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  • Search: subject:"multivariate analysis"
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Year of publication
Subject
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Multivariate Analyse 3,713 Multivariate analysis 3,559 Theorie 1,630 Theory 1,629 Zeitreihenanalyse 617 Time series analysis 611 Schätztheorie 505 Estimation theory 504 Estimation 478 Schätzung 473 ARCH-Modell 441 ARCH model 440 Volatility 429 Volatilität 429 Forecasting model 328 Prognoseverfahren 328 Statistical distribution 294 Statistische Verteilung 294 Korrelation 230 Portfolio selection 230 Portfolio-Management 230 Correlation 228 multivariate analysis 226 USA 214 United States 213 Stochastic process 202 Stochastischer Prozess 202 Multivariate distribution 197 Multivariate Verteilung 195 Statistical theory 192 Statistische Methodenlehre 192 Deutschland 181 Germany 174 Risikomaß 166 Risk measure 166 Capital income 158 Kapitaleinkommen 158 Regressionsanalyse 148 Regression analysis 131 Risiko 131
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Online availability
All
Free 1,469 Undetermined 812 CC license 56
Type of publication
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Book / Working Paper 2,141 Article 2,003 Other 8 Journal 1
Type of publication (narrower categories)
All
Article in journal 1,583 Aufsatz in Zeitschrift 1,583 Graue Literatur 775 Non-commercial literature 775 Working Paper 764 Arbeitspapier 743 Aufsatz im Buch 164 Book section 164 Hochschulschrift 164 Thesis 139 Lehrbuch 71 Textbook 56 research-article 56 Collection of articles of several authors 48 Sammelwerk 48 Konferenzschrift 36 Dissertation u.a. Prüfungsschriften 29 Conference proceedings 20 Article 19 Bibliografie enthalten 18 Bibliography included 18 Collection of articles written by one author 17 Sammlung 17 Aufsatzsammlung 15 Conference paper 12 Konferenzbeitrag 12 Einführung 11 Forschungsbericht 8 Mikroform 5 Bibliografie 4 Case study 4 Fallstudie 4 Festschrift 4 Reprint 4 Amtsdruckschrift 3 Bibliographie 3 Government document 3 Handbook 3 Handbuch 3 case-report 3
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Language
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English 3,539 German 320 Undetermined 239 Polish 20 Spanish 15 French 11 Portuguese 6 Italian 5 Czech 2 Romanian 2 Slovak 2 Hungarian 1 Lithuanian 1 Russian 1
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Author
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Backhaus, Klaus 33 McAleer, Michael 33 Greenacre, Michael J. 31 Härdle, Wolfgang 24 Hafner, Christian M. 23 Rombouts, Jeroen V. K. 20 Croux, Christophe 19 DeSarbo, Wayne S. 19 Erichson, Bernd 19 Kangoye, Thierry 19 Weiber, Rolf 19 Gil-Alaña, Luis A. 17 Hallin, Marc 17 Shephard, Neil G. 17 Asai, Manabu 16 Brixiova, Zuzana 16 Pesaran, M. Hashem 16 Schmid, Wolfgang 16 Domański, Czesław 15 Herwartz, Helmut 14 Caporale, Guglielmo Maria 13 Furman, Edward 13 Kapetanios, George 13 Landsman, Zinoviy 13 Teräsvirta, Timo 13 DeSarbo, Wayne 12 Greene, William 12 Koopman, Siem Jan 12 Weihs, Claus 12 Lucas, André 11 Okhrin, Ostap 11 Brooks, Chris 10 Caporin, Massimiliano 10 Hecq, Alain W. J. 10 Marcellino, Massimiliano 10 Silvennoinen, Annastiina 10 Vernic, Raluca 10 Barndorff-Nielsen, Ole E. 9 Carriero, Andrea 9 Cubadda, Gianluca 9
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 International Monetary Fund (IMF) 8 Econometrisch Instituut <Rotterdam> 7 National Bureau of Economic Research 6 Springer-Verlag GmbH 5 Tilburg University, Center for Economic Research 5 Department of Economics and Business, Universitat Pompeu Fabra 4 Department of Agricultural and Resource Economics, University of California-Berkeley 3 European Association of Agricultural Economists - EAAE 3 European Commission / Statistical Office of the European Communities 3 Europäische Kommission / Gemeinsame Forschungsstelle 3 Sociedade Brasileira de Economia e Sociologia Rural - SOBER 3 Universitat Pompeu Fabra / Departament d'Economia i Empresa 3 Aarhus Universitet / Afdeling for Nationaløkonomi 2 Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu 2 Center for Economic Research <Tilburg> 2 Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät 2 Centro de Desenvolvimento e Planejamento Regional (Cedeplar), Universidade Federal de Minas Gerais 2 Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno 2 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 2 Department of Economics, McMaster University 2 Department of Economics, Oxford University 2 European University Institute / Department of Law 2 Facultad de Ciencias Económicas de la ULPGC 2 Gottfried Wilhelm Leibniz Universität Hannover 2 Institute for the Study of Labor (IZA) 2 Instytut Badañ Gospodarczych (IBG) 2 International Monetary Fund 2 Konjunkturforschungsstelle <Zürich> 2 Melbourne Institute of Applied Economic and Social Research 2 Springer Fachmedien Wiesbaden 2 WorldFish Center, Consultative Group on International Agricultural Research (CGIAR) 2 AMACOM 1 Advanced Symposium on Multivariate Modeling and Data Analysis <1986, Harrisonburg, Va.> 1 Agricultural and Applied Economics Association - AAEA 1 Akademia Ekonomiczna <Krakau> / Katedra Statystyki 1 Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach / Katedra Ekonomii 1 Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu / Katedra Ekonometrii i Informatyki 1 American Marketing Association 1
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Published in...
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Journal of econometrics 71 Insurance 53 International journal of production research 36 International journal of forecasting 33 Journal of the American Statistical Association : JASA 31 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 31 Econometric reviews 30 European journal of operational research : EJOR 26 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 25 Organizational research methods : ORM 25 Econometric Institute research papers 24 SFB 649 discussion paper 23 Applied economics 22 Discussion paper / Tinbergen Institute 22 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 21 ECARES working paper 17 Economics letters 17 Journal of forecasting 17 SpringerLink / Bücher 17 Working paper 17 Energy economics 16 Folia oeconomica 16 Econometric theory 14 Journal of applied econometrics 14 Discussion paper / Center for Economic Research, Tilburg University 13 Psychometrika 13 Risks : open access journal 13 Discussion paper / Centre for Economic Policy Research 12 Discussion paper series / IZA 12 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 12 Journal of empirical finance 12 CORE discussion papers : DP 11 Europäische Hochschulschriften / 5 11 KBI 11 Quantitative finance 11 CESifo working papers 10 CREATES research paper 10 Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series 10 Computational economics 10 Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 10
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Source
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ECONIS (ZBW) 3,612 USB Cologne (EcoSocSci) 209 RePEc 204 Other ZBW resources 67 EconStor 42 BASE 19
Showing 1 - 10 of 4,153
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Are cryptos becoming alternative assets?
Pele, Daniel Traian; Wesselhöfft, Niels; Härdle, Wolfgang - In: The European journal of finance 29 (2023) 10, pp. 1064-1105
Persistent link: https://www.econbiz.de/10014322986
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Dependency modeling approach of cause-related mortality and longevity risks : HIV/AIDS
Bett, Nicholas; Kasozi, Juma; Ruturwa, Daniel - In: Risks : open access journal 11 (2023) 2, pp. 1-18
Disaggregation of mortality by cause has advanced the development of life tables for life insurance and pension purposes. However, the assumption that the causes of death are independent is a challenge in reality. Furthermore, models that determine relationships among causes of death such as...
Persistent link: https://www.econbiz.de/10014234458
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The mode and the measurement of inequality with single and multiple ordinal variables
Anderson, Gordon; Yalonetzky, Gastón - 2023
Persistent link: https://www.econbiz.de/10014248554
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Assessment of the relationship between regional variability in the level of education and population income : application of multivariate comparative analysis
Murawska, Anna - In: Ekonomia i prawo 22 (2023) 4, pp. 729-756
Motivation: The relationship between the level of education and population income lies at the heart of current scientific and political debates on the social and economic development of countries. The issue is an important one, as the gap between countries in this regard is large and has widened...
Persistent link: https://www.econbiz.de/10015094952
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Multivariate Affine GARCH in portfolio optimization : analytical solutions and applications
Escobar, Marcos; Yang, Yu-Jung; Zagst, Rudi - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-32
Persistent link: https://www.econbiz.de/10015374358
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A nonparametric conditional copula-based imputation method
Di Lascio, F. Marta L.; Gatto, Aurora - 2025
Persistent link: https://www.econbiz.de/10015437084
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Classification of Latin American and Caribbean countries based on multidimensional development indicators : a multivariate empirical analysis
Mendoza-Mendoza, Adel; Visbal-Cadavid, Delimiro; … - In: Economies : open access journal 13 (2025) 6, pp. 1-21
This study develops a multidimensional classification of Latin American and Caribbean countries based on a multidimensional set of economic, social, technological, and environmental indicators. This study develops a multidimensional assessment of the performance of Latin American and Caribbean...
Persistent link: https://www.econbiz.de/10015439162
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The time-varying Multivariate Autoregressive Index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - In: International journal of forecasting 41 (2025) 1, pp. 175-190
Persistent link: https://www.econbiz.de/10015440289
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Multivariate dynamic mixed-frequency density pooling for financial forecasting
Virbickaitė, Audronė; Lopes, Hedibert Freitas; … - In: International journal of forecasting 41 (2025) 3, pp. 1184-1198
Persistent link: https://www.econbiz.de/10015441556
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Portfolio margining using PCA latent factors
Du, Shengwu; Nesmith, Travis D. - 2025
Persistent link: https://www.econbiz.de/10015406665
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