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B

Bastian Gribisch

University of Cologne

8H指数
30论文数
257被引数
收录论文 5
发表时间
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Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model
errJOURNAL OF ECONOMETRICS
IF4
err2023-07-01
err5
PREAI
errGribisch, Bastian; Hartkopf, Jan Patrick
err分享
err收藏
Modeling and forecasting realized portfolio weights
errJOURNAL OF BANKING & FINANCE
IF3.8
err2022-05-01
err7
PREAI
errGolosnoy, Vasyl; Gribisch, Bastian
err分享
err收藏
Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests
errWILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS
IF5.4
err2021-05-04
err5
errOAAI
errGolosnoy, Vasyl; Gribisch, Bastian; Seifert, Miriam Isabel
err分享
err收藏
Intraday conditional value at risk: A periodic mixed-frequency generalized autoregressive score approach
errJOURNAL OF FORECASTING
IF2.7
err2021-01-11
err1
errOAAI
errGribisch, Bastian; Eckernkemper, Tobias
err分享
err收藏
The conditional autoregressive Wishart model for multivariate stock market volatility多元股市波动的条件自回归Wishart模型
errJOURNAL OF ECONOMETRICS
IF4
err2012-03-01
err100
errOAAI
errGolosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
R
Roman Liesenfeld
H 指数: 19 · 论文数: 106
V
Vasyl Golosnoy
H 指数: 12 · 论文数: 58
M
Miriam Isabel Seifert
H 指数: 7 · 论文数: 23
J
Jan Patrick Hartkopf
H 指数: 4 · 论文数: 8
E
Eckernkemper, Tobias
H 指数: 0 · 论文数: 1
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