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Search: subject:"Multivariate"
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Theorie
77
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77
Multivariate analysis
58
Multivariate Analyse
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42
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Prokhorov, Artem
7
McAleer, Michael
5
Anatolyev, Stanislav
3
Asai, Manabu
3
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3
Teräsvirta, Timo
3
Tsionas, Efthymios G.
3
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2
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Nadarajah, S.
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1
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1
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1
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1
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1
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1
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Econometric reviews
Economics letters
Journal of empirical finance
Statistical Papers / Springer
Statistics & Probability Letters
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
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93
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International review of financial analysis
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
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International journal of economics and financial issues : IJEFI
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
141
RePEc
62
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1
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
A robust score-driven filter for
multivariate
time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
6
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei
;
Leppin, Julian Sebastian
;
Reitz, Stefan
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 177-196
Persistent link: https://www.econbiz.de/10012483806
Saved in:
7
Multivariate
return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
8
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
9
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
10
An application of copulas to OPEC's changing influence on fossil fuel prices
Graziano, Clara
;
McInnes, Alex
- In:
Econometric reviews
42
(
2023
)
8
,
pp. 676-699
Persistent link: https://www.econbiz.de/10014321661
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