//--> //--> //-->
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"
~subject:"Share price"
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
Share price
Theorie
19
Theory
19
Multivariate distribution
17
Multivariate Verteilung
16
ARCH model
13
ARCH-Modell
13
Multivariate analysis
13
Volatility
13
Volatilität
13
Capital income
11
Kapitaleinkommen
11
Time series analysis
11
Zeitreihenanalyse
11
Multivariate Analyse
10
Estimation
9
Portfolio selection
9
Portfolio-Management
9
Schätzung
9
Börsenkurs
8
Correlation
7
Forecasting model
7
Prognoseverfahren
7
Korrelation
6
Risikomaß
6
Risk measure
6
Statistical distribution
6
Statistische Verteilung
6
Cluster analysis
4
Clusteranalyse
4
USA
4
United States
4
CAPM
3
Copulas
3
Credit risk
3
Estimation theory
3
Fractional integration
3
Kreditrisiko
3
Markov chain
3
Markov-Kette
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Fung, Michael Ka-yiu
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
Hung, Pi-Hsia
1
Karanasos, Menelaos
1
Liang, Shin-shun
1
Lien, Da-hsiang Donald
1
Liu, Xiaoquan
1
Molnár, Peter
1
Vanden, Joel M.
1
Wang, Keli
1
Wu, Chih-chiang
1
Ye, Wuyi
1
Yeh, Chung-ying
1
Zeng, Ning
1
more ...
less ...
Published in...
All
Statistical Papers / Springer
Journal of empirical finance
Energy economics
18
Journal of banking & finance
13
Finance research letters
12
International review of financial analysis
12
Economic modelling
11
International review of economics & finance : IREF
11
Research in international business and finance
11
Applied economics
10
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Tinbergen Institute
8
Review of quantitative finance and accounting
7
The European journal of finance
7
Applied economics letters
6
Journal of risk and financial management : JRFM
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Economics letters
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of international financial markets, institutions & money
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CFS working paper series
4
Cogent economics & finance
4
Computational economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The empirical economics letters : a monthly international journal of economics
4
Working paper series
4
American journal of finance and accounting
3
CREATES research paper
3
Discussion paper / Deutsche Bundesbank
3
Econometrics : open access journal
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
European journal of operational research : EJOR
3
Finance a úvěr
3
Global business review
3
International Journal of Energy Economics and Policy : IJEEP
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Hung, I-Chung
- In:
Journal of empirical finance
52
(
2019
),
pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
Saved in:
4
Multivariate
fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
5
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
6
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
7
When does investor sentiment predict stock returns?
Chung, San-lin
;
Hung, Chi-hsiou
;
Yeh, Chung-ying
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
Saved in:
8
Equilibrium analysis of volatility clustering
Vanden, Joel M.
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 374-417
Persistent link: https://www.econbiz.de/10002900506
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->