Browsen in EconStor gesamt nach Autor:innen Janus, Pawel
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Erscheinungsjahr | Titel | Autor:innen |
2009 | Spot Variance Path Estimation and its Application to High Frequency Jump Testing | Bos, Charles S.; Janus, Pawel; Koopman, Siem Jan |
2011 | Long Memory Dynamics for Multivariate Dependence under Heavy Tails | Janus, Pawel; Koopman, Siem Jan; Lucas, André |
2013 | A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data | Bos, Charles S.; Janus, Pawel |
2014 | New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels | Janus, Pawel; Lucas, André; Opschoor, Anne |
2016 | Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model | Hansen, Peter Reinhard; Janus, Pawel; Koopman, Siem Jan |