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Roxana Halbleib

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Personal Details

First Name:Roxana
Middle Name:
Last Name:Halbleib
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RePEc Short-ID:pch448
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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)
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)
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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. Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Banco de Espa�a Working Papers 1229, Banco de Espa�a.
  3. 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.
  4. 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.
  5. Roxana Halbleib, 2010. "A Note on Estimating Wishart Autoagressive Model," Working Papers ECARES ECARES 2010-043, ULB -- Universite Libre de Bruxelles.
  6. Roxana Chiriac & Winfried Pohlmeier, 2010. "How Risky Is the Value at Risk?," Working Paper Series 07_10, The Rimini Centre for Economic Analysis.
  7. 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.
  8. Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, School of Economics and Management, University of Aarhus.
  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. 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.
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 (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
  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

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