Forecasting realized (co)variances with a block structure Wishart autoregressive model:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Zurich
Swiss National Bank
2009
|
| Schriftenreihe: | Swiss National Bank working papers
2009,3 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Online-Ausg. im Internet |
| Beschreibung: | 33 S. graph. Darst. |
Internformat
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| 100 | 1 | |a Bonato, Matteo |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Forecasting realized (co)variances with a block structure Wishart autoregressive model |c Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo |
| 264 | 1 | |a Zurich |b Swiss National Bank |c 2009 | |
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| 650 | 7 | |a Prognoseverfahren |2 stw | |
| 650 | 7 | |a Theorie |2 stw | |
| 650 | 7 | |a Varianzanalyse |2 stw | |
| 700 | 1 | |a Caporin, Massimiliano |e Verfasser |0 (DE-588)132163322 |4 aut | |
| 700 | 1 | |a Ranaldo, Angelo |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| author | Bonato, Matteo Caporin, Massimiliano Ranaldo, Angelo |
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| id | DE-604.BV036103233 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:11:40Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018993551 |
| oclc_num | 553461868 |
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| owner | DE-19 DE-BY-UBM |
| owner_facet | DE-19 DE-BY-UBM |
| physical | 33 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Swiss National Bank |
| record_format | marc |
| series | Swiss National Bank working papers |
| series2 | Swiss National Bank working papers |
| spelling | Bonato, Matteo Verfasser aut Forecasting realized (co)variances with a block structure Wishart autoregressive model Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo Zurich Swiss National Bank 2009 33 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Swiss National Bank working papers 2009,3 Online-Ausg. im Internet ARCH-Modell stw Prognoseverfahren stw Theorie stw Varianzanalyse stw Caporin, Massimiliano Verfasser (DE-588)132163322 aut Ranaldo, Angelo Verfasser aut Swiss National Bank working papers 2009,3 (DE-604)BV023049745 2009,3 http://www.snb.ch/n/mmr/reference/working_paper_2009_03/source Verlag kostenfrei Volltext |
| spellingShingle | Bonato, Matteo Caporin, Massimiliano Ranaldo, Angelo Forecasting realized (co)variances with a block structure Wishart autoregressive model Swiss National Bank working papers ARCH-Modell stw Prognoseverfahren stw Theorie stw Varianzanalyse stw |
| title | Forecasting realized (co)variances with a block structure Wishart autoregressive model |
| title_auth | Forecasting realized (co)variances with a block structure Wishart autoregressive model |
| title_exact_search | Forecasting realized (co)variances with a block structure Wishart autoregressive model |
| title_full | Forecasting realized (co)variances with a block structure Wishart autoregressive model Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo |
| title_fullStr | Forecasting realized (co)variances with a block structure Wishart autoregressive model Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo |
| title_full_unstemmed | Forecasting realized (co)variances with a block structure Wishart autoregressive model Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo |
| title_short | Forecasting realized (co)variances with a block structure Wishart autoregressive model |
| title_sort | forecasting realized co variances with a block structure wishart autoregressive model |
| topic | ARCH-Modell stw Prognoseverfahren stw Theorie stw Varianzanalyse stw |
| topic_facet | ARCH-Modell Prognoseverfahren Theorie Varianzanalyse |
| url | http://www.snb.ch/n/mmr/reference/working_paper_2009_03/source |
| volume_link | (DE-604)BV023049745 |
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