//--> //--> //-->
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:"Economics letters"
~isPartOf:"Energy economics"
~subject:"Risk measure"
~subject:"Share price"
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:"Multivariates Verfahren"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Share price
Multivariate Analyse
35
Multivariate analysis
35
Theorie
22
Theory
22
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
9
ARCH-Modell
9
Volatility
9
Volatilität
9
Forecasting model
8
Prognoseverfahren
8
Multivariate GARCH
6
Statistical test
6
Statistischer Test
6
Electricity price
5
Strompreis
5
Correlation
4
Korrelation
4
Multivariate Verteilung
4
Multivariate distribution
4
Statistical distribution
4
Statistische Verteilung
4
VAR model
4
VAR-Modell
4
Cointegration
3
Copulas
3
Estimation
3
Forecast
3
Kointegration
3
Oil price
3
Prognose
3
Schätzung
3
Ölpreis
3
Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Bruttoinlandsprodukt
2
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Avino, Davide
1
Lazar, Emese
1
Olson, Eric
1
Varotto, Simone
1
Vivian, Andrew J.
1
Wang, Yudong
1
Wohar, Mark E.
1
Wu, Chongfeng
1
more ...
less ...
Published in...
All
Economics letters
Energy economics
Insurance / Mathematics & economics
9
Journal of econometrics
7
CFS working paper series
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Astin bulletin : the journal of the International Actuarial Association
4
International journal of forecasting
4
SFB 649 discussion paper
4
The European journal of finance
4
Econometrics : open access journal
3
Risks : open access journal
3
Scandinavian actuarial journal
3
Working paper series / University of Zurich, Department of Economics
3
Beiträge zur angewandten Wirtschaftsforschung
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CREATES research paper
2
Computational economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of risk
2
Kiel working paper
2
Operations research letters
2
Quantitative finance
2
Reihe Quantitative Ökonomie : Ökon
2
SpringerLink / Bücher
2
Staff working papers / Bank of England
2
The journal of futures markets
2
Working paper series in economics
2
Working papers series / Manchester Business School
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Acta Wasaensia
1
Acta Wasaensia / Statistics
1
Annals of operations research
1
Applied econometrics and international development
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
2
The relationship between energy and equity markets : evidence from volatility impulse response functions
Olson, Eric
;
Vivian, Andrew J.
;
Wohar, Mark E.
- In:
Energy economics
43
(
2014
),
pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
Saved in:
3
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->