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~isPartOf:"Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Correspondence analysis"
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Multivariate Analyse
73
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Hafner, Christian M.
3
Klüppelberg, Claudia
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Kuhn, Gabriel
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Lang, Stefan
3
Phillips, Peter C. B.
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Chen, Bin
2
Chen, Xiaohong
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Fan, Yanqin
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Hofmann, Mathias
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Koop, Gary
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Sentana, Enrique
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1
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
Journal of econometrics
Insurance / Mathematics & economics
56
International journal of production research
35
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
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Europäische Hochschulschriften / 5
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Econometrics : open access journal
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Fundamentals of marketing research ; Vol. 6
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ECONIS (ZBW)
73
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21
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
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22
An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
Eggleston, Jonathan
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 120-133
Persistent link: https://www.econbiz.de/10011705236
Saved in:
23
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
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24
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
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25
A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
Saved in:
26
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
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27
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
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28
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
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29
On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
173
(
2013
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
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30
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
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