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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätztheorie"
~subject:"Theory"
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Search: subject:"Multivariate Analyse"
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Schätztheorie
Theory
Multivariate Analyse
61
Multivariate analysis
61
Theorie
31
Time series analysis
29
Zeitreihenanalyse
29
ARCH model
27
ARCH-Modell
27
Estimation theory
21
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20
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20
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18
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18
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17
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7
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7
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Chen, Xiaohong
3
Lucas, André
2
Nogales, Francisco J.
2
Phillips, Peter C. B.
2
Santos, André A. P.
2
Aguilar, Mike
1
Aielli, Gian Piero
1
Amado, Cristina
1
Amir Ahmadi, Pooyan
1
Ascorbebeitia, Jone
1
Audrino, Francesco
1
Barassi, Marco R.
1
Barbaglia, Luca
1
Bormann, Carsten
1
Caldeira, João F.
1
Chib, Siddhartha
1
Chollete, Lorán
1
Cohen, Jed
1
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1
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1
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1
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1
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1
Fortuna, Natércia
1
Gao, Jing
1
Garcia, René
1
Ghysels, Eric
1
Gong, Huan
1
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1
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1
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Cowles Foundation discussion paper
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Insurance / Mathematics & economics
48
Journal of econometrics
46
Journal of the American Statistical Association : JASA
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
International journal of production research
26
Econometric reviews
19
International journal of forecasting
18
SFB 649 discussion paper
18
European journal of operational research : EJOR
16
Acta Universitatis Lodziensis / Folia oeconomica
15
Journal of forecasting
15
Economics letters
14
ECARES working paper
13
Risks : open access journal
12
SpringerLink / Bücher
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
11
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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
Discussion paper / Tinbergen Institute
10
Econometric theory
10
KBI
10
Reihe Quantitative Ökonomie : Ökon
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
Applied economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Econometric Institute research papers
8
Econometrics : open access journal
8
Lehrbuch
8
Scandinavian actuarial journal
8
Working paper
8
Applied economics letters
7
Astin bulletin : the journal of the International Actuarial Association
7
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Journal of applied econometrics
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ECONIS (ZBW)
51
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1
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
2
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
3
From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver
;
Kächele, Fabian
;
Krüger, Fabian
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
Saved in:
4
Large-dimensional factor analysis without moment constraints
He, Yong
;
Kong, Xinbing
;
Yu, Long
;
Zhang, Xinsheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 302-312
Persistent link: https://www.econbiz.de/10012804113
Saved in:
5
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
6
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
7
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
8
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
9
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
10
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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