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Search: subject:"Spectral decomposition"
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Spectral decomposition
13
spectral decomposition
11
Theorie
10
Theory
8
Zeitreihenanalyse
7
Decomposition method
6
Dekompositionsverfahren
6
Korrelation
6
blocked realized kernel
6
covariance prediction
6
portfolio optimization
6
Portfolio-Management
5
Prognoseverfahren
5
Time series analysis
5
Volatility
5
Volatilität
5
Correlation
4
regularization
4
Analysis of variance
3
Estimation theory
3
Forecasting model
3
Portfolio selection
3
Schätztheorie
3
Spectral Decomposition
3
Varianzanalyse
3
Blocked Realized Kernel
2
Capital income
2
Covariance Prediction
2
Factor Model
2
Kapitaleinkommen
2
Lagrange multiplier test
2
Linear algebra
2
Lineare Algebra
2
Mixing Frequencies
2
Monte Carlo simulation
2
Multiple testing procedures
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio Optimization
2
Principal component analysis
2
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Undetermined
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12
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Article
20
Book / Working Paper
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13
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4
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1
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English
17
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14
Author
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Hautsch, Nikolaus
8
Malec, Peter
8
Kyj, Lada M.
6
Kyj, Lada. M.
2
Aielli, Gian Piero
1
Antoniou, I.
1
Caby, Jérôme
1
Caporin, Massimiliano
1
Chatterjee, Rupak
1
Chen, Ying-Ju
1
Daneshgar, Amir
1
Dias, José Carlos
1
Fernandes, Marcelo
1
Ganjali, Mojtaba
1
Greselin, Francesca
1
Gribisch, Bastian
1
Harmand, Peter
1
He, Shi
1
Hu, Bing
1
Hu, Yingyao
1
Ingrassia, Salvatore
1
Javadi, Ramin
1
Kapteyn, Arie
1
Khazaei, Mojtaba
1
Kravchenko, Igor V.
1
Kravchenko, Vladislav V.
1
Lindström, Erik
1
Madsen, Henrik
1
Meerschaert, Mark M.
1
Meng, Qingyu
1
Miclo, Laurent
1
Møller, Jan K.
1
Müller, Christine H.
1
Najarzadeh, Dariush
1
Nystrup, Peter
1
Olmo, Jose
1
Piñeiro Chousa, Juan Ramón
1
Punzo, Antonio
1
Qiao, Bi
1
Scheffler, Hans-Peter
1
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School of Economics and Management, University of Aarhus
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Center for Financial Studies
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
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Quantitative finance
3
CREATES Research Papers
2
SFB 649 Discussion Paper
2
SFB 649 Discussion Papers
2
Stochastic Processes and their Applications
2
"Marco Fanno" Working Papers
1
Applied economics letters
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
CFS Working Paper
1
CFS Working Paper Series
1
CORE Discussion Papers
1
Computational economics
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of Multivariate Analysis
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic theory
1
METRON
1
Physica A: Statistical Mechanics and its Applications
1
Review of international economics
1
SFB 649 discussion paper
1
Statistical Methods and Applications
1
Statistics & Probability Letters
1
Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
14
RePEc
14
EconStor
3
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1
Global synchronization effect of economic policy uncertainty
Zhao, Xiaojun
;
Meng, Qingyu
;
Xu, Chao
;
Zhang, Na
- In:
Review of international economics
33
(
2025
)
4
,
pp. 853-869
Persistent link: https://www.econbiz.de/10015460555
Saved in:
2
How do uncertainties affect the connectedness of global financial markets? : changes during the Russia-Ukraine conflict
Wan, Yang
;
Wang, Wenhao
;
He, Shi
;
Hu, Bing
- In:
Asia-Pacific journal of accounting & economics : …
31
(
2024
)
5
,
pp. 848-875
Persistent link: https://www.econbiz.de/10015073612
Saved in:
3
Optimal portfolio allocation and asset centrality revisited
Olmo, Jose
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
Saved in:
4
The impact of network topology and market structure on pricing
Chen, Ying-Ju
;
Zenou, Yves
;
Zhou, Junjie
- In:
Journal of economic theory
204
(
2022
),
pp. 1-49
Persistent link: https://www.econbiz.de/10013473630
Saved in:
5
The characteristics of the productive structure behind the empirical regularities in production prices curves
Torres-González, Luis Daniel
- In:
Structural change and economic dynamics : SC+ED
62
(
2022
),
pp. 622-659
Persistent link: https://www.econbiz.de/10013534105
Saved in:
6
Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
Hu, Yingyao
;
Schennach, Susanne M.
;
Shiu, Ji-Liang
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10013461525
Saved in:
7
Hedge effectiveness of the credit default swap indices : a
spectral
decomposition
and network topology analysis
Sinka, Peter
;
Zeitsch, Peter J.
- In:
Computational economics
60
(
2022
)
4
,
pp. 1375-1412
Persistent link: https://www.econbiz.de/10013447437
Saved in:
8
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
9
Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter
;
Lindström, Erik
;
Møller, Jan K.
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
Saved in:
10
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
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