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
~subject:"Multivariate analysis"
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
Estimation of continuous-time...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate analysis
Theorie
45,362
Theory
44,071
Schätztheorie
40,682
Estimation theory
40,053
Zeitreihenanalyse
31,881
Schock
31,441
Time series analysis
30,872
Shock
30,750
Stochastischer Prozess
19,626
Stochastic process
19,179
Schätzung
18,496
Estimation
18,087
Volatilität
10,195
Volatility
10,030
Prognoseverfahren
9,316
Forecasting model
9,112
USA
8,755
Geldpolitik
8,432
United States
8,390
Monetary policy
8,192
VAR-Modell
7,976
Dynamisches Gleichgewicht
7,956
VAR model
7,845
Konjunktur
7,730
Dynamic equilibrium
7,587
Business cycle
7,522
Regressionsanalyse
5,972
Regression analysis
5,935
Wirkungsanalyse
5,367
Impact assessment
5,297
Börsenkurs
4,862
Welt
4,787
Share price
4,755
Nichtparametrisches Verfahren
4,703
World
4,698
Nonparametric statistics
4,565
Risiko
4,290
Risk
4,264
Optionspreistheorie
4,205
Option pricing theory
4,145
more ...
less ...
Online availability
All
Free
474
Undetermined
253
CC license
18
Type of publication
All
Book / Working Paper
579
Article
493
Type of publication (narrower categories)
All
Article in journal
454
Aufsatz in Zeitschrift
454
Working Paper
267
Arbeitspapier
266
Graue Literatur
264
Non-commercial literature
264
Hochschulschrift
35
Thesis
32
Aufsatz im Buch
29
Book section
29
Lehrbuch
14
Textbook
12
Collection of articles of several authors
7
Collection of articles written by one author
7
Sammelwerk
7
Sammlung
7
Conference paper
5
Konferenzbeitrag
5
Bibliografie enthalten
3
Bibliography included
3
Forschungsbericht
3
Aufsatzsammlung
2
Case study
2
Fallstudie
2
Konferenzschrift
2
Amtsdruckschrift
1
Bibliografie
1
Einführung
1
Festschrift
1
Government document
1
Handbook
1
Handbuch
1
Mikroform
1
Rezension
1
Systematic review
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,050
German
18
Undetermined
5
Author
All
McAleer, Michael
17
Gil-Alaña, Luis A.
15
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
6
Weihs, Claus
6
Wong, Bernard
6
Xiu, Dacheng
6
Yu, Jun
6
Alichi, Ali
5
Allen, David E.
5
Amengual, Dante
5
Audrino, Francesco
5
Ballotta, Laura
5
Carriero, Andrea
5
Dominicy, Yves
5
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
European Commission / Statistical Office of the European Communities
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Department of Health, Education, and Welfare
1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Central Bank
1
European University Institute / Department of Law
1
International Monetary Fund
1
Josef Eul Verlag GmbH
1
Melbourne Institute of Applied Economic and Social Research
1
National Bureau of Economic Research
1
Queen Mary College / Department of Economics
1
Sveriges Riksbank
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Southampton / Department of Economics
1
more ...
less ...
Published in...
All
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
8
Energy economics
8
KBI
8
SFB 649 discussion paper
8
Applied economics
7
Econometric Institute research papers
7
Economics letters
7
Journal of applied econometrics
7
Reihe Quantitative Ökonomie : Ökon
7
Computational economics
6
Economic modelling
6
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
4
CESifo working papers
4
CORE discussion papers : DP
4
CoFE discussion papers
4
Department of Economics discussion paper series / University of Oxford
4
more ...
less ...
Source
All
ECONIS (ZBW)
1,065
RePEc
4
BASE
1
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
1,072
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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...
