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person:"Elpelt, Bärbel"
~person:"Aielli, Gian Piero"
~person:"Caporin, Massimiliano"
~person:"Herwartz, Helmut"
~person:"Shi, Peng"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Multivariates Verfahren"
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13
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7
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6
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Elpelt, Bärbel
Aielli, Gian Piero
Caporin, Massimiliano
Herwartz, Helmut
Shi, Peng
McAleer, Michael
9
Hafner, Christian M.
8
Landsman, Zinoviy
7
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6
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
4
A multivariate analysis of intercompany loss triangles
Shi, Peng
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10011705848
Saved in:
5
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:
6
A copula regression for modeling multivariate loss triangles and quantifying reserving variability
Shi, Peng
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10010240678
Saved in:
7
Multivariate negative binomial models for insurance claim counts
Shi, Peng
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 18-29
Persistent link: https://www.econbiz.de/10010366213
Saved in:
8
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:
9
Multivariate longitudinal modeling of insurance company expenses
Shi, Peng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 204-215
Persistent link: https://www.econbiz.de/10009558135
Saved in:
10
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
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