//--> //--> //--> //-->
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
~accessRights:"restricted"
~subject:"Theory"
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:"MANOVA model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Analysis of variance
255
Varianzanalyse
255
Theorie
116
Volatility
98
Volatilität
98
Portfolio selection
96
Portfolio-Management
96
Correlation
72
Estimation theory
72
Korrelation
72
Schätztheorie
72
Capital income
70
Kapitaleinkommen
70
Forecasting model
56
Prognoseverfahren
56
Time series analysis
55
Zeitreihenanalyse
55
Estimation
54
Schätzung
54
Börsenkurs
34
Share price
34
ARCH model
29
ARCH-Modell
29
CAPM
23
Decomposition method
20
Dekompositionsverfahren
20
Multivariate Analyse
20
Multivariate analysis
20
Realized variance
20
Statistical distribution
18
Statistische Verteilung
18
Stochastic process
16
Stochastischer Prozess
16
Risikomaß
15
Risikoprämie
15
Risk measure
15
Risk premium
15
Option pricing theory
14
Optionspreistheorie
14
more ...
less ...
Online availability
All
Undetermined
Free
214
Type of publication
All
Article
104
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
103
Aufsatz in Zeitschrift
103
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Working Paper
8
Hochschulschrift
2
Lehrbuch
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Textbook
1
more ...
less ...
Language
All
English
111
German
5
Author
All
Ledoit, Olivier
6
Wolf, Michael
6
Gribisch, Bastian
5
De Nard, Gianluca
4
Engle, Robert F.
3
Fengler, Matthias
3
Caloia, Francesco Giuseppe
2
Cipollini, Andrea
2
Golosnoy, Vasyl
2
Grobys, Klaus
2
Halbleib, Roxana
2
Han, Bingyan
2
Hartkopf, Jan Patrick
2
Herwartz, Helmut
2
Huber, Frank
2
Muzzioli, Silvia
2
Patton, Andrew J.
2
Prokopczuk, Marcel
2
Pun, Chi Seng
2
Santos, André A. P.
2
Sheppard, Kevin
2
Williams, Larry J.
2
Wong, Hoi Ying
2
Adcock, Christopher
1
Alexeev, Vitali
1
Alloza-Losana, Ángel
1
Aloni, Sanjay N.
1
Alves, Rafael P.
1
Anderson, Heather M.
1
Aste, Tomaso
1
Barrosa, Marcelo Rosário da
1
Barunik, Jozef
1
Bastin, Jan
1
Becker, Janis
1
Bednarek, Ziemowit
1
Bekaert, Geert
1
Berger, Theo
1
Bessler, Wolfgang
1
Bi, Junna
1
Blanchet, Jose
1
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
1
Springer-Verlag GmbH
1
Published in...
All
Journal of econometrics
8
Journal of financial econometrics
8
Journal of banking & finance
7
Journal of empirical finance
7
Quantitative finance
5
Working paper series / University of Zurich, Department of Economics
4
Finance research letters
3
Insurance / Mathematics & economics
3
International review of financial analysis
3
European journal of operational research : EJOR
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Mathematics and financial economics
2
Operations research letters
2
SpringerLink / Bücher
2
The journal of asset management
2
American journal of agricultural economics
1
Annals of finance
1
Applied economics
1
Applied economics letters
1
Applied mathematical finance
1
Corporate reputation review
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Energy economics
1
Finance and stochastics
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
IMA journal of management mathematics
1
International journal of financial engineering
1
International journal of process management and benchmarking : IJPMB
1
International journal of productivity and quality management : IJPQM
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of business and psychology
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
116
Showing
1
-
10
of
116
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
2
Forecasting large realized covariance matrices : the benefits of factor models and shrinkage
Alves, Rafael P.
;
Brito, Diego S. de
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 696-742
Persistent link: https://www.econbiz.de/10015045177
Saved in:
3
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
4
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
5
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
6
Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus
- In:
International review of financial analysis
86
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
Saved in:
7
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
8
The motifs of risk transmission in multivariate time series: Application to commodity prices
Pagnottoni, Paolo
;
Spelta, Alessandro
- In:
Socio-economic planning sciences : the international …
87
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014317442
Saved in:
9
Improving the performance of the unmeasured latent method construct technique in common method variance detection and correction
Ding, Cherng G.
;
Chen, Chien-Fan
;
Jane, Ten-Der
- In:
Journal of organizational behavior : OB ; the …
44
(
2023
)
3
,
pp. 519-542
Persistent link: https://www.econbiz.de/10014280160
Saved in:
10
Realized quantity extended conditional autoregressive value-at-risk models
Götz, Pit
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 33-63
Persistent link: https://www.econbiz.de/10014487299
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->