//--> //--> //-->
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 empirical finance"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
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:"Multivariate analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Zeitreihenanalyse
Multivariate Analyse
10
Multivariate analysis
10
Theorie
8
Theory
8
ARCH model
5
ARCH-Modell
5
Volatility
5
Volatilität
5
Capital income
4
Correlation
4
Kapitaleinkommen
4
Korrelation
4
Estimation
3
Fractional integration
3
Schätzung
3
Analysis of variance
2
Börsenkurs
2
CAPM
2
Portfolio-Management
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
USA
2
United States
2
Varianzanalyse
2
1973-1994
1
Aktienmarkt
1
Assets
1
Asymmetric power ARCH
1
Bayes-Statistik
1
Bayesian approach
1
Bayesian inference
1
Bridge distribution
1
Characteristic function
1
Debt
1
Double-shrinkage
1
Dynamic conditional correlation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Dark, Jonathan
1
De Nard, Gianluca
1
Janus, Paweł
1
Koopman, Siem Jan
1
Lucas, André
1
Taamouti, Abderrahim
1
Zhao, Zhao
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International journal of forecasting
13
Journal of forecasting
13
Insurance / Mathematics & economics
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
9
Discussion paper / Tinbergen Institute
8
Econometrics : open access journal
7
Energy economics
7
Journal of the American Statistical Association : JASA
7
Economic modelling
6
International journal of production research
6
KBI
6
Working paper series / University of Zurich, Department of Economics
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Econometric Institute research papers
5
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
Applied economics
4
CAMA working paper series
4
CESifo working papers
4
CoFE discussion papers
4
Econometric theory
4
Economics letters
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of banking & finance
4
Journal of financial econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Quantitative finance
4
Reihe Quantitative Ökonomie : Ökon
4
Risks : open access journal
4
SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Working paper
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Applied economics letters
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->