//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Harvey, Andrew"
~subject:"stochastic volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
stochastic volatility
Business cycle
1
Butterworth filter
1
Canonical decomposition
1
Continuous time model
1
Forecasting model
1
Hodrick-Prescott filter
1
Kalman filter
1
Konjunktur
1
Prognoseverfahren
1
State space
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Unobserved components
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zustandsraummodell
1
continuous time
1
cycles
1
non-Gaussian models
1
state space
1
stochastic trend
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
English
1
Author
All
Harvey, Andrew
Gentle, James E.
4
Härdle, Wolfgang Karl
4
McAleer, Michael
4
Haug, Stephan
3
Ishida, Isao
3
Oya, Kosuke
3
Alòs, Elisa
2
Czado, Claudia
2
Gao, Jiti
2
Mori, Yuichi
2
Brockhaus, Oliver
1
CHACKO, George
1
Casas, Isabel
1
Collin-Dufresne, Pierre
1
Creel, Michael
1
Dubois, Mathieu
1
Elhouar, Mikael
1
Fos, Vyacheslav
1
Gapeev, Pavel V.
1
Haslip, Gareth G.
1
Ishida, Ishida, I.
1
Kaishev, Vladimir K.
1
Kirkby, J. Lars
1
Klüppelberg, Claudia
1
Kristensen, Dennis
1
Leitao, Álvaro
1
Lindner, A.
1
Melenberg, Bertrand
1
Ortiz-Garcia, Luis
1
Oya, Oya, K.
1
Park, Joon Y.
1
VICEIRA, Luis M.
1
Valchev, Stoyan
1
Werker, Bas
1
Zapp, M.
1
more ...
less ...
Published in...
All
Handbook of economic forecasting ; 1
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Chapter 7 Forecasting with Unobserved Components Time Series Models
Harvey, Andrew
-
2006
.
Continuous
time
models offer further flexibility in that they can handle irregular spacing. The paper compares the forecasting …
Persistent link: https://www.econbiz.de/10014023699
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->