//--> //--> //--> //-->
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
~isPartOf:"Barcelona GSE working paper series : working paper"
~isPartOf:"Journal of econometrics"
~subject:"Multivariate Analyse"
~subject:"Share price"
~subject:"Statistical test"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
Share price
Statistical test
Analysis of variance
38
Varianzanalyse
38
Estimation theory
20
Schätztheorie
20
Volatility
17
Volatilität
17
Correlation
16
Korrelation
16
Theorie
13
Theory
13
Time series analysis
13
Zeitreihenanalyse
13
Estimation
10
Forecasting model
10
Prognoseverfahren
10
Schätzung
10
Portfolio selection
9
Portfolio-Management
9
Capital income
8
Kapitaleinkommen
8
Market microstructure
8
Marktmikrostruktur
8
Noise Trading
6
Noise trading
6
Statistischer Test
6
Börsenkurs
5
High frequency data
5
Minimum variance portfolio
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
7
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
13
Author
All
Bondarenko, Oleg
1
Chen, Song Xi
1
Christensen, Kim
1
Clinet, Simon
1
Engle, Robert F.
1
Fengler, Matthias
1
Francq, Christian
1
Gençay, Ramazan
1
Greenacre, Michael J.
1
He, Jing
1
Hollstein, Fabian
1
Jin, Xin
1
Kemp, Gordon C. R.
1
Maheu, John M.
1
Mammen, Enno
1
Marcucci, Juri
1
Potiron, Yoann
1
Signori, Daniele
1
Thyrsgaard, Martin
1
Veliyev, Bezirgen
1
Vogt, Michael
1
Wese Simen, Chardin
1
Zakoïan, Jean-Michel
1
Zhang, Lan
1
more ...
less ...
Published in...
All
Barcelona GSE working paper series : working paper
Journal of econometrics
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper series / University of Zurich, Department of Economics
6
International journal of theoretical and applied finance
5
Discussion paper / Tinbergen Institute
4
Journal of banking & finance
4
Reihe Quantitative Ökonomie : Ökon
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Economic modelling
3
International journal of forecasting
3
Journal of empirical finance
3
SFB 649 discussion paper
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
The journal of finance : the journal of the American Finance Association
3
Working paper
3
Applied economics letters
2
CEA_372Cass working paper series
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Econometric reviews
2
Econometric theory
2
Economics letters
2
Economics working paper
2
International journal of production research
2
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of financial econometrics
2
Journal of forecasting
2
NBER working paper series
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of financial studies
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers on finance
2
AFA 2011 Denver Meetings Paper
1
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
2
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:
3
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
4
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
5
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
Saved in:
6
Testing super-diagonal structure in high dimensional covariance matrices
He, Jing
;
Chen, Song Xi
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 283-297
Persistent link: https://www.econbiz.de/10011705144
Saved in:
7
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
8
Multi-scale tests for serial correlation
Gençay, Ramazan
;
Signori, Daniele
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
Saved in:
9
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
10
A simple permutation test for clusteredness
Greenacre, Michael J.
-
2011
Persistent link: https://www.econbiz.de/10009723780
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->