Browsing All of EconStor by Author Gribisch, Bastian
Showing results 1 to 7 of 7
| Year of Publication | Title | Author(s) |
| 2010 | Multivariate Wishart Stochastic Volatility Models | Gribisch, Bastian; Liesenfeld, Roman |
| 2010 | The conditional autoregressive wishart model for multivariate stock market volatility | Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman |
| 2012 | Multivariate wishart stochastic volatility and changes in regime | Gribisch, Bastian |
| 2012 | Intra-daily volatility spillovers between the US and German stock markets | Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman |
| 2013 | A latent dynamic factor approach to forecasting multivariate stock market volatility | Gribisch, Bastian |
| 2020 | Classical and Bayesian Inference for Income Distributions using Grouped Data | Eckernkemper, Tobias; Gribisch, Bastian |
| 2021 | Intraday conditional value at risk: A periodic mixed‐frequency generalized autoregressive score approach | Gribisch, Bastian; Eckernkemper, Tobias |
