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  • Search: subject:"Generalized Variance"
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Year of publication
Subject
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Volatility 11 Volatilität 10 Estimation theory 6 Schätztheorie 6 generalized variance 6 Generalized variance 5 Spillover effect 5 Spillover-Effekt 5 Swap 5 ARCH model 4 ARCH-Modell 4 Analysis of variance 4 Cointegration 4 Estimation 4 Generalized variance decompositions 4 Schätzung 4 Stochastic process 4 Stochastischer Prozess 4 Time series analysis 4 Varianzanalyse 4 Welt 4 World 4 Zeitreihenanalyse 4 Ansteckungseffekt 3 Contagion effect 3 Correlation 3 Covariance matrix 3 Decomposition method 3 Dekompositionsverfahren 3 Generalized Variance Decomposition 3 Generalized Variance Decompositions 3 Korrelation 3 Oil price 3 Option pricing theory 3 Optionspreistheorie 3 VAR model 3 VAR-Modell 3 generalized variance decomposition 3 Ölpreis 3 Aktienmarkt 2
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Online availability
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Undetermined 22 Free 16 CC license 1
Type of publication
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Article 33 Book / Working Paper 8 Journal 1
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Graue Literatur 1 Non-commercial literature 1 research-article 1
Language
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English 25 Undetermined 17
Author
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Dua, Pami 3 Rafiq, Shuddhasattwa 3 Salim, Ruhul A. 3 Biswas, Subhojit 2 Cho, Daehyoung 2 Choi, Kyongwook 2 Jin, Xin 2 Mukherjee, Diganta 2 Raje, Nishita 2 Razzak, Weshah 2 An, Haizhong 1 Armeanu, Dan 1 Armeanu, Daniel 1 Boonstra, Harm Jan 1 Boubaker, Heni 1 Brakel, Jan A. van den 1 Chien, Mei-Se 1 Darrat, A. F. 1 Das, Sumonkanti 1 Dedu, Vasile 1 Eisenberg, Bennett 1 Enciu, Adrian 1 Falorsi, Piero 1 Fan, Ying 1 Ferrario, Andrea 1 Filiberti, Salvatore 1 From, Steven 1 Gao, Xiangyun 1 Guidolin, Massimo 1 Guo, Na 1 Guo, Sui 1 Guo, Xun-xiang 1 Haslett, Stephen 1 Hassan, A. F. M. Kamrul 1 Ji, Qiang 1 Kokonendji, Célestin 1 Kokonendji, Célestin C. 1 Konno, Yoshihiko 1 Kubokawa, Tatsuya 1 Kwok, Yue-Kuen 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Centre for Development Economics, Delhi School of Economics 2 eSocialSciences 1
Published in...
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MPRA Paper 4 Annals of the Institute of Statistical Mathematics 3 International Journal of Energy Economics and Policy : IJEEP 2 International journal of financial engineering 2 Journal of East Asian economic integration 2 Statistics & Probability Letters 2 Working papers / Centre for Development Economics, Delhi School of Economics 2 Annals of financial economics 1 Applied Economics Quarterly (formerly: Konjunkturpolitik) 1 Applied economics 1 Computational economics 1 Discussion paper / Statistics Netherlands 1 Economic analysis and policy : EAP ; journal of the Economic Society of Australia 1 Education Economics 1 Energy 1 International Journal of Housing Markets and Analysis 1 International journal of finance & economics : IJFE 1 International review of financial analysis 1 Journal for Economic Forecasting 1 Journal of Economic Development 1 Journal of econometrics 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Quantitative finance and economics 1 Statistical Methods and Applications 1 Statistical Papers / Springer 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The Manchester School 1 The North American journal of economics and finance : a journal of theory and practice 1 Theoretical and Applied Economics 1 Working Papers / eSocialSciences 1
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Source
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RePEc 21 ECONIS (ZBW) 18 BASE 2 Other ZBW resources 1
Showing 31 - 40 of 42
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On the Monge–Ampère equation for characterizing gamma-Gaussian model
Kokonendji, Célestin C.; Masmoudi, Afif - In: Statistics & Probability Letters 83 (2013) 7, pp. 1692-1698
determinant of its covariance matrix, named the generalized variance function. Then, we show that its modified Lévy measure is of … the same type for which we prove a conjecture on generalized variance estimators of the gamma-Gaussian model. Finally, we …
Persistent link: https://www.econbiz.de/10011040154
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Predicting instability
Razzak, Weshah A. - In: Applied economics 45 (2013) 22/24, pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
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Equity market linkage and multinational trade accords: The case of NAFTA
Darrat, A. F.; Zhong, M. S. - 2005
using cross-correlations, multivariate price cointegrating systems, speed of convergence, and generalized variance …
Persistent link: https://www.econbiz.de/10009447946
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Analysis of Consumers' Perceptions of Buying Conditions for Houses
Dua, Pami - Centre for Development Economics, Delhi School of Economics - 2004
the above variables have a predictable and permanent impact on buying attitudes. Furthermore, generalized variance … and permanent impact on buying attitudes. Furthermore, generalized variance decompositions suggest that both current and … expectations of real disposable income. Keywords: Consumer Surveys, House Buying Attitudes, Cointegration, Generalized Variance …
Persistent link: https://www.econbiz.de/10005418918
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The linkage between energy consumption and income in six emerging economies of Asia
School of Economics and Finance
energy consumption and income is found for Indonesia, Malaysia and Philippines. Both the generalized variance decompositions …
Persistent link: https://www.econbiz.de/10009434881
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Exact expression of the density of the sample generalized variance and applications
Pham-Gia, T.; Turkkan, N. - In: Statistical Papers 51 (2010) 4, pp. 931-945
Persistent link: https://www.econbiz.de/10008775892
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Temporal Causality between Energy Consumption and Income in Six Asian Emerging Countries
Rafiq, Shuddhasattwa; Salim, Ruhul A. - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 55 (2009) 4, pp. 335-350
This article examines the short- and long-run causal relationship between energy consumption and GDP of six emerging economies of Asia. Based on cointegration and vector error correction modeling the empirical results show that there exists a unidirectional shortand long-run causality running...
Persistent link: https://www.econbiz.de/10008784841
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Income and Education in Turkey: A Multivariate Analysis
Sari, Ramazan; Soytas, Ugur - In: Education Economics 14 (2006) 2, pp. 181-196
Although the role of education in an economy is emphasized in theoretical studies, empirical literature finds mixed results for the relationship between growth and education. We examine the relationship between Gross Domestic Product (GDP) and enrollments in primary, secondary, and high schools,...
Persistent link: https://www.econbiz.de/10005491355
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The new strategy for the concise presentation of sampling errors in the Italian Structural Business Statistics Survey
Falorsi, Piero; Filiberti, Salvatore; Pavone, Antonio - In: Statistical Methods and Applications 15 (2006) 2, pp. 243-265
Persistent link: https://www.econbiz.de/10005369222
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Stein-type improvements of confidence intervals for the generalized variance
Sarkar, Sanat - In: Annals of the Institute of Statistical Mathematics 43 (1991) 2, pp. 369-375
Persistent link: https://www.econbiz.de/10005395844
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