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Artificial neural networks versus multivariate statistics : an application from economics
Cooper, John C. B. - 1998
Persistent link: https://www.econbiz.de/10000683183
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Identification of structural multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone - 2018
Persistent link: https://www.econbiz.de/10011993276
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The issue of control in multivariate systems : a contribution of structural modelling
Mouchart, Michel; Wunsch, Guillaume J.; Russo, Federica - 2015
Persistent link: https://www.econbiz.de/10011289925
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc; Xu, Yongdeng - 2019
Persistent link: https://www.econbiz.de/10012215175
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Confounding and control in a multivariate system : an issue in causal attribution
Russo, Federica; Mouchart, Michel; Wunsch, Guillaume J. - 2013
Persistent link: https://www.econbiz.de/10010238485
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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What do German short-term interest rates tell us about future inflation?
Grech, Harald - 2004
Persistent link: https://www.econbiz.de/10002718486
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Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - 2010
Persistent link: https://www.econbiz.de/10008668594
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Copula-based orderings of multivariate dependence
Decancq, Koen - 2010
Persistent link: https://www.econbiz.de/10008648099
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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/10009504643