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Search: subject:"multivariate analysis."
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Subject
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Multivariate Analyse
3,661
Multivariate analysis
3,508
Theorie
1,604
Theory
1,603
Zeitreihenanalyse
600
Time series analysis
595
Schätztheorie
495
Estimation theory
494
Estimation
470
Schätzung
465
ARCH-Modell
431
ARCH model
430
Volatility
418
Volatilität
418
Forecasting model
313
Prognoseverfahren
313
Statistical distribution
289
Statistische Verteilung
289
Korrelation
225
Portfolio selection
225
Portfolio-Management
225
multivariate analysis
225
Correlation
223
USA
214
United States
213
Stochastic process
199
Stochastischer Prozess
199
Multivariate distribution
195
Multivariate Verteilung
193
Statistical theory
189
Statistische Methodenlehre
189
Deutschland
181
Germany
174
Risikomaß
163
Risk measure
163
Capital income
157
Kapitaleinkommen
157
Regressionsanalyse
143
Risiko
128
Risk
128
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Free
1,457
Undetermined
787
CC license
53
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Book / Working Paper
2,134
Article
1,957
Other
8
Journal
1
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All
Article in journal
1,552
Aufsatz in Zeitschrift
1,552
Graue Literatur
770
Non-commercial literature
770
Working Paper
760
Arbeitspapier
739
Aufsatz im Buch
164
Book section
164
Hochschulschrift
164
Thesis
139
Lehrbuch
70
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
18
Bibliografie enthalten
18
Bibliography included
18
Collection of articles written by one author
17
Sammlung
17
Aufsatzsammlung
14
Conference paper
12
Konferenzbeitrag
12
Einführung
11
Forschungsbericht
8
Mikroform
5
Bibliografie
4
Case study
4
Fallstudie
4
Festschrift
4
Reprint
4
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3
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English
3,487
German
319
Undetermined
239
Polish
20
Spanish
15
French
11
Portuguese
6
Italian
5
Czech
2
Romanian
2
Slovak
2
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1
Lithuanian
1
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1
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Author
All
McAleer, Michael
33
Backhaus, Klaus
31
Greenacre, Michael J.
31
Härdle, Wolfgang
24
Hafner, Christian M.
23
Rombouts, Jeroen V. K.
20
Croux, Christophe
19
DeSarbo, Wayne S.
19
Kangoye, Thierry
19
Erichson, Bernd
17
Gil-Alaña, Luis A.
17
Hallin, Marc
17
Shephard, Neil G.
17
Weiber, Rolf
17
Asai, Manabu
16
Brixiova, Zuzana
16
Schmid, Wolfgang
16
Domański, Czesław
15
Herwartz, Helmut
14
Pesaran, M. Hashem
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
Galichon, Alfred
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...
All
Journal of econometrics
71
Insurance / Mathematics & economics
53
International journal of production research
36
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Econometric reviews
30
International journal of forecasting
27
European journal of operational research : EJOR
25
Organizational research methods : ORM
25
Econometric Institute research papers
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
SFB 649 discussion paper
23
Applied economics
22
Discussion paper / Tinbergen Institute
21
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
21
ECARES working paper
17
Economics letters
17
SpringerLink / Bücher
17
Folia oeconomica
16
Working paper
16
Energy economics
15
Econometric theory
14
Journal of applied econometrics
14
Journal of forecasting
14
Discussion paper / Center for Economic Research, Tilburg University
13
Psychometrika
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
Risks : open access journal
12
CORE discussion papers : DP
11
Europäische Hochschulschriften / 5
11
Journal of empirical finance
11
KBI
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
Discussion papers of interdisciplinary research project 373
10
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Source
All
ECONIS (ZBW)
3,560
USB Cologne (EcoSocSci)
209
RePEc
204
Other ZBW resources
67
EconStor
41
BASE
19
Showing
331
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340
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331
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
332
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
333
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
334
An unsupervised one-class-classifier support vector machine to simultaneously monitor location and scale of multivariate quality characteristics
Maji, Arijit
;
Mukherjee, Indrajit
- In:
International journal of quality & reliability management
40
(
2023
)
2
,
pp. 419-454
Persistent link: https://www.econbiz.de/10013535690
Saved in:
335
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
336
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
337
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:
338
Multivariate quadratic Hawkes processes, part I, theoretical analysis
Aubrun, Cécilia
;
Benzaquen, Michael
;
Bouchaud, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 741-758
Persistent link: https://www.econbiz.de/10014304341
Saved in:
339
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
340
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
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