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~isPartOf:"Journal of empirical finance"
~isPartOf:"Post-Print / HAL"
~language:"eng"
~subject:"Multivariate Analyse"
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Multivariate Analyse
Theorie
19
Theory
19
Multivariate Verteilung
16
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ARCH model
13
ARCH-Modell
13
Volatility
13
Volatilität
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Beaulieu, Marie-Claude
1
Brown, Sarah
1
Chow, William W.
1
Conrad, Christian
1
Dark, Jonathan
1
De Nard, Gianluca
1
Dufour, Jean-Marie
1
Flôres Jr., Renato G.
1
Fung, Michael Ka-yiu
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1
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1
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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
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
International journal of forecasting
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European journal of operational research : EJOR
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SFB 649 discussion paper
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Discussion paper / Tinbergen Institute
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Journal of forecasting
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Organizational research methods : ORM
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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SFB 649 Discussion Paper
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Acta Universitatis Lodziensis / Folia oeconomica
15
Energy economics
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Risks : open access journal
15
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Econometric theory
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
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12
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12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
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10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Econometrics : open access journal
10
Fundamentals of marketing research ; Vol. 6
10
International journal of productivity and quality management : IJPQM
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Asset-pricing anomalies and spanning :
multivariate
and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
9
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
10
Multivariate
unit root tests of the PPP hypothesis
Flôres Jr., Renato G.
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001426370
Saved in:
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