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Search: subject:"Multivariate"
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Multivariate distribution
40
Multivariate Verteilung
39
Theorie
36
Theory
36
Multivariate analysis
28
Cluster analysis
26
Clusteranalyse
26
Multivariate Analyse
23
Portfolio selection
22
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22
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21
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21
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20
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20
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20
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19
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19
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16
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15
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13
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12
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11
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9
EU countries
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9
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9
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9
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Free
129
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62
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43
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Masih, Mansur
4
Owyang, Michael T.
4
Panaretos, John
4
Weiß, Gregor
4
Bagshaw, Michael L.
3
Bersimis, Sotiris
3
Caporin, Massimiliano
3
Francq, Christian
3
Grydaki, Maria
3
Kapetanios, George
3
Manera, Matteo
3
McAleer, Michael
3
Mohammad, Irfan
3
Psarakis, Stelios
3
Soques, Daniel
3
ABALO, Kodzovi
2
Bartram, Söhnke M.
2
Bierlaire, Michel
2
Chevapatrakul, Thanaset
2
Feng, Yuanhua
2
Fosgerau, Mogens
2
Garita, Gus
2
Lanza, Alessandro
2
Maravelakis, Petros
2
Marçal, Emerson F.
2
Nguyen, Hoang
2
Perote, Javier
2
Puccetti, Giovanni
2
Saleem, Kashif
2
Stentoft, Lars
2
Vaihekoski, Mika
2
Valls Pereira, Pedro L.
2
Vorobyev, Oleg Yu.
2
Wang, Yaw-Huei
2
Yu, Jun
2
Zakoian, Jean-Michel
2
de Silva, Ashton
2
Ñíguez, Trino-Manuel
2
ATENGA, ETOUNDI
1
Abadie, Alberto
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
Queen Mary College / Department of Economics
2
University of Canterbury / Dept. of Economics and Finance
1
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Journal of banking & finance
MPRA Paper
Statistical Papers / Springer
Working paper
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
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70
Discussion paper / Tinbergen Institute
69
International journal of forecasting
60
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Economics letters
54
Econometric reviews
53
Finance research letters
53
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
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
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Applied economics letters
34
Discussion paper / Center for Economic Research, Tilburg University
34
Journal of empirical finance
34
Computational economics
33
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RePEc
114
ECONIS (ZBW)
111
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71
Time-varying Business Cycles Synchronisation in Europe
Degiannakis, Stavros
;
Duffy, David
;
Filis, George
-
Volkswirtschaftliche Fakultät, …
-
2013
-countries based on scalar-BEKK and
multivariate
Riskmetrics model frameworks for the period 1980-2009. The paper provides evidence …
Persistent link: https://www.econbiz.de/10011107545
Saved in:
72
Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using
Multivariate
GARCH-DCC
Rizvi, Syed Aun
;
Masih, Mansur
-
Volkswirtschaftliche Fakultät, …
-
2013
the recent
Multivariate
GARCH Dynamic Conditional Correlations (MGARCH DCC) method. The study provides positive evidence …
Persistent link: https://www.econbiz.de/10011108091
Saved in:
73
Testing Finance-Led, Export-Led and Import-Led Growth Hypotheses on Four Sub-Saharan African Economies
Evans, Olaniyi
-
Volkswirtschaftliche Fakultät, …
-
2013
four of the largest Sub-Saharan African economies namely South Africa, Nigeria, Ghana and Kenya. Within a
multivariate
…
Persistent link: https://www.econbiz.de/10011108930
Saved in:
74
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
Caporin, Massimiliano
;
Jimenez-Martin, Juan-Angel
; …
-
Volkswirtschaftliche Fakultät, …
-
2013
is hedged. Hedging strategies of currency risk, using exchange rates futures and driven by several
multivariate
GARCH …
Persistent link: https://www.econbiz.de/10011111346
Saved in:
75
Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
El GHINI, Ahmed
;
SAIDI, Youssef
-
Volkswirtschaftliche Fakultät, …
-
2013
flexible
multivariate
dynamic conditional correlation (DCC). We investigate empirical studies using the DCC-GARCH model to test …
Persistent link: https://www.econbiz.de/10011114049
Saved in:
76
Does European Monetary Union make inflation dynamics more uniform?
Iacus, Stefano Maria
;
Porro, Giuseppe
-
2013
Persistent link: https://www.econbiz.de/10011765152
Saved in:
77
Clustered housing cycles
Hernández-Murillo, Rubén
;
Owyang, Michael T.
;
Rubio, …
-
2013
Persistent link: https://www.econbiz.de/10009768046
Saved in:
78
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
79
Is gold a safe haven or a hedge for the US dollar? : implications for risk management
Reboredo, Juan Carlos
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10009776518
Saved in:
80
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert W.
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
Saved in:
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