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subject:"Korrelation"
~accessRights:"restricted"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Matrizenrechnung"
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Korrelation
Linear algebra
48
Lineare Algebra
48
Theorie
27
Theory
27
Correlation
18
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
Portfolio selection
6
Portfolio-Management
6
Random matrix theory
6
Factor analysis
5
Faktorenanalyse
5
Mathematical programming
5
Mathematische Optimierung
5
Statistical distribution
5
Statistische Verteilung
5
Analysis of variance
4
Autocorrelation
4
Autokorrelation
4
Correlation matrix
4
Varianzanalyse
4
Volatility
4
Volatilität
4
Cluster analysis
3
Clusteranalyse
3
Forecasting model
3
Graph theory
3
Graphentheorie
3
Prognoseverfahren
3
Random Matrix Theory
3
Regional cluster
3
Regionales Cluster
3
Simulation
3
Statistical test
3
Statistical theory
3
Statistische Methodenlehre
3
Statistischer Test
3
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2
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18
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Aufsatz in Zeitschrift
Article in journal
18
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1
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1
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English
18
Author
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Hafner, Christian M.
2
Bauwens, Luc
1
Bodnar, Taras
1
Cai, Yumei
1
Casillas González, Juan Martín
1
Chen, Jiaqi
1
Cui, Xiaomei
1
Dai, Yun-Shi
1
Dong, Yingjie
1
Eom, Cheoljun
1
Ezepue, Patrick Oseloka
1
Fan, Jianqing
1
Gribisch, Bastian
1
Hansen, Peter Reinhard
1
Harvey, Andrew C.
1
He, Yong
1
Hofert, Marius
1
Huang, Qianyun
1
Koike, Takaaki
1
Kong, Xinbing
1
Liao, Yuan
1
Linton, Oliver
1
Liu, Han
1
Ngoc Quang Anh Huynh
1
Nnanwa, Chimezie Peters
1
Otranto, Edoardo
1
Park, Jong Won
1
Parolya, Nestor
1
Stollenwerk, Michael
1
Sun, Jianqiang
1
Tang, Haihan
1
Thiele, Stephen
1
Thorsén, Erik
1
Tong, Chen
1
Torres, Antonio Alatorre
1
Tse, Yiu Kuen
1
Urama, Thomas Chinwe
1
Wang, Linqi
1
Yang, Xinxin
1
Yu, Long
1
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Journal of econometrics
4
Economics letters
2
Quantitative finance
2
Astin bulletin : the journal of the International Actuarial Association
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of mathematical finance
1
Modern economy
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The econometrics journal
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ECONIS (ZBW)
18
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1
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
Saved in:
2
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
3
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
Correlation structure analysis of the global agricultural futures market
Dai, Yun-Shi
;
Ngoc Quang Anh Huynh
;
Zheng, Qing-Huan
; …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246883
Saved in:
6
Projected estimation for large-dimensional matrix factor models
Yu, Long
;
He, Yong
;
Kong, Xinbing
;
Zhang, Xinsheng
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10013441854
Saved in:
7
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
8
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
9
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
10
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
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