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  • Search: subject:"Multivariate"
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Year of publication
Subject
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Cluster analysis 5,500 Clusteranalyse 5,497 Theorie 4,768 Theory 4,682 Multivariate Analyse 3,843 Multivariate analysis 3,562 Multivariate distribution 2,626 Multivariate Verteilung 2,617 Regional cluster 1,887 Regionales Cluster 1,887 Zeitreihenanalyse 1,371 Time series analysis 1,343 Schätzung 1,195 Schätztheorie 1,183 Estimation theory 1,167 Estimation 1,157 Volatility 1,126 Volatilität 1,118 ARCH-Modell 1,115 ARCH model 1,091 Portfolio-Management 899 Portfolio selection 896 Statistische Verteilung 865 Statistical distribution 857 Prognoseverfahren 850 Forecasting model 833 Risikomaß 707 Risk measure 704 Kapitaleinkommen 671 Capital income 665 cluster analysis 628 USA 615 Risikomanagement 596 Risk management 591 United States 584 Welt 576 Korrelation 570 World 565 Correlation 563 Börsenkurs 556
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Online availability
All
Free 6,053 Undetermined 4,926 CC license 462
Type of publication
All
Article 10,069 Book / Working Paper 6,549 Other 29 Journal 1
Type of publication (narrower categories)
All
Article in journal 7,610 Aufsatz in Zeitschrift 7,610 Working Paper 2,393 Graue Literatur 2,180 Non-commercial literature 2,180 Arbeitspapier 1,976 Aufsatz im Buch 701 Book section 701 Hochschulschrift 440 Thesis 362 Article 135 Conference paper 104 Konferenzbeitrag 104 Collection of articles of several authors 96 Sammelwerk 96 research-article 89 Lehrbuch 86 Bibliografie enthalten 82 Bibliography included 82 Textbook 68 Konferenzschrift 56 Aufsatzsammlung 41 Dissertation u.a. Prüfungsschriften 41 Collection of articles written by one author 37 Sammlung 37 Conference proceedings 32 Case study 25 Fallstudie 25 Forschungsbericht 20 Amtsdruckschrift 18 Government document 18 Reprint 15 Einführung 12 Conference Paper 11 Mikroform 9 Systematic review 7 Übersichtsarbeit 7 Festschrift 6 Statistik 6 Bibliografie 5
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Language
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English 13,371 Undetermined 2,203 German 782 French 64 Polish 54 Spanish 53 Russian 30 Portuguese 24 Italian 20 Hungarian 14 Dutch 11 Czech 7 Romanian 6 Croatian 5 Bulgarian 4 Slovak 4 Lithuanian 3 Finnish 2 Danish 1 Slovenian 1 Albanian 1 Serbian 1 Swedish 1 Chinese 1
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Author
All
McAleer, Michael 120 Okhrin, Ostap 78 Härdle, Wolfgang 66 Lucas, André 63 Koopman, Siem Jan 62 Asai, Manabu 55 Hafner, Christian M. 44 Hallin, Marc 42 MacKinnon, James G. 39 Caporin, Massimiliano 37 Hammoudeh, Shawkat 35 Backhaus, Klaus 34 DeSarbo, Wayne S. 34 Rombouts, Jeroen V. K. 34 Guesmi, Khaled 32 Teräsvirta, Timo 32 Chang, Chia-Lin 31 Greenacre, Michael J. 31 Herwartz, Helmut 31 Webb, Matthew 30 Smith, Michael S. 29 Caporale, Guglielmo Maria 28 Weihs, Claus 28 Patton, Andrew J. 27 DeSarbo, Wayne 26 Schmid, Wolfgang 26 Tiwari, Aviral Kumar 26 Weiß, Gregor 26 Chen, Xiaohong 25 Marcellino, Massimiliano 25 Nguyen, Duc Khuong 25 Mensi, Walid 24 Mittnik, Stefan 24 Dufour, Jean-Marie 23 Galichon, Alfred 23 Hautsch, Nikolaus 23 Härdle, Wolfgang Karl 23 Okhrin, Yarema 23 Croux, Christophe 22 Einmahl, John H. J. 22
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 93 HAL 42 Tilburg University, Center for Economic Research 26 National Bureau of Economic Research 24 EconWPA 23 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 23 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 21 International Monetary Fund (IMF) 21 Erasmus University Rotterdam, Econometric Institute 20 Tinbergen Instituut 20 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 18 Agricultural and Applied Economics Association - AAEA 17 Institute for the Study of Labor (IZA) 17 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 17 Université Paris-Dauphine (Paris IX) 17 School of Economics and Management, University of Aarhus 16 Institut de Préparation à l'Administration et à la Gestion (IPAG) 15 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 14 European Association of Agricultural Economists - EAAE 14 Society for Computational Economics - SCE 14 C.E.P.R. Discussion Papers 12 Center for Financial Studies 12 Department of Econometrics and Business Statistics, Monash Business School 12 Department of Economics and Related Studies, University of York 12 Econometric Society 12 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 12 Tinbergen Institute 12 Department of Economics and Business, Universitat Pompeu Fabra 11 Department of Economics and Finance, College of Business and Economics 10 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 9 Institute of Economic Research, Kyoto University 9 Zentrum für Europäische Wirtschaftsforschung (ZEW) 9 CESifo 8 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 8 Department of Economics, Oxford University 8 European Central Bank 8 International Association of Agricultural Economists - IAAE 8 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 8 Bank of Greece 7 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 7
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Published in...
All
Insurance 161 Journal of econometrics 150 European journal of operational research : EJOR 129 Journal of Multivariate Analysis 110 Energy economics 109 Applied economics 100 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 94 MPRA Paper 93 Risks : open access journal 84 Discussion paper / Tinbergen Institute 78 Economic modelling 77 International journal of forecasting 77 International journal of production research 77 Journal of banking & finance 63 Economics letters 61 Working paper 61 Econometric reviews 60 Finance research letters 60 Annals of the Institute of Statistical Mathematics 57 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 55 SFB 649 discussion paper 52 Psychometrika 51 The North American journal of economics and finance : a journal of financial economics studies 51 International review of financial analysis 50 Journal of forecasting 50 Journal of risk and financial management : JRFM 50 Journal of the American Statistical Association : JASA 50 Computational economics 46 Organizational research methods : ORM 46 IZA Discussion Papers 43 Computational Statistics & Data Analysis 41 Statistics & Probability Letters 41 Technological forecasting & social change : an international journal 41 Tinbergen Institute Discussion Paper 40 Research in international business and finance 39 SFB 649 Discussion Paper 39 Discussion paper / Center for Economic Research, Tilburg University 38 International review of economics & finance : IREF 38 Computers & operations research : and their applications to problems of world concern ; an international journal 37 Working Paper 37
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Source
All
ECONIS (ZBW) 13,086 RePEc 2,523 EconStor 570 USB Cologne (EcoSocSci) 243 Other ZBW resources 123 BASE 82 USB Cologne (business full texts) 19 OLC EcoSci 2
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Showing 1 - 10 of 16,648
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A nonparametric conditional copula-based imputation method
Di Lascio, F. Marta L.; Gatto, Aurora - 2025
Persistent link: https://www.econbiz.de/10015437084
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Evaluating density forecasts using weighted multivariate scores in a risk management context
Cheng, Jie - In: Computational economics 64 (2024) 6, pp. 3617-3643
Persistent link: https://www.econbiz.de/10015144255
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Copula tensor count autoregressions for modeling multidimensional integer-valued time series
Armillotta, Mirko; Gorgi, Paolo; Lucas, André - 2025
This paper presents a novel copula-based autoregressive framework for multilayer arrays of integer-valued time series with tensor structure. It complements recent advances in tensor time series that predominantly focus on real-valued data and overlook the unique properties of integer-valued time...
Persistent link: https://www.econbiz.de/10015195717
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Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data
Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024
presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from … Variogram-based Scores. These improvements underscore the importance of addressing imbalanced data and utilizing multivariate …
Persistent link: https://www.econbiz.de/10015135416
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Multivariate Affine GARCH in portfolio optimization : analytical solutions and applications
Escobar, Marcos; Yang, Yu-Jung; Zagst, Rudi - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-32
Persistent link: https://www.econbiz.de/10015374358
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Classification of Latin American and Caribbean countries based on multidimensional development indicators : a multivariate empirical analysis
Mendoza-Mendoza, Adel; Visbal-Cadavid, Delimiro; … - In: Economies : open access journal 13 (2025) 6, pp. 1-21
This study develops a multidimensional classification of Latin American and Caribbean countries based on a multidimensional set of economic, social, technological, and environmental indicators. This study develops a multidimensional assessment of the performance of Latin American and Caribbean...
Persistent link: https://www.econbiz.de/10015439162
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The time-varying Multivariate Autoregressive Index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - In: International journal of forecasting 41 (2025) 1, pp. 175-190
Persistent link: https://www.econbiz.de/10015440289
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A novel multivariate composite estimator for the Labour Force Survey
Hungnes, Håvard - 2025
This paper introduces a novel multivariate composite estimator for the Labour Force Survey (LFS). Unlike the univariate … composite estimators used in some countries, the multivariate estimator takes into account the different probabilities of … between the total population and the sum of others. The multivariate approach improves the accuracy of the population …
Persistent link: https://www.econbiz.de/10015393650
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Shock propagation in LSTM multivariate time series systems
Chan-Lau, Jorge A.; Quach, Toan Long - 2025
Persistent link: https://www.econbiz.de/10015448581
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Revisiting EWMA in high-frequency portfolio optimization : a comparative assessment
Capera Romero, Laura; Opschoor, Anne - 2025
This paper compares the statistical and economic performance of state-of-the-art highfrequency based multivariate …
Persistent link: https://www.econbiz.de/10015419907
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