//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"MPRA Paper"
~isPartOf:"Statistical Papers / Springer"
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:"Multivariate"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Multivariate distribution
46
Multivariate Verteilung
45
Theorie
38
Theory
38
Portfolio selection
26
Portfolio-Management
26
ARCH model
25
ARCH-Modell
25
Risikomaß
24
Risk measure
24
Volatility
22
Volatilität
22
Multivariate analysis
20
Multivariate GARCH
19
Börsenkurs
17
Share price
17
Statistical distribution
17
Statistische Verteilung
17
Time series analysis
16
Zeitreihenanalyse
16
Cluster analysis
15
Clusteranalyse
15
Estimation
15
Multivariate Analyse
15
Capital income
14
Kapitaleinkommen
14
Schätzung
14
Aktienmarkt
13
Copula
13
Stock market
13
Estimation theory
11
Forecasting model
11
Prognoseverfahren
11
Schätztheorie
11
Correlation
10
Risikomanagement
10
Risk management
10
Korrelation
9
Option pricing theory
9
Optionspreistheorie
9
more ...
less ...
Online availability
All
Free
94
Undetermined
67
Type of publication
All
Article
116
Book / Working Paper
93
Type of publication (narrower categories)
All
Article in journal
95
Aufsatz in Zeitschrift
95
Language
All
Undetermined
114
English
95
Author
All
Masih, Mansur
4
Panaretos, John
4
Weiß, Gregor
4
Bersimis, Sotiris
3
Francq, Christian
3
Grydaki, Maria
3
Mohammad, Irfan
3
Psarakis, Stelios
3
ABALO, Kodzovi
2
Asai, Manabu
2
Bartram, Söhnke M.
2
Bierlaire, Michel
2
Boubaker, Heni
2
Caporin, Massimiliano
2
Chen, Cathy W. S.
2
Chevapatrakul, Thanaset
2
Feng, Yuanhua
2
Fosgerau, Mogens
2
Garita, Gus
2
Maravelakis, Petros
2
Marçal, Emerson F.
2
Perote, Javier
2
Puccetti, Giovanni
2
Righi, Marcelo Brutti
2
Saleem, Kashif
2
Stentoft, Lars
2
Vaihekoski, Mika
2
Valls Pereira, Pedro L.
2
Vorobyev, Oleg Yu.
2
Wang, Yaw-Huei
2
Xu, Weidong
2
Zakoian, Jean-Michel
2
de Silva, Ashton
2
Ñíguez, Trino-Manuel
2
ATENGA, ETOUNDI
1
Abdulai, Awudu
1
Acuña, Andrés
1
Adams, Zeno
1
Adamski, K.
1
Afuecheta, Emmanuel
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
Published in...
All
Computational economics
Journal of banking & finance
MPRA Paper
Statistical Papers / Springer
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
103
Applied economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economic modelling
70
Discussion paper / Tinbergen Institute
69
International journal of forecasting
60
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Economics letters
54
Econometric reviews
53
Finance research letters
53
Psychometrika
51
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
SFB 649 discussion paper
49
Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Applied economics letters
34
Discussion paper / Center for Economic Research, Tilburg University
34
Journal of empirical finance
34
more ...
less ...
Source
All
RePEc
114
ECONIS (ZBW)
95
Showing
1
-
10
of
209
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparison of Value at Risk (VaR)
multivariate
forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
3
Multivariate
picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network
Bas, Eren
;
Egrioglu, Erol
;
Tunc, Taner
- In:
Computational economics
61
(
2023
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10014228419
Saved in:
4
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
5
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
6
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
7
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
8
Integrated portfolio risk measure : estimation and asymptotics of
multivariate
geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
Saved in:
9
Affine
multivariate
GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
10
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
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...
//-->