//--> //--> //--> //-->
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:"Statistical Papers / Springer"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Economics letters"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
49
Theory
49
Multivariate analysis
33
Multivariate Analyse
30
Multivariate distribution
30
Multivariate Verteilung
29
Time series analysis
21
Zeitreihenanalyse
21
ARCH model
20
ARCH-Modell
20
Volatility
20
Volatilität
20
Cluster analysis
15
Clusteranalyse
15
Capital income
14
Kapitaleinkommen
14
Börsenkurs
13
Correlation
13
Estimation
13
Schätzung
13
Share price
13
Korrelation
12
Portfolio selection
11
Portfolio-Management
11
Statistical distribution
11
Statistische Verteilung
11
Estimation theory
9
Regional cluster
9
Regionales Cluster
9
Risikomaß
9
Risk measure
9
Schätztheorie
9
Copula
8
Forecasting model
8
Prognoseverfahren
8
USA
8
United States
8
Copulas
7
Multivariate GARCH
7
Statistical test
7
more ...
less ...
Online availability
All
Undetermined
67
Type of publication
All
Article
109
Type of publication (narrower categories)
All
Article in journal
88
Aufsatz in Zeitschrift
88
Language
All
English
88
Undetermined
21
Author
All
Prokhorov, Artem
4
Anatolyev, Stanislav
2
Gadea, María Dolores
2
Gómez-Loscos, Ana
2
Hasebe, Takuya
2
Herwartz, Helmut
2
Khalaf, Lynda
2
Patton, Andrew J.
2
Wied, Dominik
2
Abay, Kibrom A.
1
Adamski, K.
1
Aguilera, A.
1
Ahn, Dae-Yong
1
Al-Hussaini, Essam
1
Allen, David
1
Aoki, Reiko
1
Arslan, Olcay
1
Ateya, Saieed
1
Avino, Davide
1
Bandrés, Eduardo
1
Barhoumi, Karim
1
Battisti, Michele
1
Beaulieu, Marie-Claude
1
Behboodian, Javad
1
Bekker, A.
1
Berens, Tobias
1
Bernardi, Mauro
1
Bersimis, Sotirios
1
Bollerslev, Tim
1
Booth, G. Geoffrey
1
Bouzas, P.
1
Brooks, Robert
1
Brown, Sarah
1
Cancho, Vicente
1
Candelon, Bertrand
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chalvatzis, Konstantinos J.
1
Cheung, Siu
1
Choroś-Tomczyk, Barbara
1
more ...
less ...
Published in...
All
Statistical Papers / Springer
Journal of empirical finance
Economics letters
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
Economic modelling
70
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
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
Computational economics
33
more ...
less ...
Source
All
ECONIS (ZBW)
88
RePEc
21
Showing
1
-
10
of
109
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
3
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
4
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
5
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
6
Multivariate
models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
7
On the treatment effects of a binary choice outcome model
Hasebe, Takuya
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606916
Saved in:
8
Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
Wu, Jianhong
- In:
Economics letters
176
(
2019
),
pp. 60-63
Persistent link: https://www.econbiz.de/10012121231
Saved in:
9
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
10
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
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...
//-->