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person:"Elpelt, Bärbel"
~person:"Caporin, Massimiliano"
~person:"Herwartz, Helmut"
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Search: subject_exact:"Multivariates Verfahren"
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Multivariate Analyse
34
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19
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Elpelt, Bärbel
Caporin, Massimiliano
Herwartz, Helmut
Backhaus, Klaus
31
McAleer, Michael
27
Hafner, Christian M.
20
Croux, Christophe
18
Rombouts, Jeroen V. K.
18
Erichson, Bernd
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Greenacre, Michael J.
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Weiber, Rolf
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Hallin, Marc
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Härdle, Wolfgang
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Schmid, Wolfgang
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Domański, Czesław
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Asai, Manabu
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Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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Kapetanios, George
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Koopman, Siem Jan
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Shephard, Neil G.
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Teräsvirta, Timo
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Furman, Edward
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Marcellino, Massimiliano
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9
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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21
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
22
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:
23
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
Saved in:
24
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
25
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
26
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
27
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
28
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
29
Multivariate Statistik : Lehr- und Handbuch der angewandten Statistik ; mit zahlreichen vollständig durchgerechneten Beispielen
Hartung, Joachim
;
Elpelt, Bärbel
-
1995
-
5., durchges. Aufl.
Persistent link: https://www.econbiz.de/10004255071
Saved in:
30
Multivariate Statistik : Lehr- und Handbuch der angewandten Statistik; mit ... zahlreichen vollständig durchgerechneten Beispielen
Hartung, Joachim
-
1992
-
4., durchges. Aufl.
Persistent link: https://www.econbiz.de/10014271542
Saved in:
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