12 citations · 12 across the 3 of their papers we have counts for
3 papers
econ.EM2024
Forecasting realized covariances using HAR-type models
Matias Quiroz, Laleh Tafakori, Hans Manner
We investigate methods for forecasting multivariate realized covariances matrices applied to a set of 30 assets that were included in the DJ30 index at some point, including two no…
stat.ME2024
Statistical comparison of quality attributes_a range-based approach
Gerhard Gössler, Vera Hofer, Hans Manner +1
A novel approach for comparing quality attributes of different products when there is considerable product-related variability is proposed. In such a case, the whole range of possi…
stat.ME2012★ 12 cited
Modeling high dimensional time-varying dependence using D-vine SCAR models
Carlos Almeida, Claudia Czado, Hans Manner
We consider the problem of modeling the dependence among many time series. We build high dimensional time-varying copula models by combining pair-copula constructions (PCC) with st…