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Analysis of variance
16
Varianzanalyse
16
Theorie
6
Theory
6
Market microstructure
5
Marktmikrostruktur
5
Estimation
4
Schätzung
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analysis of variance
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2004-2006
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ARCH model
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Watanabe, Toshiaki
4
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Podolskij, Mark
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1
Oomen, Roel
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1
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1
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1
Roh, James Jungbae
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Sarda, Akshay
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Scaria, Johny
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Ubukata, Masato
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CREATES research paper
Global COE Hi-Stat discussion paper series
International journal of business excellence
Journal of econometrics
36
Working paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Journal of financial econometrics
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Finance research letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
10
International journal of productivity and quality management : IJPQM
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Psychometrika
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Econometric reviews
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European journal of operational research : EJOR
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Journal of the American Statistical Association : JASA
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Organizational research methods : ORM
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Quantitative finance
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The review of financial studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
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Journal of Industrial Engineering International
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Journal of industrial engineering international
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The European journal of finance
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The review of economics and statistics
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CORE discussion papers : DP
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ECONIS (ZBW)
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1
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
2
On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442408
Saved in:
3
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
-
2014
Persistent link: https://www.econbiz.de/10010358974
Saved in:
4
Performance analysis of vehicle assembly line using discrete event simulation modelling
Sarda, Akshay
;
Digalwar, Abhijeet K.
- In:
International journal of business excellence
14
(
2018
)
2
,
pp. 240-255
Persistent link: https://www.econbiz.de/10011954112
Saved in:
5
Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling
Koike, Yuta
-
2013
Persistent link: https://www.econbiz.de/10009689976
Saved in:
6
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
Saved in:
7
Market variance risk premiums in Japan as predictor variables and indicators of risk aversion
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009423458
Saved in:
8
Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana
;
Voev, Valeri
-
2011
Persistent link: https://www.econbiz.de/10008807445
Saved in:
9
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239349
Saved in:
10
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2010
Persistent link: https://www.econbiz.de/10003940731
Saved in:
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