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~isPartOf:"Barcelona GSE working paper series : working paper"
~isPartOf:"Journal of econometrics"
~subject:"Multivariate Analyse"
~subject:"Statistical test"
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Search: subject_exact:"ANOVA model"
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Multivariate Analyse
Statistical test
Analysis of variance
38
Varianzanalyse
38
Estimation theory
20
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Volatility
17
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17
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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
Working paper series / University of Zurich, Department of Economics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
International journal of forecasting
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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
Economic modelling
2
International journal of production research
2
International journal of theoretical and applied finance
2
Journal of banking & finance
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Journal of empirical finance
2
Journal of financial econometrics
2
Reihe Quantitative Ökonomie : Ökon
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annales d'économie et de statistique
1
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Applied economics letters
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CFS working paper series
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Cahier / Départment de Sciences Économiques, Université de Montréal
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
A simple permutation test for clusteredness
Greenacre, Michael J.
-
2011
Persistent link: https://www.econbiz.de/10009723780
Saved in:
8
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
9
Invariance and the Wald test
Kemp, Gordon C. R.
- In:
Journal of econometrics
104
(
2001
)
2
,
pp. 209-217
Persistent link: https://www.econbiz.de/10001606579
Saved in:
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