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~isPartOf:"The review of economics and statistics"
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Search: subject_exact:"Multivariates Verfahren"
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ECONIS (ZBW)
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
3
Monitoring multivariate variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Saved in:
4
Modelling household finances : a Bayesian approach to a multivariate two-part model
Brown, Sarah
;
Ghosh, Pulak
;
Su, Li
;
Taylor, Karl
- In:
Journal of empirical finance
33
(
2015
),
pp. 190-207
Persistent link: https://www.econbiz.de/10011556870
Saved in:
5
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
6
What does the yield curve tell us about exchange rate predictability?
Chen, Yu-chin
;
Tsang, Kwok Ping
- In:
The review of economics and statistics
95
(
2013
)
1
,
pp. 185-205
Persistent link: https://www.econbiz.de/10009732105
Saved in:
7
Genetic matching for estimating causal effects : a general multivariate matching method for achieving balance in observational studies
Diamond, Alexis
;
Sekhon, Jasjeet S.
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 932-945
Persistent link: https://www.econbiz.de/10010126915
Saved in:
8
Multivariate forecast evaluation and rationality testing
Komunjer, Ivana
;
Owyang, Michael T.
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 1066-1080
Persistent link: https://www.econbiz.de/10009668433
Saved in:
9
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
10
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:
11
Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
12
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:
13
Multivariate unit root tests of the PPP hypothesis
Flôres Jr., Renato G.
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001426370
Saved in:
14
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.
;
Zha, Tao
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 639-651
Persistent link: https://www.econbiz.de/10001437383
Saved in:
15
Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
Saved in:
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