//--> //--> //--> //-->
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:"Statistical test"
~isPartOf:"Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen"
~isPartOf:"Journal of econometrics"
~subject:"Theorie"
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:"ANOVA model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistical test
Theorie
Analysis of variance
39
Varianzanalyse
39
Estimation theory
19
Schätztheorie
19
Volatility
17
Volatilität
17
Correlation
16
Korrelation
16
Theory
15
Time series analysis
13
Zeitreihenanalyse
13
Estimation
10
Schätzung
10
Forecasting model
9
Portfolio selection
9
Portfolio-Management
9
Prognoseverfahren
9
Capital income
8
Kapitaleinkommen
8
Market microstructure
8
Marktmikrostruktur
8
Noise Trading
6
Noise trading
6
Börsenkurs
5
High frequency data
5
Minimum variance portfolio
5
Share price
5
Statistischer Test
5
Factor analysis
4
Faktorenanalyse
4
High-frequency data
4
Induktive Statistik
4
Martingal
4
Martingale
4
Realized variance
4
Statistical distribution
4
Statistical inference
4
Statistische Verteilung
4
more ...
less ...
Online availability
All
Undetermined
9
Free
3
Type of publication
All
Article
14
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
17
Author
All
Müller, Armin
3
Patton, Andrew J.
2
Amado, Cristina
1
Bollerslev, Tim
1
Chen, Song Xi
1
Christensen, Kim
1
D'Amour, Alexander
1
Ding, Peng
1
Engle, Robert F.
1
Feller, Avi
1
Fengler, Matthias
1
Gençay, Ramazan
1
Gribisch, Bastian
1
Hartkopf, Jan Patrick
1
He, Jing
1
Kemp, Gordon C. R.
1
Kong, Xin-Bing
1
Lei, Lihua
1
Li, Jia
1
Liu, Zhi
1
Mammen, Enno
1
Marcucci, Juri
1
Pelger, Markus
1
Quaedvlieg, Rogier
1
Sekhon, Jasjeet Singh
1
Signori, Daniele
1
Sizova, Natalia
1
Teräsvirta, Timo
1
Thyrsgaard, Martin
1
Veliyev, Bezirgen
1
Vogt, Michael
1
Zhou, Wang
1
more ...
less ...
Published in...
All
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
Journal of econometrics
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Journal of empirical finance
10
SFB 649 discussion paper
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
International journal of theoretical and applied finance
8
Journal of financial econometrics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Econometric reviews
7
Journal of banking & finance
7
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Quantitative finance
5
Research paper series / Swiss Finance Institute
5
Statistical papers
5
The review of financial studies
5
Applied economics letters
4
CREATES research paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Economics working paper
4
Reihe Quantitative Ökonomie : Ökon
4
Research notes in economics & statistics
4
The review of economics and statistics
4
Theorien und Methoden der Betriebswirtschaft : Handbuch für Wissenschaftler und Studierende
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working paper series / Centre for Practical Quantitative Finance
4
CEA_372Cass working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
3
Dresdner Beiträge zu quantitativen Verfahren
3
Economic modelling
3
Finance and stochastics
3
Finance research letters
3
Insurance / Mathematics & economics
3
International journal of forecasting
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
2
Overlap in observational studies with high-dimensional covariates
D'Amour, Alexander
;
Ding, Peng
;
Feller, Avi
;
Lei, Lihua
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 644-654
Persistent link: https://www.econbiz.de/10012619253
Saved in:
3
A joint application of the put-call-parity and importance sampling to variance reduced option pricing
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011517497
Saved in:
4
Approximations of option price elasticities for importance sampling
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011569081
Saved in:
5
Variance reduced value at risk Monte-Carlo simulations
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011569130
Saved in:
6
A rank test for the number of factors with high-frequency data
Kong, Xin-Bing
;
Liu, Zhi
;
Zhou, Wang
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
Saved in:
7
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
8
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
9
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
10
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->