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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
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Search: subject:"Multivariate"
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Multivariate analysis
84
Theorie
82
Theory
82
Multivariate Analyse
81
Multivariate distribution
59
Multivariate Verteilung
58
Time series analysis
58
Zeitreihenanalyse
58
Estimation theory
54
Schätztheorie
54
Volatility
40
Volatilität
40
ARCH model
39
ARCH-Modell
39
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35
Schätzung
35
Capital income
27
Kapitaleinkommen
27
Statistical distribution
27
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27
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24
Clusteranalyse
24
Forecasting model
24
Prognoseverfahren
24
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Börsenkurs
19
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19
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Correlation
16
Portfolio selection
16
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Korrelation
15
Statistical test
15
Statistischer Test
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14
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192
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English
192
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Fan, Yanqin
5
Wied, Dominik
5
Chen, Xiaohong
4
MacKinnon, James G.
4
McAleer, Michael
4
Asai, Manabu
3
Gouriéroux, Christian
3
Hafner, Christian M.
3
Jasiak, Joann
3
Kim, Jong-Min
3
Nielsen, Morten Ørregaard
3
Okhrin, Ostap
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Webb, Matthew
3
Brooks, Robert
2
Bücher, Axel
2
Catania, Leopoldo
2
Chen, Bin
2
Dufour, Jean-Marie
2
Francq, Christian
2
Galeano, Pedro
2
Hallin, Marc
2
Hong, Yongmiao
2
Jung, Hojin
2
Khalaf, Lynda
2
King, Maxwell L.
2
Koop, Gary
2
Koopman, Siem Jan
2
Laurent, Sébastien
2
Liu, Ruixuan
2
Oh, Dong Hwan
2
Oka, Tatsushi
2
Paolella, Marc S.
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Sentana, Enrique
2
Shephard, Neil G.
2
Timmermann, Allan
2
Zhang, Xibin
2
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Applied economics letters
Journal of econometrics
Journal of empirical finance
Statistical Papers / Springer
Insurance / Mathematics & economics
157
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
104
Applied economics
93
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economic modelling
71
Discussion paper / Tinbergen Institute
70
International journal of forecasting
62
Journal of banking & finance
62
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Finance research letters
57
Econometric reviews
54
Economics letters
54
Psychometrika
51
International review of financial analysis
50
The North American journal of economics and finance : a journal of financial economics studies
50
SFB 649 discussion paper
49
Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Computational economics
35
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Discussion paper / Center for Economic Research, Tilburg University
34
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ECONIS (ZBW)
194
RePEc
21
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215
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date (oldest first)
1
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Stationary vine copula models for
multivariate
time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
4
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
5
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
6
Finding hidden structure of sparse longitudinal data via functional eigenfunctions
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1142-1149
Persistent link: https://www.econbiz.de/10014558735
Saved in:
7
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:
8
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:
9
Efficient estimation and filtering for
multivariate
jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
10
Identification of structural
multivariate
GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
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