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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Chen, Rong"
~subject:"Anlageverhalten"
~subject:"Führungskräfte"
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Capital income
Zeitreihenanalyse
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Theorie
5
Theory
5
Time series analysis
3
Factor analysis
2
Faktorenanalyse
2
ARCH model
1
ARCH-Modell
1
Ausreißer
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Autokorrelation
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Bilinear
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Dynamic modeling
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Economic indicators
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Generalized extreme value distribution
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High-dimensional time series
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Kronecker product
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Matrix-valued time series
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Portfolio-Management
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Chen, Rong
Phillips, Peter C. B.
16
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Hallin, Marc
5
Linton, Oliver
5
Taylor, Robert
5
Teräsvirta, Timo
5
Andersen, Torben
4
Barigozzi, Matteo
4
Diebold, Francis X.
4
Fama, Eugene F.
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Hong, Harrison G.
4
Hong, Yongmiao
4
Liao, Yuan
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Pedersen, Lasse Heje
4
Perron, Benoit
4
Timmermann, Allan
4
Todorov, Viktor
4
Velasco, Carlos
4
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Bekaert, Geert
3
Breitung, Jörg
3
Campbell, John Y.
3
Chan, Joshua
3
Corradi, Valentina
3
Fan, Jianqing
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
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Journal of econometrics
Journal of financial economics
Econometric analysis of financial and economic time series ; part B
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
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2
Threshold factor models for high-dimensional time series
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012439636
Saved in:
3
Factor models for matrix-valued high-dimensional time series
Wang, Dong
;
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 231-248
Persistent link: https://www.econbiz.de/10012139838
Saved in:
4
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
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