//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"MPRA Paper"
~isPartOf:"Statistical Papers / Springer"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate distribution
32
Multivariate Verteilung
31
Theorie
23
Theory
23
Portfolio selection
19
Portfolio-Management
19
Multivariate GARCH
18
Risikomaß
17
Risk measure
17
ARCH model
16
ARCH-Modell
16
Multivariate analysis
14
Volatility
14
Volatilität
14
Börsenkurs
13
Share price
13
Statistical distribution
13
Statistische Verteilung
13
Aktienmarkt
10
Cluster analysis
10
Clusteranalyse
10
Copula
10
Stock market
10
Estimation
9
Multivariate Analyse
9
Schätzung
9
Capital income
8
Correlation
8
Kapitaleinkommen
8
Risikomanagement
8
Risk management
8
Derivat
7
Derivative
7
Korrelation
7
Option pricing theory
7
Optionspreistheorie
7
multivariate GARCH
7
Copulas
6
Forecasting model
6
Prognoseverfahren
6
more ...
less ...
Online availability
All
Free
92
Undetermined
41
Type of publication
All
Book / Working Paper
93
Article
83
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Language
All
Undetermined
114
English
62
Author
All
Masih, Mansur
4
Panaretos, John
4
Weiß, Gregor
4
Bersimis, Sotiris
3
Francq, Christian
3
Grydaki, Maria
3
Mohammad, Irfan
3
Psarakis, Stelios
3
ABALO, Kodzovi
2
Bartram, Söhnke M.
2
Bierlaire, Michel
2
Caporin, Massimiliano
2
Chevapatrakul, Thanaset
2
Feng, Yuanhua
2
Fosgerau, Mogens
2
Garita, Gus
2
Maravelakis, Petros
2
Marçal, Emerson F.
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
Zakoian, Jean-Michel
2
de Silva, Ashton
2
Ñíguez, Trino-Manuel
2
ATENGA, ETOUNDI
1
Abdulai, Awudu
1
Acuña, Andrés
1
Adams, Zeno
1
Adamski, K.
1
Aguilera, A.
1
Ahmad, Mahyudin
1
Akici, Fatih
1
Akpan, Emmanuel S.
1
Al-Hussaini, Essam
1
Alam, I.
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
Published in...
All
Journal of banking & 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
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
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
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
more ...
less ...
Source
All
RePEc
114
ECONIS (ZBW)
62
Showing
31
-
40
of
176
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors
Rahim, Adam Mohamed
;
Masih, Mansur
-
Volkswirtschaftliche Fakultät, …
-
2014
This study makes the initial attempt to investigate the time varying volatility and return linkages of Moroccan Islamic stock indices with the market and regional based indices especially during times of political unrest. More specifically, we use the Dow Jones Islamic Developed markets and...
Persistent link: https://www.econbiz.de/10011113082
Saved in:
32
Multi-jumps
Caporin, Massimiliano
;
Kolokolov, Aleksey
;
Renò, Roberto
-
Volkswirtschaftliche Fakultät, …
-
2014
We provide clear-cut evidence for economically and statistically significant
multivariate
jumps (multi-jumps) occurring …
Persistent link: https://www.econbiz.de/10011114447
Saved in:
33
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
34
Asymmetric increasing trends in dependence in international equity markets
Okimoto, Tatsuyoshi
- In:
Journal of banking & finance
46
(
2014
),
pp. 219-232
Persistent link: https://www.econbiz.de/10010467819
Saved in:
35
Likelihood-based inference for correlated diffusions
Kalogeropoulos, Konstantinos
;
Dellaportas, Petros
; …
-
Volkswirtschaftliche Fakultät, …
-
2007
Biometrika 88(3):603-621) to d-dimensional correlated diffusions including
multivariate
stochastic volatility models. Our …
Persistent link: https://www.econbiz.de/10005836360
Saved in:
36
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
37
On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.
;
Ledenyov, Viktor O.
-
Volkswirtschaftliche Fakultät, …
-
2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
Saved in:
38
Estimation and Inference in Univariate and
Multivariate
Log-GARCH-X Models When the Conditional Density is Unknown
Sucarrat, Genaro
;
Grønneberg, Steffen
;
Escribano, Alvaro
-
Volkswirtschaftliche Fakultät, …
-
2013
volatility specification. Here, we propose estimation and inference methods for univariate and
multivariate
Generalised log …-ARCH-X (i.e. log-GARCH-X) models when the conditional density is not known via (V)ARMA-X representations. The
multivariate
…
Persistent link: https://www.econbiz.de/10011185384
Saved in:
39
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:
40
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:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->