247