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Roxana Halbleib

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This is information that was supplied by Roxana Halbleib in registering through RePEc. If you are Roxana Halbleib , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Roxana
Middle Name:
Last Name: Halbleib
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RePEc Short-ID: pch448

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Affiliation

(50%) Fachbereich Wirtschaftswissenschaften
Universität Konstanz
Location: Konstanz, Germany
Homepage: http://www.uni-konstanz.de/FuF/wiwi/
Email:
Phone: +49 7531 88 2314
Fax: +49-7531-88-2145
Postal: D-78457 Konstanz
Handle: RePEc:edi:fwkonde (more details at EDIRC)
(50%) Zentrum für Finanzen und Ökonometrie
Fachbereich Wirtschaftswissenschaften
Universität Konstanz
Location: Konstanz, Germany
Homepage: http://cofe.uni-konstanz.de/
Email:
Phone: ++49-7531-88-2204
Fax: 07531-88-4450
Postal: Fach D 147, D-78457 Konstanz
Handle: RePEc:edi:zfkonde (more details at EDIRC)

Works

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Working papers

  1. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.
  2. Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Banco de Espa�a Working Papers 1229, Banco de Espa�a.
  3. Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, School of Economics and Management, University of Aarhus.
  4. Roxana Halbleib, 2010. "A Note on Estimating Wishart Autoagressive Model," Working Papers ECARES ECARES 2010-043, ULB -- Universite Libre de Bruxelles.
  5. Roxana Chiriac & Winfried Pohlmeier, 2010. "How Risky Is the Value at Risk?," Working Paper Series 07_10, The Rimini Centre for Economic Analysis.
  6. Roxana Halbleib & Valerie Voev, 2010. "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES ECARES 2010-041, ULB -- Universite Libre de Bruxelles.
  7. Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, School of Economics and Management, University of Aarhus.

Articles

  1. Roxana Halbleib & Valeri Voev, 2011. "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(1), pages 134-152, February.
  2. Roxana Chiriac & Valeri Voev, 2011. "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, 09.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-04-24
  2. NEP-ECM: Econometrics (8) 2008-09-05 2008-10-21 2010-04-24 2011-01-30 2011-01-30 2011-01-30 2012-08-23 2012-12-10. Author is listed
  3. NEP-ETS: Econometric Time Series (7) 2008-09-05 2008-10-21 2011-01-30 2011-01-30 2011-01-30 2012-12-10 2012-12-10. Author is listed
  4. NEP-FMK: Financial Markets (1) 2008-09-05
  5. NEP-FOR: Forecasting (6) 2008-09-05 2008-10-21 2010-04-24 2011-01-30 2011-01-30 2012-12-10. Author is listed
  6. NEP-MST: Market Microstructure (3) 2011-01-30 2011-01-30 2012-12-10. Author is listed
  7. NEP-ORE: Operations Research (4) 2008-09-05 2008-10-21 2010-04-24 2011-01-30. Author is listed
  8. NEP-RMG: Risk Management (3) 2010-04-24 2011-01-30 2012-12-10. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (3) 2008-09-05 2008-10-21 2010-04-24. Author is listed

Statistics

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