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Multivariate analysis
Theorie
45,382
Theory
44,091
Schätztheorie
40,692
Estimation theory
40,063
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31,887
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31,455
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Regressionsanalyse
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Regression analysis
5,937
Wirkungsanalyse
5,367
Impact assessment
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Börsenkurs
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Welt
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Share price
4,755
Nichtparametrisches Verfahren
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World
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McAleer, Michael
17
Gil-Alaña, Luis A.
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Härdle, Wolfgang
14
Shephard, Neil G.
14
Caporale, Guglielmo Maria
13
Croux, Christophe
13
Asai, Manabu
12
Hafner, Christian M.
12
Schmid, Wolfgang
11
Brooks, Chris
10
Hallin, Marc
10
Koopman, Siem Jan
10
Lovcha, Yuliya
9
Teräsvirta, Timo
9
Herwartz, Helmut
8
Kapetanios, George
8
Pesaran, M. Hashem
8
Barndorff-Nielsen, Ole E.
7
Dhaene, Geert
7
Hansen, Peter Reinhard
7
Laxton, Douglas
7
Pick, Andreas
7
Silvennoinen, Annastiina
7
Timmermann, Allan
7
Avanzi, Benjamin
6
Lucas, André
6
Okhrin, Ostap
6
Semeraro, Patrizia
6
Sibbertsen, Philipp
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Weihs, Claus
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Wong, Bernard
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Xiu, Dacheng
6
Yu, Jun
6
Alichi, Ali
5
Allen, David E.
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Amengual, Dante
5
Audrino, Francesco
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Department of Health, Education, and Welfare
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Erasmus Research Institute of Management
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
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International Monetary Fund
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Josef Eul Verlag GmbH
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Melbourne Institute of Applied Economic and Social Research
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National Bureau of Economic Research
1
Queen Mary College / Department of Economics
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Sveriges Riksbank
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Southampton / Department of Economics
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Journal of econometrics
53
Econometric reviews
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
International journal of forecasting
17
Insurance / Mathematics & economics
16
Journal of the American Statistical Association : JASA
15
Discussion paper / Tinbergen Institute
14
International journal of production research
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Econometric theory
11
Journal of forecasting
11
ECARES working paper
10
European journal of operational research : EJOR
10
International journal of theoretical and applied finance
9
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
8
Econometrics : open access journal
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Energy economics
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KBI
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SFB 649 discussion paper
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Applied economics
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Econometric Institute research papers
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Economics letters
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Journal of applied econometrics
7
Reihe Quantitative Ökonomie : Ökon
7
Computational economics
6
Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Astin bulletin : the journal of the International Actuarial Association
5
CREATES research paper
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Quantitative finance
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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CESifo working papers
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CORE discussion papers : DP
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CoFE discussion papers
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
1,065
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EconStor
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1
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
2
Efficient estimation and filtering for multivariate jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
3
Estimating high dimensional multivariate stochastic volatility models
Pelagatti, Matteo
;
Sbrana, Giacomo
-
2020
Persistent link: https://www.econbiz.de/10012318391
Saved in:
4
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul
;
Zhong, Molin
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
Saved in:
5
Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
6
Multivariate periodic stochastic volatility models : applications to Algerian dinar exchange rates and oil prices modeling
Boussaha, Nadia
;
Hamdi, Faycal
;
Souam, Saïd
-
2018
Persistent link: https://www.econbiz.de/10012240489
Saved in:
7
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
8
Multivariate decompositions and seasonal gender employment
Tian, Jing
;
Jacobs, Jan
;
Osborn, Denise R.
-
2021
Persistent link: https://www.econbiz.de/10012663829
Saved in:
9
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
10
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
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