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person:"Elpelt, Bärbel"
~person:"Aielli, Gian Piero"
~person:"Brzezińska, Justyna"
~person:"Caporin, Massimiliano"
~person:"Herwartz, Helmut"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Multivariates Verfahren"
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Multivariate Analyse
11
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6
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5
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Elpelt, Bärbel
Aielli, Gian Piero
Brzezińska, Justyna
Caporin, Massimiliano
Herwartz, Helmut
McAleer, Michael
9
Hafner, Christian M.
8
Landsman, Zinoviy
7
Asai, Manabu
6
Furman, Edward
6
Gil-Alaña, Luis A.
6
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6
Aparisi, Francisco
5
Koopman, Siem Jan
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Lucas, André
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Rombouts, Jeroen V. K.
5
Semeraro, Patrizia
5
Shi, Peng
5
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4
Asimit, Alexandru V.
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DeSarbo, Wayne
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Guillaume, Florence
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Henry, Marc
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Kapetanios, George
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Shephard, Neil G.
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Stentoft, Lars
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Su, Jianxi
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Vernic, Raluca
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3
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Bianchi, Michele Leonardo
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De Nard, Gianluca
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Denuit, Michel
3
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ECONIS (ZBW)
11
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1
A study on the OECD better life index using multivariate statistical analysis
Brzezińska, Justyna
- In:
Argumenta oeconomica
48
(
2022
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10013366094
Saved in:
2
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
3
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
4
Singular value decomposition approaches in a correspondence analysis with the use of R
Brzezińska, Justyna
- In:
Folia oeconomica Stetinensia : FOS
18
(
2018
)
2
,
pp. 178-189
Persistent link: https://www.econbiz.de/10012159182
Saved in:
5
Latent variable modelling and item response theory analyses in marketing research
Brzezińska, Justyna
- In:
Folia oeconomica Stetinensia : FOS
16
(
2016
)
2
,
pp. 163-174
Persistent link: https://www.econbiz.de/10011774160
Saved in:
6
Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
7
Dynamic conditional correlation : on properties and estimation
Aielli, Gian Piero
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 282-299
Persistent link: https://www.econbiz.de/10009786001
Saved in:
8
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
9
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
Saved in:
10
Flexible dynamic conditional correlation multivariate GARCH models for asset allocation
Billio, Monica
;
Caporin, Massimiliano
;
Gobbo, Michele
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003302525
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