//--> //--> //-->
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
~subject:"Zeitreihenanalyse"
~subject:"Risikomaß"
~person:"Alfelt, Gustav"
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:"Anova"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Risikomaß
Analysis of variance
2
Capital income
2
Correlation
2
Covariance targeting
2
Estimation theory
2
High-dimensional data
2
Kapitaleinkommen
2
Korrelation
2
Realized covariance matrix
2
Schätztheorie
2
Stock co-volatility
2
Time series analysis
2
Time series matrix-variate model
2
Varianzanalyse
2
Volatility
2
Volatilität
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Alfelt, Gustav
Caporin, Massimiliano
8
McAleer, Michael
7
Bauwens, Luc
6
Opschoor, Anne
6
Voev, Valeri
6
Christensen, Kim
5
Lucas, André
5
Patton, Andrew J.
5
Schmid, Wolfgang
5
Bonato, Matteo
4
Halbleib, Roxana
4
Janus, Paweł
4
Korn, Ralf
4
Podolskij, Mark
4
Bodnar, Taras
3
Bollerslev, Tim
3
Dijk, Herman K. van
3
Fengler, Matthias R.
3
Huschens, Stefan
3
Härdle, Wolfgang
3
Javed, Farrukh
3
Koopman, Siem Jan
3
Ng, Serena
3
Oomen, Roel C. A.
3
Otranto, Edoardo
3
Quaedvlieg, Rogier
3
Ranaldo, Angelo
3
Stahl, Gerhard
3
Xu, Yongdeng
3
Śliwa, Przemysław
3
Andersen, Torben
2
Braione, Manuela
2
Corsi, Fulvio
2
Dobrev, Dobrislav
2
Emmer, Susanne
2
Fengler, Matthias
2
Gao, Jiti
2
Gottschling, Andreas
2
Gribisch, Bastian
2
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->