//--> //--> //--> //-->
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 business & economic statistics : JBES ; a publication of the American Statistical Association"
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:"Covariance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
66
Korrelation
66
Estimation theory
35
Schätztheorie
35
Theorie
25
Theory
25
Estimation
19
Schätzung
19
Time series analysis
19
Zeitreihenanalyse
19
Volatility
17
Volatilität
17
ARCH model
16
ARCH-Modell
16
Capital income
11
Kapitaleinkommen
11
Panel
11
Panel study
11
Statistical test
10
Statistischer Test
10
Portfolio selection
9
Portfolio-Management
9
Multivariate Analyse
8
Multivariate analysis
8
Börsenkurs
7
Share price
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Stochastic process
6
Stochastischer Prozess
6
Analysis of variance
5
Forecasting model
5
Prognoseverfahren
5
Regression analysis
5
Regressionsanalyse
5
Varianzanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Exchange rate
4
Heteroscedasticity
4
more ...
less ...
Online availability
All
Undetermined
37
Free
7
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Language
All
English
66
Author
All
Engle, Robert F.
3
Lan, Wei
3
Tsai, Chih-Ling
3
Tsay, Ruey S.
3
Bodnar, Taras
2
Lucas, André
2
Müller, Ulrich K.
2
Oh, Dong Hwan
2
Patton, Andrew J.
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Su, Liangjun
2
Tjostheim, Dag
2
Ullah, Aman
2
Wang, Hansheng
2
Aielli, Gian Piero
1
Alfelt, Gustav
1
Ausín, M. Concepción
1
Barassi, Marco R.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bormetti, Giacomo
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Bunzel, Helle
1
Burridge, Peter
1
Casarin, Roberto
1
Chan, Joshua
1
Chen, Qian
1
Chen, Songnian
1
Corsi, Fulvio
1
Creal, Drew
1
Cui, Guowei
1
Dijk, Dick van
1
Duan, Jin-Chuan
1
Everaert, Gerdie
1
Fan, Jianqing
1
Fan, Xinyan
1
Fang, Zheng
1
Fryzlewicz, Piotr
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
IMF Working Papers
204
Journal of econometrics
109
Economics letters
96
Finance research letters
76
Economic modelling
70
Journal of banking & finance
65
Applied economics
61
NBER Working Paper
59
NBER working paper series
59
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
Discussion paper / Tinbergen Institute
45
International review of financial analysis
44
Research in international business and finance
44
Working paper
43
Energy economics
42
International review of economics & finance : IREF
42
Econometric reviews
38
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
Computational economics
30
CESifo working papers
29
Discussion paper series / IZA
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
26
European journal of operational research : EJOR
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Cambridge working papers in economics
23
International journal of forecasting
23
CREATES research paper
22
Games and economic behavior
22
Journal of economic dynamics & control
22
Journal of forecasting
22
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
4
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
5
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
Saved in:
6
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
Saved in:
7
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
8
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
9
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
10
Robust covariance matrix estimation for high-dimensional compositional data with application to sales data analysis
Li, Danning
;
Srinivasan, Arun
;
Chen, Qian
;
Xue, Lingzhou
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1090-1100
Persistent link: https://www.econbiz.de/10014448566
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->