//--> //--> //--> //-->
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
subject:"Cointegration"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~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:"Multivariates Verfahren"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Stochastic process
Zeitreihenanalyse
Multivariate Analyse
1,388
Multivariate analysis
1,388
Theorie
534
Theory
534
Time series analysis
220
ARCH model
199
ARCH-Modell
199
Volatility
188
Volatilität
188
Estimation
165
Schätzung
165
Estimation theory
148
Schätztheorie
148
Statistical distribution
147
Statistische Verteilung
147
Forecasting model
142
Prognoseverfahren
142
USA
116
United States
116
Capital income
96
Kapitaleinkommen
96
Portfolio selection
90
Portfolio-Management
90
Correlation
88
Korrelation
88
Multivariate distribution
87
Multivariate Verteilung
86
Stochastischer Prozess
78
Risikomaß
68
Risk measure
68
Börsenkurs
59
Share price
59
Regression analysis
57
Regressionsanalyse
57
Risiko
55
Risk
55
Aktienmarkt
50
Stock market
50
more ...
less ...
Online availability
All
Undetermined
132
Free
27
Type of publication
All
Article
310
Book / Working Paper
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
314
Graue Literatur
185
Non-commercial literature
185
Arbeitspapier
181
Working Paper
181
Hochschulschrift
28
Thesis
25
Aufsatz im Buch
18
Book section
18
Lehrbuch
11
Textbook
10
Collection of articles of several authors
5
Sammelwerk
5
Collection of articles written by one author
4
Sammlung
4
Bibliografie enthalten
3
Bibliography included
3
Forschungsbericht
3
Aufsatzsammlung
2
Bibliografie
2
Festschrift
2
Bibliographie
1
Book review
1
Case study
1
Conference paper
1
Conference proceedings
1
Dissertation u.a. Prüfungsschriften
1
Einführung
1
Fallstudie
1
Konferenzbeitrag
1
Konferenzschrift
1
Mikroform
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
311
German
1
French
1
Italian
1
Author
All
McAleer, Michael
6
Asai, Manabu
5
Gil-Alaña, Luis A.
4
Koopman, Siem Jan
4
Bianchi, Michele Leonardo
3
Hafner, Christian M.
3
Hallin, Marc
3
Hassani, Hossein
3
Heravi, Saeed M.
3
Kapetanios, George
3
Lucas, André
3
Noh, Hohsuk
3
Semeraro, Patrizia
3
Tassinari, Gian Luca
3
Teräsvirta, Timo
3
Aparisi, Francisco
2
Assaf, Ata
2
Athanasopoulos, George
2
Avanzi, Benjamin
2
Ballotta, Laura
2
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Chan, Wai-Sum
2
Chen, Bin
2
Chen, Heng
2
Chen, Langnan
2
Di Bernardino, Elena
2
Epprecht, Eugenio K.
2
Escobar, Marcos
2
Franses, Philip Hans
2
Galeano, Pedro
2
Guillaume, Florence
2
Halbleib, Roxana
2
He, Zhen
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Jang, Hyuna
2
Janus, Paweł
2
Jusélius, Katarina
2
more ...
less ...
Published in...
All
Journal of econometrics
33
Econometric reviews
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of forecasting
13
International journal of forecasting
12
Insurance / Mathematics & economics
11
Energy economics
8
Econometric theory
7
International journal of production research
7
Journal of the American Statistical Association : JASA
7
Econometrics : open access journal
6
Economic modelling
6
Economics letters
6
International journal of theoretical and applied finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European journal of operational research : EJOR
4
Risks : open access journal
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International review of financial analysis
3
Journal of financial econometrics
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
Review of derivatives research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Astin bulletin : the journal of the International Actuarial Association
2
Computational economics
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Global review of business and economic research
2
International journal of production economics
2
Investment management and financial innovations
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of macroeconomics
2
more ...
less ...
Source
All
ECONIS (ZBW)
314
Showing
81
-
90
of
314
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Forecasting multiple functional time series in a group structure : an application to mortality
Shang, Han Lin
;
Haberman, Steven
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 357-379
Persistent link: https://www.econbiz.de/10012243333
Saved in:
82
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
83
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
84
A multivariate cointegration time series model and its applications in analysing stock markets in China
Zhao, Yan-Yong
;
Ye, Xu-Guo
;
Han, Zhong-Cheng
- In:
Economic research
33
(
2020
)
1,1
,
pp. 698-711
Persistent link: https://www.econbiz.de/10013173566
Saved in:
85
A replication of "The long-run impact of foreign aid in 36 African countries: insights from multivariate time series analysis" (Oxford Bulletin of Economics and Statistics, 2014)
Roger, Lionel
-
2019
Macroeconomic data have been shown to vary substantially between sources, especially so for low-income countries. While the impact of data revisions on inference is well documented for cross-country studies, there is no systematic analysis of the robustness of results obtained from time series...
Persistent link: https://www.econbiz.de/10012139181
Saved in:
86
Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar
;
Marena, Marina
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
Saved in:
87
Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara
;
Kim, Jeongsim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
Saved in:
88
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
89
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
90
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
Hassani, Hossein
;
Rua, António
;
Silva, Emmanuel Sirimal
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1263-1272
Persistent link: https://www.econbiz.de/10012305274
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->