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~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~subject:"Multivariate analysis"
~subject:"Statistical distribution"
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Multivariate analysis
Statistical distribution
Theorie
59
Theory
59
Forecasting model
58
Prognoseverfahren
58
Time series analysis
52
Zeitreihenanalyse
52
Multivariate Verteilung
50
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50
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48
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González-Rivera, Gloria
2
Kim, Jong-Min
2
Rombouts, Jeroen V. K.
2
Rua, António
2
Ahmed, Ali M.
1
Alexander, Carol
1
Amendola, Alessandra
1
Athanasopoulos, George
1
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Bauwens, Luc
1
Bekiros, Stelios
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
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1
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1
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Bulajic, Milica
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
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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
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Economic modelling
International journal of forecasting
Insurance / Mathematics & economics
94
Journal of econometrics
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
International journal of production research
34
Applied economics
33
SFB 649 discussion paper
33
Journal of the American Statistical Association : JASA
31
Econometric reviews
29
European journal of operational research : EJOR
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Discussion paper / Tinbergen Institute
27
Risks : open access journal
26
Econometric Institute research papers
22
Economics letters
21
Energy economics
21
Discussion paper / Center for Economic Research, Tilburg University
19
Journal of banking & finance
19
Journal of forecasting
19
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18
Organizational research methods : ORM
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
Acta Universitatis Lodziensis / Folia oeconomica
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Econometric theory
15
Journal of applied econometrics
15
SpringerLink / Bücher
15
Working paper
15
Journal of empirical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
International journal of theoretical and applied finance
13
KBI
13
The European journal of finance
13
Discussion paper / Centre for Economic Policy Research
12
Econometrics : open access journal
12
International review of financial analysis
12
Scandinavian actuarial journal
12
The North American journal of economics and finance : a journal of financial economics studies
12
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
48
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
3
DCC- and DECO-HEAVY :
multivariate
GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Static and dynamic models for
multivariate
distribution forecasts : proper scoring rule tests of factor-quantile versus
multivariate
GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
5
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
6
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction
Bracher, Johannes
;
Held, Leonhard
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1221-1233
Persistent link: https://www.econbiz.de/10013349779
Saved in:
7
Asymmetric
multivariate
HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
8
China's liberalizing stock market, crude oil, and safe-haven assets : a linkage study based on a novel
multivariate
wavelet-vine copula approach
Ji, Hao
;
Wang, Hao
;
Zhong, Rui
;
Li, Min
- In:
Economic modelling
93
(
2020
),
pp. 187-204
Persistent link: https://www.econbiz.de/10012430113
Saved in:
9
Probabilistic access forecasting for improved offshore operations
Gilbert, Ciaran
;
Browell, Jethro
;
McMillan, David
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10012692675
Saved in:
10
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
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