//--> //--> //-->
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
source:"econis"
~person:"Shephard, Neil G."
~type:"article"
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:"Covariance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Correlation
4
Korrelation
4
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
2
Theorie
2
Theory
2
Varianzanalyse
2
Volatility
2
Volatilität
2
Börsenkurs
1
Common persistence
1
Composite likelihood
1
Covariance targeting
1
Disciplined convex optimization
1
Dynamic conditional correlations
1
Großbritannien
1
High-frequency data
1
Market frictions
1
Minimum variance portfolio
1
Multivariate ARCH models
1
Multivariate volatility
1
Portfolio selection
1
Portfolio-Management
1
RARCH
1
RBEKK
1
RDCC
1
Realized kernel
1
Regression analysis
1
Regressionsanalyse
1
Share price
1
Time series analysis
1
United Kingdom
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Shephard, Neil G.
Tiwari, Aviral Kumar
16
McMillan, David G.
13
Escobar, Marcos
12
McAleer, Michael
12
Hamori, Shigeyuki
11
Asai, Manabu
10
Demirer, Rıza
10
Engle, Robert F.
10
Ur Rehman, Mobeen
10
Bouri, Elie
9
Ferreira, Paulo
9
Hammoudeh, Shawkat
9
Liow, Kim Hiang
9
Patton, Andrew J.
9
Baltagi, Badi H.
8
Degiannakis, Stavros
8
Fan, Jianqing
8
Kakushadze, Zura
8
Teräsvirta, Timo
8
Christiansen, Charlotte
7
Das, Sanjiv R.
7
Filis, George
7
Gribisch, Bastian
7
Gupta, Rangan
7
Ledoit, Olivier
7
Lux, Thomas
7
Nguyen, Duc Khuong
7
Silvennoinen, Annastiina
7
Tjostheim, Dag
7
Wooldridge, Jeffrey M.
7
Zagst, Rudi
7
Zhang, Bing
7
Anghelache, Constantin
6
Dar, Arif Billah
6
Gouriéroux, Christian
6
Guesmi, Khaled
6
Guhr, Thomas
6
Hafner, Christian M.
6
Herwartz, Helmut
6
Kang, Sang Hoon
6
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
4
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->