//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"free"
~person:"Croux, Christophe"
~person:"Otranto, Edoardo"
~type_genre:"Arbeitspapier"
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
Search: subject_exact:"Rank correlation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Correlation
11
Korrelation
11
Estimation theory
8
Schätztheorie
8
Robust statistics
4
Robustes Verfahren
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Hadamard exponential matrix
3
Analysis of variance
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Linear algebra
2
Lineare Algebra
2
Ranking method
2
Ranking-Verfahren
2
Schätzung
2
Theorie
2
Theory
2
Time series analysis
2
Varianzanalyse
2
Zeitreihenanalyse
2
dynamic covariances and correlations
2
realized covariances
2
Börsenkurs
1
Canonical correlation analysis
1
Econometrics
1
Efficiency
1
Effizienz
1
Forecasting model
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Markov chain
1
Markov-Kette
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prognoseverfahren
1
more ...
less ...
Online availability
All
Free
Undetermined
1
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
11
Author
All
Croux, Christophe
Otranto, Edoardo
McAleer, Michael
19
Pesaran, M. Hashem
19
Bauwens, Luc
13
Weber, Enzo
12
Hafner, Christian M.
11
Lucas, André
10
Gupta, Sonali Sen
9
Ray, Indrajit
9
Bailey, Natalia
8
Christiansen, Charlotte
8
Koopman, Siem Jan
8
Ledoit, Olivier
8
Phillips, Peter C. B.
8
Wolf, Michael
8
Caporin, Massimiliano
7
Dijk, Dick van
7
Kapetanios, George
7
Teräsvirta, Timo
7
Bibinger, Markus
6
Gao, Jiti
6
Hautsch, Nikolaus
6
Heinlein, Reinhold
6
Linton, Oliver
6
Mahadeo, Scott M. R.
6
Malec, Peter
6
Shephard, Neil G.
6
Silvennoinen, Annastiina
6
Trenkler, Carsten
6
Audrino, Francesco
5
Bhattacharjee, Arnab
5
Boudt, Kris
5
Chudik, Alexander
5
Corsi, Fulvio
5
Engle, Robert F.
5
Moulin, Hervé
5
Reiß, Markus
5
Schienle, Melanie
5
Storti, Giuseppe
5
more ...
less ...
Published in...
All
KBI
6
CORE discussion papers : DP
3
LIDAM discussion paper CORE
1
Working papers
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc
;
Otranto, Edoardo
-
2023
Persistent link: https://www.econbiz.de/10014322169
Saved in:
2
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
3
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
6
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
7
Sparse canonical correlation analysis from a predictive point of view
Wilms, Ines
;
Croux, Christophe
-
2013
Persistent link: https://www.econbiz.de/10010238525
Saved in:
8
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
9
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
10
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->