//--> //--> //--> //-->
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:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Research reports / LSE"
~type_genre:"Arbeitspapier"
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:"Multivariate analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
11
Multivariate analysis
11
ARCH model
4
ARCH-Modell
4
Estimation theory
4
Schätztheorie
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
Regression analysis
2
Regressionsanalyse
2
1987-2002
1
Bruttoinlandsprodukt
1
Capital market returns
1
China
1
Cluster analysis
1
Clusteranalyse
1
Cointegration
1
Correlation
1
Economic indicator
1
Electronic trading
1
Elektronisches Handelssystem
1
Forecast
1
Futures
1
Geldpolitik
1
Gross domestic product
1
Heteroscedasticity
1
Heteroskedastizität
1
Kapitalmarktrendite
1
Kointegration
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mehrgleichungsmodell
1
Monetary policy
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
11
Graue Literatur
6
Non-commercial literature
6
Language
All
English
11
Author
All
Shephard, Neil G.
4
Yao, Qiwei
3
Noureldin, Diaa
2
Sheppard, Kevin
2
Wang, Mingjin
2
Atkinson, Anthony B.
1
Barndorff-Nielsen, Ole E.
1
Castle, Jennifer
1
Ceriolo, Andrea
1
Fan, Jianqing
1
Hansen, Peter Reinhard
1
Kurita, Takamitsu
1
Lunde, Asger
1
Polonik, Wolfgang
1
Riani, Marco
1
Scheibe, Jörg
1
Tong, Howell
1
Xiu, Dacheng
1
Zhang, Zhi-Qiang
1
more ...
less ...
Institution
All
London School of Economics and Political Science
1
Published in...
All
Department of Economics discussion paper series / University of Oxford
Research reports / LSE
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
Econometric Institute research papers
22
SFB 649 discussion paper
22
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
Discussion paper / Tinbergen Institute
18
ECARES working paper
14
KBI
13
Discussion paper / Centre for Economic Policy Research
12
Working paper
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
11
IMF working papers
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
Discussion paper series / IZA
10
CESifo working papers
9
CREATES research paper
9
Working papers
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cowles Foundation discussion paper
7
Working paper series / University of Zurich, Department of Economics
7
CORE discussion paper : DP
6
CoFE discussion papers
6
Discussion paper
6
Faculty & research / Insead : working paper series
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
CFS working paper series
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Economics discussion papers
5
Economics working paper
5
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
5
Working papers / TSE : WP
5
Arbeitspapiere zur mathematischen Wirtschaftsforschung
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
CEMFI working paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural relationships between cryptocurrency prices and monetary policy indicators
Castle, Jennifer
;
Kurita, Takamitsu
-
2022
Persistent link: https://www.econbiz.de/10013272018
Saved in:
2
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
4
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
5
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
6
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003164811
Saved in:
7
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003164853
Saved in:
8
Modelling multivariate volatilities : an ad hoc method
Wang, Mingjin
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003165050
Saved in:
9
Random start forward searches with envelopes for detecting clusters in multivariate data
Atkinson, Anthony B.
(
contributor
);
Riani, Marco
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003165105
Saved in:
10
On time-reversibility of multivariate linear processes
Tong, Howell
(
contributor
);
Zhang, Zhi-Qiang
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759020
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->