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Search: subject_exact:"Multivariates Verfahren"
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Multivariate Analyse
10
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Nichtparametrisches Verfahren
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Multivariate HEAVY
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Rombouts, Jeroen V. K.
4
Hafner, Christian M.
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Bauwens, Luc
2
Bouezmarni, Taoufik
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Mouchart, Michel
2
Russo, Federica
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Herwartz, Helmut
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CORE discussion papers : DP
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
34
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Econometric reviews
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International journal of forecasting
26
Econometric Institute research papers
22
SFB 649 discussion paper
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Applied economics
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European journal of operational research : EJOR
21
Economics letters
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Discussion paper / Tinbergen Institute
18
Journal of forecasting
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Organizational research methods : ORM
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
SpringerLink / Bücher
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Acta Universitatis Lodziensis / Folia oeconomica
16
Energy economics
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Risks : open access journal
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Working paper
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ECARES working paper
14
Econometric theory
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
13
Discussion paper / Centre for Economic Policy Research
12
Economic modelling
12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
11
IMF working papers
11
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Econometrics : open access journal
10
Fundamentals of marketing research ; Vol. 6
10
Journal of empirical finance
10
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
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2
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
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3
The issue of control in multivariate systems : a contribution of structural modelling
Mouchart, Michel
;
Wunsch, Guillaume J.
;
Russo, Federica
-
2015
Persistent link: https://www.econbiz.de/10011289925
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4
Confounding and control in a multivariate system : an issue in causal attribution
Russo, Federica
;
Mouchart, Michel
;
Wunsch, Guillaume J.
-
2013
Persistent link: https://www.econbiz.de/10010238485
Saved in:
5
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
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6
Copula-based orderings of multivariate dependence
Decancq, Koen
-
2010
Persistent link: https://www.econbiz.de/10008648099
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7
Semiparametric multivariate density estimation for positive data using coplas
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526639
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8
Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003527551
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9
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003326703
Saved in:
10
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
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