//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model of Matrix-based Regressi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
155
Schätztheorie
155
Estimation
80
Schätzung
79
Correlation
78
Korrelation
78
Time series analysis
57
Zeitreihenanalyse
57
Volatility
56
Volatilität
56
Theorie
35
Theory
35
ARCH model
33
ARCH-Modell
33
Aktienmarkt
28
Stock market
28
Regression analysis
25
Regressionsanalyse
25
Welt
25
World
25
Cointegration
21
Kointegration
21
Börsenkurs
20
Share price
20
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Financial crisis
18
Finanzkrise
18
Capital income
16
Kapitaleinkommen
16
Panel
16
Panel study
16
VAR model
15
VAR-Modell
15
Forecasting model
14
Prognoseverfahren
14
State space model
14
Stochastic process
14
Stochastischer Prozess
14
Zustandsraummodell
14
more ...
less ...
Online availability
All
Undetermined
121
Free
4
Type of publication
All
Article
229
Type of publication (narrower categories)
All
Article in journal
229
Aufsatz in Zeitschrift
229
Conference paper
1
Konferenzbeitrag
1
Language
All
English
229
Author
All
Kumar, Dilip
4
Zhou, Jian
4
Maheswaran, S.
3
Månsson, Kristofer
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Aloui, Chaker
2
Bucci, Andrea
2
Caporale, Guglielmo Maria
2
Hkiri, Besma
2
Kang, Sang Hoon
2
Li, Shenghong
2
Li, Yong
2
Maki, Daiki
2
Min, Hong-ghi
2
Mitra, Subrata Kumar
2
Morana, Claudio
2
Narayan, Seema
2
Pal, Debdatta
2
Pittis, Nikitas
2
Raïssi, Hamdi
2
Robinson, Sherman
2
Sensoy, Ahmet
2
Triacca, Umberto
2
Truchis, Gilles de
2
Xu, Weijun
2
Yoon, Gawon
2
Zhou, Qiankun
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Adeleke, Adegoke Ibrahim
1
Agliardi, Rosella
1
Ahamada, Ibrahim
1
Ahmad, Wasim
1
Ahmed, Ali M.
1
Akhtaruzzaman, Md.
1
Al-Azzam, Moh'd
1
Alexa, Diana
1
Ali, Faek Menla
1
Amirkhalkhali, Saleh
1
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
1,967
Economics letters
1,134
Econometric theory
776
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
723
Econometric reviews
523
CEMMAP working papers / Centre for Microdata Methods and Practice
430
NBER Working Paper
419
Discussion paper / Tinbergen Institute
415
NBER working paper series
415
Journal of the American Statistical Association : JASA
353
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
338
Discussion paper series / IZA
303
The econometrics journal
295
Applied economics letters
277
Working paper / National Bureau of Economic Research, Inc.
271
Applied economics
264
Journal of applied econometrics
255
European journal of operational research : EJOR
249
Série des documents de travail / Centre de Recherche en Économie et Statistique
243
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
239
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
237
Working paper
236
Cowles Foundation discussion paper
231
IZA Discussion Paper
224
MPRA Paper
217
Econometrics : open access journal
211
CESifo working papers
210
IMF Working Papers
210
Oxford bulletin of economics and statistics
208
Discussion paper / Center for Economic Research, Tilburg University
202
Working paper / Department of Econometrics and Business Statistics, Monash University
202
Finance research letters
199
Discussion paper
196
International journal of forecasting
196
Journal of quantitative economics : official journal of the Indian Econometric Society
176
Computational economics
172
The review of economics and statistics
169
CREATES research paper
168
Journal of forecasting
168
more ...
less ...
Source
All
ECONIS (ZBW)
229
Showing
1
-
10
of
229
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
2
Covariance
estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
3
Asymmetric multivariate HAR models for realized
covariance
matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
4
Improving minimum-variance portfolio through shrinkage of large
covariance
matrices
Shi, Fangquan
;
Shu, Lianjie
;
He, Fangyi
;
Huang, Wenpo
- In:
Economic modelling
144
(
2025
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015193796
Saved in:
5
Has the US economy really become less correlated with that of the rest of the world?
Yoon, Gawon
- In:
Economic modelling
22
(
2005
)
1
,
pp. 147-158
Persistent link: https://www.econbiz.de/10002561920
Saved in:
6
Bootstrapping covariate stationarity tests for inflation rates
Lee, Cheng-Feng
;
Tsong, Ching-Chuan
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1443-1448
Persistent link: https://www.econbiz.de/10003923606
Saved in:
7
Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li
;
Chen, Ching-cheng
;
Wan, Jieqiu
- In:
Economic modelling
35
(
2013
),
pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
Saved in:
8
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
9
Bull or bear markets : a wavelet dynamic correlation perspective
Benhmad, François
- In:
Economic modelling
32
(
2013
),
pp. 576-591
Persistent link: https://www.econbiz.de/10009762016
Saved in:
10
Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?
Ahmad, Wasim
;
Sehgal, Sanjay
;
Bhanumurthy, N. R.
- In:
Economic modelling
33
(
2013
),
pp. 209-225
Persistent link: https://www.econbiz.de/10010191987
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->