//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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:"ANOVA model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
15
Varianzanalyse
15
Theorie
7
Theory
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
6
Kapitaleinkommen
6
Correlation
5
Estimation theory
5
Forecasting model
5
Korrelation
5
Prognoseverfahren
5
Schätztheorie
5
Volatility
5
Volatilität
5
Portfolio selection
4
Portfolio-Management
4
Decomposition method
3
Dekompositionsverfahren
3
Estimation
3
Schätzung
3
Causality analysis
2
Exchange rate
2
Factor analysis
2
Faktorenanalyse
2
Kausalanalyse
2
Large covariance matrix
2
Market microstructure
2
Marktmikrostruktur
2
Minimum variance portfolio
2
Noise Trading
2
Noise trading
2
Oil price
2
Realized variance
2
VAR model
2
VAR-Modell
2
Wechselkurs
2
Ölpreis
2
1974-1996
1
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Lunde, Asger
2
Alfelt, Gustav
1
Bandi, Federico M.
1
Bodnar, Taras
1
Bonato, Matteo
1
Brahmasrene, Tantatape
1
Caloia, Francesco Giuseppe
1
Cipollini, Andrea
1
Fryzlewicz, Piotr
1
Gorodnichenko, Yuriy
1
Gupta, Rangan
1
Hallin, Marc
1
Hansen, Peter Reinhard
1
Hotta, Luiz K.
1
Huang, Jui-Chi
1
Javed, Farrukh
1
Kapetanios, George
1
Lee, Byoungchan
1
Lehmann, Donald R.
1
Li, Degui
1
Li, Jiahan
1
Li, Yu-Ning
1
Mazzeu, João H. G.
1
Muzzioli, Silvia
1
Pereira, Pedro L. Valls
1
Pierdzioch, Christian
1
Russell, Jeffrey R.
1
Shephard, Neil G.
1
Sheppard, Kevin
1
Sissoko, Yaya
1
Sultan, Fareena
1
Sun, Yucheng
1
Trucíos, Carlos
1
Tyrcha, Joanna
1
Vanhonacker, Wilfried R.
1
Wright, Jonathan H.
1
Xu, Wen
1
Yang, Chen
1
Zevallos, Mauricio
1
Çepni, Oğuzhan
1
more ...
less ...
Published in...
All
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
36
Finance research letters
15
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
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
9
Quantitative finance
9
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
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
CORE discussion papers : DP
6
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
Statistical papers
6
Working papers in economics and statistics
6
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
3
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:
4
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
Saved in:
5
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
6
Forecast error variance decompositions with local projections
Gorodnichenko, Yuriy
;
Lee, Byoungchan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 921-933
Persistent link: https://www.econbiz.de/10012313379
Saved in:
7
How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
Saved in:
8
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
9
Sparse and stable portfolio selection with parameter uncertainty
Li, Jiahan
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 381-392
Persistent link: https://www.econbiz.de/10011390391
Saved in:
10
Crude oil prices and exchange rates : causality, variance decomposition and impulse response
Brahmasrene, Tantatape
;
Huang, Jui-Chi
;
Sissoko, Yaya
- In:
Energy economics
44
(
2014
),
pp. 407-412
Persistent link: https://www.econbiz.de/10010457149
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->