//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"The European journal of finance"
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:"Analysis of variance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
39
Varianzanalyse
39
Theorie
18
Theory
18
Volatility
18
Volatilität
18
Estimation theory
16
Schätztheorie
16
Capital income
12
Forecasting model
12
Kapitaleinkommen
12
Prognoseverfahren
12
Correlation
11
Korrelation
11
Portfolio selection
9
Portfolio-Management
9
Estimation
8
Schätzung
8
Time series analysis
7
Zeitreihenanalyse
7
Börsenkurs
6
Share price
6
ARCH model
5
ARCH-Modell
5
Multivariate Analyse
5
Multivariate analysis
5
Realized variance
5
Statistical distribution
5
Statistische Verteilung
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Statistical test
4
Statistischer Test
4
Aktienindex
3
HAR
3
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Realized covariance
3
more ...
less ...
Online availability
All
Undetermined
17
Free
14
Type of publication
All
Article
25
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Forschungsbericht
2
more ...
less ...
Language
All
English
39
Author
All
Hartung, Joachim
6
Knapp, Guido
4
Dette, Holger
2
Klapper, Matthias
2
Makambi, Kepher H.
2
Neumeyer, Natalie
2
Anderson, Heather M.
1
Bauwens, Luc
1
Bodnar, Taras
1
Bonato, M.
1
Bond, Shaun A.
1
Bongiorno, Christian
1
Buccheri, Giuseppe
1
Byström, Hans N. E.
1
Caporin, Massimiliano
1
Challet, Damien
1
Christensen, Kim
1
Christensen, Kimberly
1
Clements, Adam
1
Corsi, Fulvio
1
Croux, Christophe
1
De Nard, Gianluca
1
Dijk, Herman K. van
1
Djupsjöbacka, Daniel
1
Drovandi, Christopher
1
Engle, Robert F.
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Guo, Hui
1
Gupta, Arjun K.
1
Han, Chulwoo
1
Hoogerheide, Lennart
1
Hu, Jinjin
1
Kaeck, Andreas
1
Ledoit, Olivier
1
Li, Dan
1
Li, Yifan
1
Liao, Yin
1
Liu, Siqi
1
Lucas, André
1
more ...
less ...
Institution
All
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Published in...
All
International journal of forecasting
Journal of banking & finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
The European journal of finance
Journal of econometrics
36
Working paper
15
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Journal of financial econometrics
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Finance research letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
SFB 649 discussion paper
11
Economics letters
10
International journal of productivity and quality management : IJPQM
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Econometric reviews
9
European journal of operational research : EJOR
8
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
8
Quantitative finance
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
Psychometrika
7
The review of economics and statistics
7
CORE discussion papers : DP
6
CREATES research paper
6
Global COE Hi-Stat discussion paper series
6
International journal of business excellence
6
Journal of business ethics : JOBE
6
Research paper series / Swiss Finance Institute
6
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
4
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
5
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:
6
Modeling and forecasting realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
7
Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
Saved in:
8
A geometric framework for covariance dynamics
Han, Chulwoo
;
Park, Frank C.
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013400017
Saved in:
9
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
10
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->