//--> //--> //-->
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:"Journal of economic dynamics & control"
~isPartOf:"International journal of forecasting"
~subject:"Schätztheorie"
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:"Kendall's tau"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Correlation
45
Korrelation
45
Theorie
28
Theory
28
Forecasting model
20
Prognoseverfahren
20
Estimation
11
Portfolio selection
11
Portfolio-Management
11
Schätzung
11
Volatility
11
Volatilität
11
Capital income
10
Kapitaleinkommen
10
Time series analysis
10
Zeitreihenanalyse
10
Estimation theory
8
ARCH model
7
ARCH-Modell
7
Börsenkurs
6
Share price
6
Analysis of variance
4
Business cycle
4
CAPM
4
Credit risk
4
Economic forecast
4
Konjunktur
4
Kreditrisiko
4
Multivariate Analyse
4
Multivariate analysis
4
Risiko
4
Risk
4
Varianzanalyse
4
Wirtschaftsprognose
4
Inflation
3
Markov chain
3
Markov-Kette
3
Multivariate volatility
3
Schock
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bauwens, Luc
1
Bernardini, Emmanuela
1
Boudreault, Mathieu
1
Buccheri, Giuseppe
1
Clements, Adam
1
Corsi, Fulvio
1
Cubadda, Gianluca
1
Drovandi, Christopher
1
Gauthier, Geneviève
1
Li, Dan
1
Papailias, Fotis
1
Rosenow, Bernd
1
Satoh, Daisuke
1
Thomakos, Dimitrios D.
1
Thomassin, Tommy
1
Vassallo, Danilo
1
Xu, Yongdeng
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
International journal of forecasting
Journal of econometrics
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
25
Journal of the American Statistical Association : JASA
16
Cambridge working papers in economics
15
Econometric theory
12
Applied economics letters
10
SFB 649 discussion paper
10
Discussion paper / Tinbergen Institute
9
Econometric reviews
9
Econometrics : open access journal
9
Journal of banking & finance
9
Journal of financial econometrics
9
NBER Working Paper
9
Finance research letters
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
The econometrics journal
8
Working paper
8
CESifo working papers
7
CORE discussion papers : DP
7
Journal of empirical finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Discussion paper series / IZA
6
KBI
6
Working paper / National Bureau of Economic Research, Inc.
6
Working paper series / University of Zurich, Department of Economics
6
Cambridge-INET working papers
5
Computational economics
5
Cowles Foundation discussion paper
5
Journal of forecasting
5
NBER working paper series
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Applied economics
4
CREATES research paper
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper
4
Mathematics Preprint Archive
4
NBER technical working paper series
4
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
4
Discrete Gompertz equation and model selection between Gompertz and logistic models
Satoh, Daisuke
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1192-1211
Persistent link: https://www.econbiz.de/10012794838
Saved in:
5
EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis
;
Thomakos, Dimitrios D.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011754701
Saved in:
6
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Saved in:
7
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
Saved in:
8
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->