//--> //--> //-->
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:"Regressionsanalyse"
~isPartOf:"CREATES research paper"
~subject:"Korrelation"
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 analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Korrelation
Multivariate Analyse
9
Multivariate analysis
9
ARCH model
4
ARCH-Modell
4
Estimation theory
4
Schätztheorie
4
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Börsenkurs
2
Correlation
2
Estimation
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Share price
2
VAR model
2
VAR-Modell
2
Aktienindex
1
Analysis of variance
1
Australia
1
Australien
1
Cointegration
1
Decomposition method
1
Dekompositionsverfahren
1
Deterministically varying correlation
1
Forecasting model
1
Innovation diffusion
1
Innovationsdiffusion
1
Kointegration
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Nichtlineare Regression
1
Nonlinear regression
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Hall, Anthony D.
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Wade, Glen
1
Published in...
All
CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
9
Journal of econometrics
7
Journal of the American Statistical Association : JASA
7
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Discussion paper / Tinbergen Institute
5
Econometric reviews
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Insurance / Mathematics & economics
4
International journal of forecasting
4
Journal of empirical finance
4
SFB 649 discussion paper
4
Working paper series / University of Zurich, Department of Economics
4
ECARES working paper
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Faculty & research / Insead : working paper series
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Risks : open access journal
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
CoFE discussion papers
2
Discussion paper
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
North Holland TIMS studies in the management sciences
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper
2
Working papers on finance
2
A Chapman & Hall book
1
Acta Universitatis Lodziensis / Folia oeconomica
1
Acta Wasaensia
1
Acta Wasaensia / Statistics
1
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Amfiteatru economic : an economic and business research periodical
1
Angewandte Statistik und Ökonometrie
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->