//--> //--> //-->
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
~person:"Hansen, Peter Reinhard"
~person:"Lovcha, Yuliya"
~type_genre:"Aufsatz in Zeitschrift"
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:"Correspondence analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
4
Multivariate analysis
4
Estimation
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Arbeitslosigkeit
1
Börsenkurs
1
Capital income
1
Correlation
1
Estimation theory
1
Kapitaleinkommen
1
Kaufkraftparität
1
Korrelation
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
PPP
1
Purchasing power parity
1
Schätztheorie
1
Share price
1
Theorie der Arbeitslosigkeit
1
Unemployment
1
Unemployment theory
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Wishart distribution
1
fractional integration
1
high-frequency data
1
long memory
1
multivariate GARCH
1
multivariate fractional integration
1
multivariate long memory
1
multivariate volatility
1
realized covariance
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
4
Language
All
English
4
Author
All
Hansen, Peter Reinhard
Lovcha, Yuliya
Dabić, Marina
9
McAleer, Michael
9
Hafner, Christian M.
8
Landsman, Zinoviy
7
Asai, Manabu
6
Furman, Edward
6
Gil-Alaña, Luis A.
6
Hruschka, Harald
6
Vlačić, Božidar
6
Aparisi, Francisco
5
Bąk, Iwona
5
Koopman, Siem Jan
5
Lucas, André
5
Moschidis, Odysseas
5
Rombouts, Jeroen V. K.
5
Semeraro, Patrizia
5
Shi, Peng
5
Alai, Daniel H.
4
Asimit, Alexandru V.
4
Caporin, Massimiliano
4
DeSarbo, Wayne
4
Deutsch, Joseph
4
Epprecht, Eugenio K.
4
Galichon, Alfred
4
Guillaume, Florence
4
Henry, Marc
4
Kapetanios, George
4
Maity, Shrabanti
4
Oja, Hannu
4
Shephard, Neil G.
4
Silber, Jacques
4
Stentoft, Lars
4
Su, Jianxi
4
Teräsvirta, Timo
4
Vernic, Raluca
4
Vojtková, Mária
4
Anatolyev, Stanislav
3
Avanzi, Benjamin
3
Bianchi, Michele Leonardo
3
Brzezińska, Justyna
3
more ...
less ...
Published in...
All
Journal of applied economics
1
Journal of econometrics
1
Journal of financial econometrics
1
The empirical economics letters : a monthly international journal of economics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
2
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
3
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
Journal of applied economics
19
(
2016
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
Saved in:
4
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->