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Roxana Halbleib

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
Suffix:
RePEc Short-ID:pch448
Konstanz, Germany
http://www.uni-konstanz.de/FuF/wiwi/

: +49 7531 88 2314
+49-7531-88-2145
D-78457 Konstanz
RePEc:edi:fwkonde (more details at EDIRC)
Konstanz, Germany
http://cofe.uni-konstanz.de/

: ++49-7531-88-2204
07531-88-4450
Fach D 147, D-78457 Konstanz
RePEc:edi:zfkonde (more details at EDIRC)
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  1. Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.
  2. 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.
  3. Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Working Papers 1229, Banco de España;Working Papers Homepage.
  4. Roxana Halbleib & Valeri Voev, 2011. "Forecasting Covariance Matrices: A Mixed Frequency Approach," CREATES Research Papers 2011-03, Department of Economics and Business Economics, Aarhus University.
  5. Roxana Halbleib, 2010. "A Note on Estimating Wishart Autoagressive Model," Working Papers ECARES ECARES 2010-043, ULB -- Universite Libre de Bruxelles.
  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 & Winfried Pohlmeier, 2010. "How Risky Is the Value at Risk?," Working Paper Series 07_10, The Rimini Centre for Economic Analysis.
  8. Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
  1. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
  2. Halbleib, Roxana & Pohlmeier, Winfried, 2012. "Improving the value at risk forecasts: Theory and evidence from the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1212-1228.
  3. 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.
  4. Halbleib Roxana & Voev Valeri, 2011. "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 134-152, February.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 2008-09-05 2008-10-21 2010-04-24 2011-01-30 2011-01-30 2011-01-30 2012-08-23 2012-12-10 2015-01-31. Author is listed
  2. 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
  3. 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
  4. NEP-ORE: Operations Research (4) 2008-09-05 2008-10-21 2010-04-24 2011-01-30. Author is listed
  5. NEP-MST: Market Microstructure (3) 2011-01-30 2011-01-30 2012-12-10. Author is listed
  6. NEP-RMG: Risk Management (3) 2010-04-24 2011-01-30 2012-12-10. Author is listed
  7. NEP-UPT: Utility Models & Prospect Theory (3) 2008-09-05 2008-10-21 2010-04-24. Author is listed
  8. NEP-BAN: Banking (1) 2010-04-24
  9. NEP-FMK: Financial Markets (1) 2008-09-05

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