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Search: subject:"Multivariate"
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Multivariate distribution
48
Multivariate Verteilung
47
Theorie
42
Theory
42
ARCH model
29
ARCH-Modell
29
Portfolio selection
28
Portfolio-Management
28
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27
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114
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Weiß, Gregor
5
Masih, Mansur
4
Panaretos, John
4
Bersimis, Sotiris
3
Francq, Christian
3
Grydaki, Maria
3
Mohammad, Irfan
3
Psarakis, Stelios
3
Wied, Dominik
3
ABALO, Kodzovi
2
Bartram, Söhnke M.
2
Bierlaire, Michel
2
Brown, Sarah
2
Caporin, Massimiliano
2
Chevapatrakul, Thanaset
2
De Nard, Gianluca
2
Feng, Yuanhua
2
Fosgerau, Mogens
2
Garita, Gus
2
Ghosh, Pulak
2
Liu, Xiaochun
2
Maravelakis, Petros
2
Marçal, Emerson F.
2
Perote, Javier
2
Puccetti, Giovanni
2
Rossi, Eduardo
2
Saleem, Kashif
2
Stentoft, Lars
2
Taylor, Karl
2
Vaihekoski, Mika
2
Valls Pereira, Pedro L.
2
Vorobyev, Oleg Yu.
2
Wang, Yaw-Huei
2
Zakoian, Jean-Michel
2
de Silva, Ashton
2
Ñíguez, Trino-Manuel
2
ATENGA, ETOUNDI
1
Abdulai, Awudu
1
Acuña, Andrés
1
Adams, Zeno
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
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Journal of banking & finance
Journal of empirical finance
MPRA Paper
Statistical Papers / Springer
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
103
Applied economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economic modelling
70
Discussion paper / Tinbergen Institute
69
International journal of forecasting
60
International journal of production research
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Risks : open access journal
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57
Economics letters
54
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53
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Psychometrika
51
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
SFB 649 discussion paper
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Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
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Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
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Statistics & Probability Letters
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38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
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36
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Applied economics letters
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34
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RePEc
114
ECONIS (ZBW)
96
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1
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:
2
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:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
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:
5
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:
6
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
7
Affine
multivariate
GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
8
Multivariate
models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
9
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
10
Long memory dynamics for
multivariate
dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
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