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~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
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Search: subject:"Multivariate"
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Multivariate Analyse
63
Multivariate analysis
63
Theorie
51
Theory
51
Estimation theory
49
Schätztheorie
49
Time series analysis
41
Zeitreihenanalyse
41
Multivariate Verteilung
27
Multivariate distribution
27
Volatility
23
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23
Estimation
20
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
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20
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19
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19
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18
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18
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16
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16
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13
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13
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12
Stochastischer Prozess
12
Cluster analysis
11
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11
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11
Factor analysis
10
Faktorenanalyse
10
Markov chain
10
Markov-Kette
10
Multiple Regression
9
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9
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8
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122
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123
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123
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Fan, Yanqin
5
Chen, Xiaohong
4
MacKinnon, James G.
4
McAleer, Michael
4
Asai, Manabu
3
Gouriéroux, Christian
3
Hafner, Christian M.
3
Jasiak, Joann
3
Nielsen, Morten Ørregaard
3
Phillips, Peter C. B.
3
Webb, Matthew
3
Wied, Dominik
3
Bücher, Axel
2
Chen, Bin
2
Francq, Christian
2
Hallin, Marc
2
Hong, Yongmiao
2
King, Maxwell L.
2
Koop, Gary
2
Laurent, Sébastien
2
Liu, Ruixuan
2
Oh, Dong Hwan
2
Oka, Tatsushi
2
Okhrin, Ostap
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Sentana, Enrique
2
Shephard, Neil G.
2
Timmermann, Allan
2
Zhang, Xibin
2
Aiolfi, Marco
1
Akker, Ramon van den
1
Akram, Muhammad
1
Alonso, Andrés M.
1
Amengual, Dante
1
Andrade, Philippe
1
András, Péter
1
Asimit, Alexandru V.
1
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Journal of econometrics
Insurance / Mathematics & economics
157
European journal of operational research : EJOR
108
Energy economics
103
Applied economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economic modelling
70
Journal of banking & finance
62
International journal of forecasting
60
International journal of production research
60
Risks : open access journal
60
Economics letters
54
Econometric reviews
53
Finance research letters
53
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
Journal of risk and financial management : JRFM
47
Journal of forecasting
42
Journal of the American Statistical Association : JASA
41
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Applied economics letters
34
Journal of empirical finance
34
Computational economics
33
International journal of theoretical and applied finance
33
Organizational research methods : ORM
33
Technological forecasting & social change : an international journal
33
International review of economics & finance : IREF
32
The European journal of finance
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Computers & operations research : and their applications to problems of world concern ; an international journal
28
Quantitative finance
28
Journal of applied econometrics
26
European research studies
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Tourism management : research, policies, practice
25
Journal of business research : JBR
24
Journal of international financial markets, institutions & money
24
Journal of risk
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
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ECONIS (ZBW)
123
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1
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
2
Stationary vine copula models for
multivariate
time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
3
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
4
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
5
Inference related to common breaks in a
multivariate
system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
6
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
7
Efficient estimation and filtering for
multivariate
jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
8
Identification of structural
multivariate
GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
9
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
10
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
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