//--> //--> //--> //-->
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
~isPartOf:"Insurance: Mathematics and Economics"
~isPartOf:"Economic modelling"
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:"Multivariate"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
36
Multivariate distribution
36
Theorie
23
Theory
23
ARCH model
21
ARCH-Modell
21
Estimation
21
Schätzung
21
Volatility
19
Volatilität
19
Aktienmarkt
14
Stock market
14
Time series analysis
14
Zeitreihenanalyse
14
Multivariate Analyse
12
Multivariate analysis
12
Portfolio selection
12
Portfolio-Management
12
Risikomaß
12
Risk measure
12
Welt
12
World
12
Börsenkurs
11
Share price
11
Capital income
10
Copula
10
Correlation
10
Financial crisis
10
Finanzkrise
10
Kapitaleinkommen
10
Korrelation
10
Commodity derivative
9
Copulas
9
Multivariate GARCH
9
Rohstoffderivat
9
Oil price
8
Ölpreis
8
Statistical distribution
7
Statistische Verteilung
7
Cluster analysis
6
more ...
less ...
Online availability
All
Undetermined
63
Type of publication
All
Article
91
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Language
All
English
70
Undetermined
21
Author
All
Kim, Jong-Min
4
Chen, Qiang
2
Di Bernardino, Elena
2
Fernández-Ponce, J.M.
2
Ji, Hao
2
Núñez, Fernando
2
Ojea-Ferreiro, Javier
2
Reboredo, Juan Carlos
2
Rodríguez-Griñolo, M.R.
2
Shi, Peng
2
Usabiaga Ibáñez, Carlos
2
Vosgha, Hamed
2
Wang, Hao
2
Ahmad, Wasim
1
Ahmed, Ali M.
1
Aktaş, Ramazan
1
Al-Azzam, Moh'd
1
Alagidede, Paul
1
Alai, Daniel H.
1
Alvarez de Toledo, Pablo
1
Anastasiadis, Simon
1
Anderson, Randy I.
1
Andrieş, Alin Marius
1
Antonio, Katrien
1
Araichi, Sawssen
1
Arbia, Giuseppe
1
Arendt, Lukasz
1
Arouri, Mohamed
1
Aubry, Mathilde
1
Avdoulas, Christos
1
Badila, E.S.
1
Bai, Manying
1
Balakrishnan, Narayanaswamy
1
Barmalzan, Ghobad
1
Bekiros, Stelios
1
Belkacem, Lotfi
1
Belzunce, Félix
1
Berger, Theo
1
Bhatti, Muhammad Ishaq
1
Boubaker, Sabri
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
Economic modelling
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
103
Applied economics
93
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Discussion paper / Tinbergen Institute
69
Journal of banking & finance
62
International journal of forecasting
60
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Economics letters
54
Econometric reviews
53
Finance research letters
51
Psychometrika
51
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
SFB 649 discussion paper
49
Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Computational Statistics & Data Analysis
41
Journal of forecasting
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Applied economics letters
34
Discussion paper / Center for Economic Research, Tilburg University
34
Journal of empirical finance
34
Computational economics
33
more ...
less ...
Source
All
ECONIS (ZBW)
70
RePEc
21
Showing
1
-
10
of
91
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
2
Asymmetric
multivariate
HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
3
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
4
China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel
multivariate
wavelet-vine copula approach
Ji, Hao
;
Wang, Hao
;
Zhong, Rui
;
Li, Min
- In:
Economic modelling
93
(
2020
),
pp. 187-204
Persistent link: https://www.econbiz.de/10012430113
Saved in:
5
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
6
Do green bonds de-risk investment in low-carbon stocks?
Reboredo, Juan Carlos
;
Ugolini, Andrea
;
Ojea-Ferreiro, …
- In:
Economic modelling
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013347911
Saved in:
7
Analyzing exchange rate uncertainty and bilateral export growth in China : a
multivariate
GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
8
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
9
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
10
Modeling energy prices under energy transition : a novel stochastic-copula approach
Correia Fernandes, Mário
;
Dias, José Carlos
;
Nunes, …
- In:
Economic modelling
105
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013367312
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->