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Multivariate Analyse
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Bladt, Mogens
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CREATES research paper
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
35
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
International journal of forecasting
26
Econometric reviews
25
Econometric Institute research papers
23
European journal of operational research : EJOR
22
Psychometrika
22
SFB 649 discussion paper
22
Applied economics
21
Economics letters
20
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
Discussion paper / Tinbergen Institute
18
Journal of forecasting
18
Organizational research methods : ORM
18
SpringerLink / Bücher
17
Acta Universitatis Lodziensis / Folia oeconomica
16
Energy economics
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Risks : open access journal
15
ECARES working paper
14
Working paper
14
Econometric theory
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
13
Discussion paper / Centre for Economic Policy Research
12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
11
Europäische Hochschulschriften / 5
11
IMF working papers
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CESifo working papers
10
CORE discussion papers : DP
10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
4
Simulation of multivariate diffusion bridges
Bladt, Mogens
;
Finch, Samuel
;
Sørensen, Michael
-
2014
Persistent link: https://www.econbiz.de/10010350969
Saved in:
5
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
-
2014
Persistent link: https://www.econbiz.de/10010358974
Saved in:
6
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
7
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
8
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
Saved in:
9
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
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