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~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Share price"
~subject:"Theorie"
~subject:"Volatilität"
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Search: subject:"Multivariate"
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Share price
Theorie
Volatilität
Theory
19
Multivariate distribution
17
Multivariate Verteilung
16
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13
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13
Multivariate analysis
13
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Beaulieu, Marie-Claude
1
Bernardi, Mauro
1
Booth, G. Geoffrey
1
Brooks, Robert
1
Brown, Sarah
1
Catania, Leopoldo
1
Cerrato, Mario
1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of empirical finance
Statistical Papers / Springer
Insurance / Mathematics & economics
113
Energy economics
69
European journal of operational research : EJOR
66
Journal of econometrics
63
Discussion paper / Tinbergen Institute
48
Applied economics
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Risks : open access journal
42
International journal of forecasting
41
Economic modelling
40
Econometric reviews
39
Journal of banking & finance
39
Finance research letters
38
SFB 649 discussion paper
38
Economics letters
37
International review of financial analysis
36
International journal of production research
35
Journal of forecasting
30
The North American journal of economics and finance : a journal of financial economics studies
28
International journal of theoretical and applied finance
23
International review of economics & finance : IREF
23
Journal of risk and financial management : JRFM
23
Reihe Quantitative Ökonomie : Ökon
23
Research in international business and finance
22
SFB 649 Discussion Paper
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Working paper
21
Journal of the American Statistical Association : JASA
20
Quantitative finance
20
The European journal of finance
20
Computational economics
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Europäische Hochschulschriften / 5
19
Applied economics letters
18
Discussion paper / Center for Economic Research, Tilburg University
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
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1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
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
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Saved in:
8
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
9
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
10
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:
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