//--> //--> //-->
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
person:"Weihs, Claus"
~person:"Asai, Manabu"
~person:"Kapetanios, George"
~person:"Schmid, Wolfgang"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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:"Multivariate Analyse"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Multivariate Analyse
12
Multivariate analysis
12
Stochastic process
6
Stochastischer Prozess
6
Theory
5
Volatility
5
Volatilität
5
Bayes-Statistik
3
Bayesian inference
3
Estimation theory
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Correlation
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Korrelation
2
Prognoseverfahren
2
Schätzung
2
Stock index
2
Time series analysis
2
USA
2
United States
2
VAR model
2
VAR-Modell
2
Zeitreihenanalyse
2
asymptotic normality
2
consistency
2
diagonal BEKK
2
multivariate GARCH
2
rotated BEKK
2
1995-2004
1
BEKK
1
Bayesian VARs
1
Bayesian model selection
1
Cointegration
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Working Paper
27
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Article in journal
5
Forschungsbericht
3
Aufsatz im Buch
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
5
Author
All
Weihs, Claus
Asai, Manabu
Kapetanios, George
Schmid, Wolfgang
Landsman, Zinoviy
7
Furman, Edward
6
Hruschka, Harald
6
Aparisi, Francisco
5
Koopman, Siem Jan
5
Alai, Daniel H.
4
Epprecht, Eugenio K.
4
Galichon, Alfred
4
Henry, Marc
4
Lucas, André
4
Oja, Hannu
4
Su, Jianxi
4
Vernic, Raluca
4
Denuit, Michel
3
Di Bernardino, Elena
3
Hofert, Marius
3
Hong, Yongmiao
3
Janus, Paweł
3
Mailhot, Mélina
3
Min, Aleksey
3
Mukherjee, Indrajit
3
Phillips, Peter C. B.
3
Righi, Marcelo Brutti
3
Sherris, Michael
3
Shushi, Tomer
3
Trufin, Julien
3
Tsung, Fugee
3
Zou, Changliang
3
Abdallah, Anas
2
Abdollahian, Malihe Akhavan
2
Amendola, Alessandra
2
Anatolyev, Stanislav
2
Asimit, Alexandru V.
2
Bekiros, Stelios
2
Bianchi, Michele Leonardo
2
Breitung, Jörg
2
Brown, Sarah
2
Caporin, Massimiliano
2
Carriero, Andrea
2
more ...
less ...
Published in...
All
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
1
Econometric theory
1
Journal of econometrics
1
Journal of forecasting
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
2
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
3
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
4
Multivariate control charts based on a projection approach
Bodnar, Olha
;
Schmid, Wolfgang
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
89
(
2005
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10002629808
Saved in:
5
The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, George
- In:
Econometric theory
20
(
2004
)
4
,
pp. 735-742
Persistent link: https://www.econbiz.de/10002163092
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->