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~isPartOf:"Journal of empirical finance"
~isPartOf:"Post-Print / HAL"
~language:"eng"
~subject:"Multivariate Analyse"
~subject:"Share price"
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Search: subject:"Multivariate"
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Multivariate Analyse
Share price
Theorie
19
Theory
19
Multivariate Verteilung
16
Multivariate distribution
16
ARCH model
13
ARCH-Modell
13
Volatility
13
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Credit risk
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Beaulieu, Marie-Claude
1
Brown, Sarah
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Dark, Jonathan
1
De Nard, Gianluca
1
Dufour, Jean-Marie
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Flôres Jr., Renato G.
1
Fung, Michael Ka-yiu
1
Galeano, Pedro
1
Ghosh, Pulak
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
Hung, Pi-Hsia
1
Janus, Paweł
1
Karanasos, Menelaos
1
Khalaf, Lynda
1
Koopman, Siem Jan
1
Liang, Shin-shun
1
Lien, Da-hsiang Donald
1
Liu, Xiaoquan
1
Lucas, André
1
Molnár, Peter
1
Pape, Katharina
1
Su, Li
1
Taamouti, Abderrahim
1
Taylor, Karl
1
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Wang, Keli
1
Wied, Dominik
1
Wu, Chih-chiang
1
Ye, Wuyi
1
Yeh, Chung-ying
1
Zeng, Ning
1
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Journal of empirical finance
Post-Print / HAL
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
34
Energy economics
32
Applied economics
31
Journal of the American Statistical Association : JASA
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Econometric reviews
26
International journal of forecasting
26
Discussion paper / Tinbergen Institute
25
Economics letters
24
European journal of operational research : EJOR
24
Economic modelling
23
Econometric Institute research papers
22
SFB 649 discussion paper
22
Journal of banking & finance
21
Journal of forecasting
21
Organizational research methods : ORM
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
SFB 649 Discussion Paper
17
Finance research letters
16
International review of financial analysis
16
Working paper
16
Acta Universitatis Lodziensis / Folia oeconomica
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Risks : open access journal
15
Applied economics letters
14
ECARES working paper
14
Research in international business and finance
14
Discussion paper / Centre for Economic Policy Research
13
Econometric theory
13
International review of economics & finance : IREF
13
KBI
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of applied econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Center for Economic Research, Tilburg University
11
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ECONIS (ZBW)
16
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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
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:
3
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:
4
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:
5
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:
6
Monitoring
multivariate
variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Saved in:
7
Modelling household finances : a Bayesian approach to a
multivariate
two-part model
Brown, Sarah
;
Ghosh, Pulak
;
Su, Li
;
Taylor, Karl
- In:
Journal of empirical finance
33
(
2015
),
pp. 190-207
Persistent link: https://www.econbiz.de/10011556870
Saved in:
8
Moments of
multivariate
regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
9
Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Hung, I-Chung
- In:
Journal of empirical finance
52
(
2019
),
pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
Saved in:
10
Multivariate
fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
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