//--> //--> //--> //-->
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:"Econometric Institute research papers"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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 Analyse
19
Multivariate analysis
19
ARCH model
7
ARCH-Modell
7
Time series analysis
6
Zeitreihenanalyse
6
Theorie
5
Theory
5
Volatility
5
Volatilität
5
Cluster analysis
4
Clusteranalyse
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Netherlands
3
Niederlande
3
USA
3
United States
3
Capital market returns
2
Decomposition method
2
Dekompositionsverfahren
2
Großbritannien
2
Kapitalmarktrendite
2
Logit model
2
Logit-Modell
2
Multivariate Verteilung
2
Multivariate distribution
2
Schock
2
Shock
2
Simulation
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
United Kingdom
2
VAR model
2
VAR-Modell
2
1961-2016
1
ARMA model
1
ARMA-Modell
1
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
Konferenzschrift
Arbeitspapier
30
Working Paper
30
Non-commercial literature
25
Language
All
English
25
Author
All
McAleer, Michael
9
Velden, Michel van de
7
Groenen, Patrick J. F.
5
Asai, Manabu
4
Paap, Richard
4
Franses, Philip Hans
3
Allen, David E.
2
Bel, Koen
2
Chang, Chia-Lin
2
Powell, Robert
2
Singh, Abhay Kumar
2
Boer, Paul M. C. de
1
Caporin, Massimiliano
1
D'Enza, Alfonso Iodice
1
Diday, Edwin
1
Dijk, Bram van
1
Eckert, Christine
1
Fok, Dennis
1
Gower, J.C.
1
Hafner, Christian M.
1
Hohberger, Jan
1
Kiers, Henk A. L.
1
Knapp, Sabine
1
Li, Yiying
1
Ling, Shiqing
1
Lorenzo-Seva, Urbano
1
Medeiros, Marcelo C.
1
Palumbo, Francesco
1
Pauwels, Laurent
1
Poblome, Jeroen
1
Rodríguez, Oldemar
1
Rombouts, Jeroen V. K.
1
Rosmalen, Joost van
1
Schoonees, Pieter C.
1
Tong, Howell
1
Winsberg, S.
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
3
Published in...
All
Econometric Institute research papers
Insurance / Mathematics & economics
157
Journal of econometrics
123
European journal of operational research : EJOR
108
Energy economics
103
Applied economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economic modelling
70
Discussion paper / Tinbergen Institute
68
Journal of banking & finance
62
International journal of forecasting
60
International journal of production research
60
Risks : open access journal
60
Economics letters
54
Econometric reviews
53
Finance research letters
53
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
Journal of risk and financial management : JRFM
47
SFB 649 discussion paper
44
Journal of forecasting
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Journal of the American Statistical Association : JASA
41
Working paper
41
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Applied economics letters
34
Journal of empirical finance
34
Computational economics
33
International journal of theoretical and applied finance
33
Organizational research methods : ORM
33
Technological forecasting & social change : an international journal
33
International review of economics & finance : IREF
32
The European journal of finance
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion paper / Center for Economic Research, Tilburg University
30
Computers & operations research : and their applications to problems of world concern ; an international journal
28
Quantitative finance
28
Journal of applied econometrics
26
European research studies
25
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
2
Asymptotic theory for rotated
multivariate
GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
3
A
multivariate
asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
4
Asymptotic theory for extended asymmetric
multivariate
GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
5
Volatility spillover and
multivariate
volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
6
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011432558
Saved in:
7
Multivariate
volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
8
Parameter estimation in
multivariate
logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010503419
Saved in:
9
A
multivariate
model for multinomial choices
Bel, Koen
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010507701
Saved in:
10
Robust ranking of
multivariate
GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->