//--> //--> //--> //-->
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:"Bank of Finland research discussion papers"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Cointegration"
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:"Multidimensionale Skalierung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Cointegration
Multivariate Analyse
66
Multivariate analysis
66
Time series analysis
28
Zeitreihenanalyse
28
Theorie
25
Theory
25
Estimation theory
24
Schätztheorie
24
Volatility
17
Volatilität
17
ARCH model
14
ARCH-Modell
14
Estimation
12
Schätzung
12
Statistical distribution
10
Statistische Verteilung
10
Forecasting model
9
Prognoseverfahren
9
Factor analysis
7
Faktorenanalyse
7
Kointegration
7
Correlation
6
Kapitaleinkommen
6
Korrelation
6
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
Markov chain
5
Markov-Kette
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
VAR model
5
VAR-Modell
5
Multivariate GARCH
4
Analysis of variance
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
13
Author
All
Tyrväinen, Timo
2
Andrade, Philippe
1
Bauer, Gregory H.
1
Breitung, Jörg
1
Bruneau, Catherine
1
Busch, Marie
1
Chan, Thomas W. C.
1
Chu, Amanda M. Y.
1
Dhaene, Geert
1
Fasen, Vicky Maria
1
Grégoir, Stéphane
1
Hassler, Uwe
1
Leschinski, Christian
1
Mencía, Javier
1
Noureldin, Diaa
1
Paolella, Marc S.
1
Polak, Pawel
1
Sentana, Enrique
1
Seo, Byeongseon
1
Shephard, Neil G.
1
Sheppard, Kevin
1
Sibbertsen, Philipp
1
So, Mike Ka-pui
1
Vorkink, Keith
1
Wu, Jianbin
1
more ...
less ...
Published in...
All
Bank of Finland research discussion papers
Journal of econometrics
Insurance / Mathematics & economics
5
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
Econometric reviews
4
Energy economics
4
Journal of empirical finance
4
Applied economics letters
3
CFS working paper series
3
Discussion paper / Tinbergen Institute
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Ensaios econômicos
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper series / University of Zurich, Department of Economics
3
Applied financial economics letters
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Discussion paper series
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Econometric theory
2
Econometrics : open access journal
2
Economics working paper
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global review of business and economic research
2
International review of financial analysis
2
Journal of financial econometrics
2
Journal of macroeconomics
2
Journal of official statistics : JOS ; an international quarterly
2
Palgrave Texts in Econometrics
2
Palgrave texts in econometrics
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
SpringerLink / Bücher
2
The European journal of finance
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Advances in Pacific Basin financial markets
1
Amfiteatru economic : an economic and business research periodical
1
Applied econometrics and international development
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
2
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
3
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
4
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
5
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:
6
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Fasen, Vicky Maria
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009706198
Saved in:
7
Forecasting multivariate realized stock market volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
8
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
9
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10003425505
Saved in:
10
Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe
;
Bruneau, Catherine
;
Grégoir, Stéphane
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 269-310
Persistent link: https://www.econbiz.de/10002515549
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->