//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Econometric reviews"
~isPartOf:"Econometric Institute research papers"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
22
Multivariate analysis
22
ARCH model
9
ARCH-Modell
9
Theorie
6
Theory
6
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
USA
3
United States
3
Capital market returns
2
Estimation theory
2
Großbritannien
2
Kapitalmarktrendite
2
Logit model
2
Logit-Modell
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Netherlands
2
Niederlande
2
Schock
2
Schätztheorie
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
United Kingdom
2
VAR model
2
VAR-Modell
2
ARMA model
1
ARMA-Modell
1
Aggregation
1
Agrarmarkt
1
Agricultural market
1
Aktienindex
1
Arbeitslosigkeit
1
Autocorrelation
1
more ...
less ...
Online availability
All
Free
22
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Working Paper
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
22
Graue Literatur
19
Non-commercial literature
19
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
22
Author
All
McAleer, Michael
8
Velden, Michel van de
6
Groenen, Patrick J. F.
5
Asai, Manabu
4
Hafner, Christian M.
3
Paap, Richard
3
Allen, David E.
2
Bel, Koen
2
Chang, Chia-Lin
2
Powell, Robert
2
Singh, Abhay Kumar
2
Boer, Paul M. C. de
1
Caporin, Massimiliano
1
Diday, Edwin
1
Fok, Dennis
1
Franses, Philip Hans
1
Gower, J.C.
1
Herwartz, Helmut
1
Kiers, Henk A. L.
1
Knapp, Sabine
1
Li, Yiying
1
Lorenzo-Seva, Urbano
1
Medeiros, Marcelo C.
1
Pauwels, Laurent
1
Poblome, Jeroen
1
Rodríguez, Oldemar
1
Rombouts, Jeroen V. K.
1
Winsberg, S.
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
6
Published in...
All
Econometric reviews
Econometric Institute research papers
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
SFB 649 discussion paper
22
Discussion paper / Tinbergen Institute
19
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
ECARES working paper
14
KBI
13
Working paper
13
Discussion paper / Centre for Economic Policy Research
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
11
CORE discussion papers : DP
10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Discussion paper series / IZA
10
CESifo working papers
9
CREATES research paper
9
IMF working papers
9
Working papers
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cowles Foundation discussion paper
7
IZA Discussion Papers
7
Working paper series / University of Zurich, Department of Economics
7
CORE discussion paper : DP
6
CoFE discussion papers
6
Department of Economics discussion paper series / University of Oxford
6
Discussion paper
6
Faculty & research / Insead : working paper series
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
CFS working paper series
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Economics discussion papers
5
Economics working paper
5
Research reports / LSE
5
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
5
Working papers / TSE : WP
5
Arbeitspapiere zur mathematischen Wirtschaftsforschung
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
3
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
4
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
5
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011432558
Saved in:
6
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
7
Parameter estimation in multivariate logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010503419
Saved in:
8
A multivariate model for multinomial choices
Bel, Koen
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010507701
Saved in:
9
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
10
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->