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subject:"Multivariate analysis"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"Multivariates Verfahren"
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Multivariate analysis
Multivariate Analyse
32
ARCH model
14
ARCH-Modell
14
Theorie
14
Theory
14
Volatility
10
Volatilität
10
Time series analysis
7
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7
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English
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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
Beaulieu, Marie-Claude
1
Boer, Paul M. C. de
1
Brown, Sarah
1
Caporin, Massimiliano
1
Chow, William W.
1
Conrad, Christian
1
Dark, Jonathan
1
De Nard, Gianluca
1
Diday, Edwin
1
Dufour, Jean-Marie
1
Flôres Jr., Renato G.
1
Fok, Dennis
1
Franses, Philip Hans
1
Fung, Michael Ka-yiu
1
Galeano, Pedro
1
Ghosh, Pulak
1
Gower, J.C.
1
Herwartz, Helmut
1
Janus, Paweł
1
Karanasos, Menelaos
1
Khalaf, Lynda
1
Kiers, Henk A. L.
1
Knapp, Sabine
1
Koopman, Siem Jan
1
Li, Yiying
1
Lorenzo-Seva, Urbano
1
Lucas, André
1
Medeiros, Marcelo C.
1
Pape, Katharina
1
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Econometrisch Instituut <Rotterdam>
6
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Econometric Institute research papers
Journal of empirical finance
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
34
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Econometric reviews
26
International journal of forecasting
26
SFB 649 discussion paper
22
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21
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19
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18
Organizational research methods : ORM
18
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18
Acta Universitatis Lodziensis / Folia oeconomica
16
Energy economics
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Risks : open access journal
15
SpringerLink / Bücher
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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KBI
13
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12
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12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Econometrics : open access journal
10
Fundamentals of marketing research ; Vol. 6
10
CESifo working papers
9
CREATES research paper
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ECONIS (ZBW)
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
3
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:
4
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
5
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:
6
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:
7
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:
8
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:
9
A multivariate model for multinomial choices
Bel, Koen
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010507701
Saved in:
10
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
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