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Multivariate analysis
Multivariate
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multivariate
62
Time series analysis
35
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Statistik
24
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23
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23
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Abada, Felicia C.
1
Alio, Felix Chukwubuzo
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Aparisi, Francisco
1
Ascorbebeitia, Jone
1
Avanzi, Benjamin
1
Chukwu, Ndubuisi O.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Manasseh, Charles O.
1
Maré, Eben
1
Ogbuabor, Jonathan Emenike
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1
Racine, Jeffrey
1
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1
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1
Venter, Pierre J.
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Cogent economics & finance
1
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of production research
1
International journal of theoretical and applied finance : IJTAF
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International review of financial analysis
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1
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
2
Mixed data kernel copulas
Racine, Jeffrey
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011285976
Saved in:
3
Optimal EWMA of linear combination of Poisson variables for
multivariate
statistical process control
Garcia-Bustos, Sandra
;
Aparisi, Francisco
;
Epprecht, …
- In:
International journal of production research
53
(
2015
)
14
,
pp. 4141-4159
Persistent link: https://www.econbiz.de/10011302788
Saved in:
4
Multivariate
FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
5
Generalized method of moment estimation of
multivariate
multifractal models
Liu, Ruipeng
;
Lux, Thomas
- In:
Economic modelling
67
(
2017
),
pp. 136-148
Persistent link: https://www.econbiz.de/10011813792
Saved in:
6
Interactions between stock prices and exchange rates : an application of
multivariate
VAR-GARCH model
Manasseh, Charles O.
;
Chukwu, Ndubuisi O.
;
Abada, Felicia C.
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-19
The study examined stock prices (SP) and exchange rate (ER) interactions with
multivariate
VAR-GARCH model using …
Persistent link: https://www.econbiz.de/10014232542
Saved in:
7
Univariate and
multivariate
GARCH models applied to Bitcoin futures option pricing
Venter, Pierre J.
;
Maré, Eben
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
6
,
pp. 1-14
are compared to market prices to give an indication of the pricing performance. In addition, a
multivariate
Bitcoin …
Persistent link: https://www.econbiz.de/10012588206
Saved in:
8
Multivariate
dynamic cash sub-additive risk measures for processes
Sun, Fei
;
Luo, Kui
;
Feng, Yu
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013371188
Saved in:
9
Detection and treatment of outliers for
multivariate
robust loss reserving
Avanzi, Benjamin
;
Lavender, Mark
;
Taylor, Greg
;
Wong, …
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 102-125
Persistent link: https://www.econbiz.de/10014519971
Saved in:
10
Multivariate
micro prediction analysis of qualitative models
Zimmermann, Klaus F.
-
1985
Persistent link: https://www.econbiz.de/10014291361
Saved in:
1
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