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:"Journal of empirical finance"
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
A completely automated optimiz...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Analyse
2
Multivariate analysis
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Correlation
1
Estimation
1
Estimation theory
1
Estimation window
1
Forecasting model
1
GARCH models
1
Korrelation
1
Multivariate sequences
1
Multivariate time series
1
Online detection
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Structural break
1
Structural breaks
1
Strukturbruch
1
Theorie
1
Theory
1
Threshold function
1
Time series analysis
1
USA
1
United States
1
VAR model
1
VAR-Modell
1
VaR forecasting
1
Variance changes
1
Varianzanalyse
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Wied, Dominik
2
Berens, Tobias
1
Galeano, Pedro
1
Pape, Katharina
1
Weiß, Gregor
1
Published in...
All
Journal of empirical finance
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of econometrics
4
CREATES Research Papers
3
Econometric theory
3
Economics letters
3
Empirical Economics
3
Statistical Papers / Springer
3
AStA Advances in Statistical Analysis
2
AStA Wirtschafts- und Sozialstatistisches Archiv
2
Acta Universitatis Danubius / Oeconomica
2
Acta Universitatis Danubius. OEconomica
2
Brennpunkt Risikomanagement und Regulierung
2
Computational Statistics & Data Analysis
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
IZA Discussion Papers
2
Journal of Forecasting
2
Journal of banking & finance
2
Journal of risk
2
Risiko-Manager
2
Statistical Papers
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
The journal of wealth management
2
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
2
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
1
Applied Stochastic Models in Business and Industry
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik - Session: Time Series Analysis
1
CREATES Research Paper
1
CREATES Research Paper 2008-22
1
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
1
Discussion paper series / IZA
1
EconStor Open Access Articles
1
Econometric Theory
1
Econometric reviews
1
Economics Letters
1
Gabler Lehrbuch
1
IZA Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
