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Search: subject:"Multivariate"
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Schätzung
Multivariate distribution
65
Multivariate Verteilung
64
Theorie
55
Theory
55
Multivariate analysis
49
Multivariate Analyse
44
Cluster analysis
43
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43
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33
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33
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31
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26
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copula
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Soques, Daniel
2
Yu, Jun
2
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1
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1
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1
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1
Białowolski, Piotr
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dia, Enzo
1
Dong, Qi
1
Du, Wenti
1
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1
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1
Fei, Yijie
1
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1
Gatt, William
1
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1
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Applied economics letters
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21
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21
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20
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17
The North American journal of economics and finance : a journal of financial economics studies
17
Discussion paper / Tinbergen Institute
11
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9
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6
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ECONIS (ZBW)
31
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1
A semi-structural credit gap for Malta : a
multivariate
filter approach
Gatt, William
-
2024
This paper presents a credit gap for Malta derived from a semi-structural
multivariate
filter. This modelling approach … has several advantages over univariate approaches typically used, for example to construct the Basel gap. The
multivariate
…
Persistent link: https://www.econbiz.de/10014633582
Saved in:
2
Multivariate
stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
5
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
6
Spillover effects in the global copper futures markets: asymmetric
multivariate
GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
7
Evaluating the joint efficiency of German trade forecasts : a nonparametric
multivariate
approach
Behrens, Christoph
- In:
Applied economics
52
(
2020
)
34
,
pp. 3732-3747
Persistent link: https://www.econbiz.de/10012258978
Saved in:
8
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10012819732
Saved in:
9
Multivariate
filter estimation and ARDL model analysis of China's potential output
Dong, Qi
;
Liu, Xiangbo
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1327-1332
Persistent link: https://www.econbiz.de/10012135401
Saved in:
10
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
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