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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"Share price"
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Search: subject:"Multivariate"
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Korrelation
Schätzung
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Theorie
29
Theory
29
Multivariate analysis
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Multivariate distribution
24
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23
Multivariate Analyse
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Allen, David
1
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Brooks, Robert
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Chavleishvili, Sulkhan
1
Chow, William W.
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Journal of applied econometrics
Journal of empirical finance
Statistical Papers / Springer
Energy economics
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Economic modelling
31
Journal of econometrics
27
Applied economics
25
Journal of banking & finance
25
Discussion paper / Tinbergen Institute
21
International review of financial analysis
20
The North American journal of economics and finance : a journal of financial economics studies
20
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of international financial markets, institutions & money
10
Journal of risk and financial management : JRFM
10
Review of quantitative finance and accounting
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
European journal of operational research : EJOR
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The European journal of finance
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CESifo working papers
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
24
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1
Bayesian estimation of
multivariate
panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Did earnings mobility change after minimum wage introduction? : evidence from parametric and semi-nonparametric methods in Germany
Naguib, Costanza
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1379-1402
Persistent link: https://www.econbiz.de/10013473985
Saved in:
4
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
5
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
6
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
7
Multivariate
models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
8
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
9
Inference in difference-in-differences : how much should we trust in independent clusters?
Ferman, Bruno
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 358-369
Persistent link: https://www.econbiz.de/10014287991
Saved in:
10
Long memory dynamics for
multivariate
dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
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