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  • Search: subject:"Analysis of covariance"
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Year of publication
Subject
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Analysis of variance 1,728 Varianzanalyse 1,728 Theorie 669 Theory 669 Estimation theory 449 Schätztheorie 449 Volatility 418 Volatilität 418 Portfolio selection 320 Portfolio-Management 320 Estimation 267 Schätzung 266 Correlation 258 Korrelation 258 Forecasting model 207 Prognoseverfahren 207 Time series analysis 197 Zeitreihenanalyse 197 Capital income 196 Kapitaleinkommen 196 ARCH model 151 ARCH-Modell 151 Börsenkurs 149 Share price 148 USA 114 United States 114 Monte Carlo simulation 110 Monte-Carlo-Simulation 110 Stochastic process 106 Stochastischer Prozess 106 Regressionsanalyse 102 Regression analysis 100 Option pricing theory 97 Optionspreistheorie 97 Statistical test 92 Statistischer Test 92 CAPM 85 Risk 83 Risiko 80 Risikomaß 80
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Online availability
All
Free 625 Undetermined 374 CC license 24
Type of publication
All
Article 999 Book / Working Paper 748 Other 1
Type of publication (narrower categories)
All
Article in journal 914 Aufsatz in Zeitschrift 914 Graue Literatur 393 Non-commercial literature 393 Working Paper 367 Arbeitspapier 365 Aufsatz im Buch 71 Book section 71 Hochschulschrift 57 Thesis 48 Collection of articles written by one author 9 Sammlung 9 Lehrbuch 6 Textbook 4 Aufsatzsammlung 3 Bibliografie enthalten 3 Bibliography included 3 Case study 3 Collection of articles of several authors 3 Fallstudie 3 Forschungsbericht 3 Reprint 3 Sammelwerk 3 Article 1 Conference paper 1 Konferenzbeitrag 1 Market information 1 Marktinformation 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 1,646 German 85 Undetermined 9 French 5 Spanish 2 Polish 1 Slovenian 1
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Author
All
Schmid, Wolfgang 15 Caporin, Massimiliano 12 Hafner, Christian M. 12 Bauwens, Luc 11 Bodnar, Taras 11 Christensen, Kim 10 Croux, Christophe 10 Golosnoy, Vasyl 10 Gribisch, Bastian 10 Hartung, Joachim 10 Herwartz, Helmut 10 Hodrick, Robert J. 10 Kapetanios, George 10 Liesenfeld, Roman 10 Linton, Oliver 10 Fengler, Matthias 9 Gao, Jiti 9 Podolskij, Mark 9 Bonato, Matteo 8 Ferrer-i-Carbonell, Ada 8 Inoue, Atsushi 8 Oomen, Roel C. A. 8 Opschoor, Anne 8 Voev, Valeri 8 Watanabe, Toshiaki 8 Barndorff-Nielsen, Ole E. 7 Boudt, Kris 7 Dijk, Dick van 7 Gupta, Rangan 7 Hansen, Peter Reinhard 7 Lucas, André 7 McAleer, Michael 7 Paterlini, Sandra 7 Patton, Andrew J. 7 Potter, Simon M. 7 Zhang, Xiaoyan 7 Andersen, Torben 6 Bollerslev, Tim 6 Dette, Holger 6 Frondel, Manuel 6
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Institution
All
National Bureau of Economic Research 14 Queen Mary College / Department of Economics 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Centre for Analytical Finance <Århus> 2 Forschungsinstitut zur Zukunft der Arbeit 2 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 2 University of Canterbury / Dept. of Economics and Finance 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1 Econometrisch Instituut <Rotterdam> 1 European Central Bank 1 European University Institute / Department of Economics 1 Fachbuchverlag Leipzig in Carl Hanser GmbH & Co. KG 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Cost and Management Accountants 1 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Internationaler Währungsfonds 1 Judge Institute of Management Studies 1 London School of Economics and Political Science 1 Science Foundation Ireland 1 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 1 Springer-Verlag GmbH 1 Université de Montréal / Département de sciences économiques 1 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 1 Victoria University of Wellington / School of Economics and Finance 1 Weierstraß-Institut für Angewandte Analysis und Stochastik 1
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Published in...
All
Journal of econometrics 48 Finance research letters 19 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 19 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 18 International journal of theoretical and applied finance 16 Discussion paper / Tinbergen Institute 14 Economics letters 14 Journal of banking & finance 14 Journal of empirical finance 14 Journal of financial econometrics : official journal of the Society for Financial Econometrics 14 NBER working paper series 14 Working paper 14 Econometric reviews 13 Journal of financial econometrics 13 NBER Working Paper 13 Working paper / National Bureau of Economic Research, Inc. 13 Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series 12 Organizational research methods : ORM 12 Applied economics 11 Econometric theory 11 International journal of hospitality management 11 Quantitative finance 11 SFB 649 discussion paper 11 Applied mathematical finance 10 International journal of forecasting 10 CEMMAP working papers / Centre for Microdata Methods and Practice 9 CREATES research paper 9 Economic modelling 9 European journal of operational research : EJOR 9 International journal of productivity and quality management : IJPQM 9 Journal of the American Statistical Association : JASA 9 Mathematical finance : an international journal of mathematics, statistics and financial theory 9 The European journal of finance 9 Applied economics letters 8 Computational economics 8 Operations research letters 8 The review of financial studies 8 Working paper / Department of Econometrics and Business Statistics, Monash University 8 Research paper series / Swiss Finance Institute 7 The review of economics and statistics 7
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Source
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ECONIS (ZBW) 1,734 RePEc 8 BASE 3 EconStor 3
Showing 1,681 - 1,690 of 1,748
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ARCH factor: a new methodology to estimate value at risk
Cabedo, J. David; Moya, Ismael - In: Financial modelling : with 74 tables : [a selection of …, (pp. 93-110). 2000
Persistent link: https://www.econbiz.de/10001484965
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The covariance structure of mixed ARMA models
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488562
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Some exact formulae for the constant correlation and diagonal M-GARCH models
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488572
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Value-at-risk: applying the extreme value approach to Asian markets in the recent financial turmoil
Ho, Lan-chih (contributor) - In: Pacific-Basin finance journal 8 (2000) 2, pp. 249-275
Persistent link: https://www.econbiz.de/10001490443
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The comovements of the short interest rates in Central and East European countries
Scheicher, Martin - In: Prague economic papers : a bimonthly journal of … 9 (2000) 3, pp. 259-268
Persistent link: https://www.econbiz.de/10001548529
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Backtesting beyond VaR
Härdle, Wolfgang; Stahl, Gerhard - In: Measuring risk in complex stochastic systems, (pp. 119-130). 2000
Persistent link: https://www.econbiz.de/10001579728
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Variation and covariation between market timing and selectivity : an alternative to traditional meta-analysis
Howell, Sydney D.; Armada, Manuel J. Rocha - In: International journal of business 5 (2000) 2, pp. 57-96
Persistent link: https://www.econbiz.de/10001522449
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A large deviation approach to portfolio management
Gardiol, Lucien; Gibson, Rajna; Bares, Pierre-Antoine; … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 547
Persistent link: https://www.econbiz.de/10001524312
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Invariance and the Wald test
Kemp, Gordon C. R. - 2000
Persistent link: https://www.econbiz.de/10001541419
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Modellierung von Kapitalmarktvolatilität mittels fehlspezifizierter GARCH(p,q)-Prozesse
Schmidt, Michael - 2000
Persistent link: https://www.econbiz.de/10013360888
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