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8
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Economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of banking & finance
6
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6
ASTIN bulletin : the journal of the International Actuarial Association
5
Finance research letters
5
International journal of theoretical and applied finance
5
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5
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4
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
520
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520
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1
Correlation between vaccination and child mortality rate using multivariate linear regression model
Revathi, A.
;
Kaladevi, R.
;
Vimaladevi, M.
;
Hariharan, S.
; …
- In:
Journal of information & knowledge management : JIKM
23
(
2024
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014575725
Saved in:
2
Impact of goods and service tax on MSME sector : a study using artificial neural network and multivariate analysis of variance
Bhalla, Neba
;
Kaur, Inderjit
;
Sharma, Rakesh Kumar
- In:
The Indian economic journal
72
(
2024
)
3
,
pp. 511-525
Persistent link: https://www.econbiz.de/10014632314
Saved in:
3
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
4
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
Saved in:
5
Dynamic circular network-based federated dual-view learning for multivariate time series anomaly detection
Zhang, Weishan
;
Wang, Yuqian
;
Chen, Leiming
;
Yuan, Yong
; …
- In:
Business & information systems engineering
66
(
2024
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10014470871
Saved in:
6
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
7
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
8
Marginals versus copulas : Which account for more model risk in multivariate risk forecasting?
Fritzsch, Simon
;
Timphus, Maike
;
Weiß, Gregor
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451960
Saved in:
9
An efficient adaptive r-MD multivariate single control chart for nonlinear multiple quality characteristics
Maji, Arijit
;
Mukherjee, Indrajit
- In:
International journal of production research
62
(
2024
)
3
,
pp. 784-822
Persistent link: https://www.econbiz.de/10014457615
Saved in:
10
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
11
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
12
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
13
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
14
On binscatter
Cattaneo, Matias D.
;
Crump, Richard K.
;
Farrell, Max H.
; …
- In:
American economic review
114
(
2024
)
5
,
pp. 1488-1514
Persistent link: https://www.econbiz.de/10014525981
Saved in:
15
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao
;
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
Saved in:
16
Examining the nexus of GST and selected stock indices : a multivariate time series and vector auto-regressive machine learning model
Karmuhil, Annadurai
;
Murugesan, Ramasamy
- In:
International journal of enterprise network management …
15
(
2024
)
2
,
pp. 133-158
Persistent link: https://www.econbiz.de/10015060717
Saved in:
17
Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis
Zhang, Yi
;
Zhou, Long
;
Wu, Baoxiu
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014580778
Saved in:
18
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
19
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
20
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
21
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
22
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:
23
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:
24
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:
25
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:
26
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
27
A latent class approach to estimate air travelers' propensity toward connecting itineraries
Morlotti, Chiara
;
Birolini, Sebastian
;
Malighetti, Paolo
; …
- In:
Research in transportation economics
99
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014334656
Saved in:
28
From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver
;
Kächele, Fabian
;
Krüger, Fabian
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
Saved in:
29
Six sigma-oriented methodology for multivariate capability analysis to measure service quality in virtual education environments
Barreto, Rister
;
Herrera, Roberto
- In:
International journal of productivity and quality …
39
(
2023
)
4
,
pp. 431-463
Persistent link: https://www.econbiz.de/10014364095
Saved in:
30
Multivariate and geospatial analysis of technology utilization in US counties
Sarkar, Avijit
;
Pick, James B.
;
Rosales, Jessica
- In:
Telecommunications policy : the international journal …
47
(
2023
)
7
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014367167
Saved in:
31
Multivariate Wold decompositions : a Hilbert A-module approach
Cerreia-Vioglio, Simone
;
Ortu, Fulvio
;
Severino, Federico
; …
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 45-96
Persistent link: https://www.econbiz.de/10014321366
Saved in:
32
Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi
;
Bouteska, Ahmed
- In:
The journal of risk finance : JRF
24
(
2023
)
4
,
pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
Saved in:
33
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:
34
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:
35
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
36
Forecasting China's hydropower generation using a novel seasonal optimized multivariate grey model
Ren, Youyang
;
Xia, Lin
;
Wang, Yuhong
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014475039
Saved in:
37
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:
38
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
39
Multivariate stress scenario selection in interbank networks
Ahn, Dohyun
;
Kim, Kyoung-Kuk
;
Kwon, Eunji
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014480301
Saved in:
40
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
41
Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme
Jiang, Ping
;
Nie, Ying
;
Wang, Jianzhou
;
Huang, Xiaojia
- In:
Energy economics
117
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014436651
Saved in:
42
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
-
2023
Persistent link: https://www.econbiz.de/10014371827
Saved in:
43
Bayesian multivariate mixed poisson models with copula-based mixture
Zhang, Pengcheng
;
Calderín-Ojeda, Enrique
;
Li, Shuanming
; …
- In:
North American actuarial journal : NAAJ ; leading the …
27
(
2023
)
3
,
pp. 560-578
Persistent link: https://www.econbiz.de/10014373546
Saved in:
44
Comparative analysis of multivariate capacity indicators for serial and parallel systems
Fontalvo Herrera, Tomás José
;
Banquez Maturana, Ana …
- In:
International journal of six sigma and competitive …
14
(
2023
)
4
,
pp. 468-489
Persistent link: https://www.econbiz.de/10014428343
Saved in:
45
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic
Morley, James C.
;
Rodriguez Palenzuela, Diego
;
Sun, Yiqiao
- In:
European economic review : EER
153
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014430868
Saved in:
46
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
47
A tractable class of multivariate phase-type distributions for loss modeling
Bladt, Martin
- In:
North American actuarial journal : NAAJ ; leading the …
27
(
2023
)
4
,
pp. 710-730
Persistent link: https://www.econbiz.de/10014444114
Saved in:
48
Two wrongs don't make a right : a multi-step decomposition of latent dimensions of sustainable development and desertification risk in Italy
Salvatici, Luca
- In:
Ecological economics : the transdisciplinary journal of …
212
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446743
Saved in:
49
The Shewhart-type RZ control chart for monitoring the ratio of autocorrelated variables
Nguyen, Huu-Du
;
Ahmadi Nadi, Adel
;
Kim Duc Tran
; …
- In:
International journal of production research
61
(
2023
)
20
,
pp. 6746-6771
Persistent link: https://www.econbiz.de/10014383253
Saved in:
50
Distribution-free multivariate time-series monitoring with analytically determined control limits
Liu, Di
;
Kim, Heeseon
;
Kim, Seong-Hee
;
Kim, Taeheung
; …
- In:
International journal of production research
61
(
2023
)
20
,
pp. 6960-6977
Persistent link: https://www.econbiz.de/10014383268
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