//--> //--> //--> //-->
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:"CORE discussion papers : DP"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Varianzanalyse"
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:"Analysis of variance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Varianzanalyse
Analysis of variance
20
Correlation
9
Korrelation
9
Estimation theory
8
Schätztheorie
8
Theorie
7
Theory
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Estimation
6
Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
Multivariate Analyse
4
Multivariate analysis
4
Börsenkurs
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Prognoseverfahren
3
Share price
3
USA
3
United States
3
Decomposition method
2
Dekompositionsverfahren
2
Deutschland
2
Dynamic conditional correlations
2
Germany
2
Linear algebra
2
Lineare Algebra
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Noise Trading
2
more ...
less ...
Online availability
All
Free
10
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Article in journal
10
Aufsatz in Zeitschrift
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
20
Author
All
Bauwens, Luc
4
Braione, Manuela
3
Storti, Giuseppe
3
Laurent, Sébastien
2
Bauwensa, Luc
1
Bos, Charles S.
1
Boudt, Kris
1
Corsi, Fulvio
1
Croux, Christophe
1
Ferrer-i-Carbonell, Ada
1
Frick, Joachim R.
1
Goebel, Jan
1
Hafner, Christian M.
1
Halbleib, Roxana
1
Hansen, Peter Reinhard
1
Ikeda, Shin S.
1
Janus, Paweł
1
Konstantopoulos, Spyros
1
Koopman, Siem Jan
1
Lunde, Asger
1
Martins, Pedro S.
1
Mira, Antonietta
1
Nagakura, Daisuke
1
Oomen, Roel C. A.
1
Otranto, Edoardo
1
Peluso, Stefano
1
Pereira, Pedro Telhado
1
Praag, Bernard M. S. van
1
Rombouts, Jeroen V. K.
1
Schechtman, Edna
1
Violante, Francesco
1
Voev, Valeri
1
Wagner, Gert G.
1
Watanabe, Toshiaki
1
Weber, Enzo
1
Xu, Yongdeng
1
Yitzhaki, Shlomo
1
more ...
less ...
Institution
All
Forschungsinstitut zur Zukunft der Arbeit
2
Published in...
All
CORE discussion papers : DP
Discussion paper series / IZA
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
36
Working paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Journal of financial econometrics
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Finance research letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Econometric reviews
9
European journal of operational research : EJOR
8
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
8
Quantitative finance
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
7
The European journal of finance
7
The review of economics and statistics
7
CREATES research paper
6
Global COE Hi-Stat discussion paper series
6
International journal of productivity and quality management : IJPQM
6
Journal of business ethics : JOBE
6
Research paper series / Swiss Finance Institute
6
Sage university papers / 7
6
Statistical papers
6
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
Saved in:
4
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
5
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
6
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
7
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
8
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
9
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
10
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->