//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
~subject:"Statistical test"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
Multivariate Analyse
Statistical test
Analysis of variance
12
Varianzanalyse
12
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Correlation
5
Estimation theory
5
Kapitaleinkommen
5
Schätztheorie
5
Portfolio selection
4
Portfolio-Management
4
Volatility
4
Volatilität
4
Forecasting model
3
Prognoseverfahren
3
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Large covariance matrix
2
Market microstructure
2
Marktmikrostruktur
2
Minimum variance portfolio
2
Noise Trading
2
Noise trading
2
Schätzung
2
1974-1996
1
ARCH model
1
ARCH-Modell
1
Approximate factor models
1
Bass model
1
Binary segmentation
1
CUSUM
1
Canada
1
Covariance targeting
1
Decomposition method
1
Dekompositionsverfahren
1
Deutschland
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Alfelt, Gustav
1
Bodnar, Taras
1
Fryzlewicz, Piotr
1
Hallin, Marc
1
Hotta, Luiz K.
1
Javed, Farrukh
1
Li, Degui
1
Li, Yu-Ning
1
Lunde, Asger
1
Mazzeu, João H. G.
1
Pereira, Pedro L. Valls
1
Shephard, Neil G.
1
Sheppard, Kevin
1
Sun, Yucheng
1
Trucíos, Carlos
1
Tyrcha, Joanna
1
Xu, Wen
1
Zevallos, Mauricio
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
20
Journal of financial econometrics
9
Working paper
8
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Quantitative finance
6
Working paper series / University of Zurich, Department of Economics
6
CORE discussion papers : DP
5
Discussion paper / Tinbergen Institute
5
Journal of empirical finance
5
Finance research letters
4
International journal of forecasting
4
SFB 649 discussion paper
4
Applied economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CREATES research paper
3
Economic modelling
3
International journal of theoretical and applied finance
3
Journal of the American Statistical Association : JASA
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Applied economics letters
2
CEA_372Cass working paper series
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper series / Department of Economics
2
Discussion papers in economics
2
Discussion papers of interdisciplinary research project 373
2
Economics letters
2
Economics working paper
2
Financial markets and portfolio management
2
International journal of production research
2
Journal of applied econometrics
2
Journal of investment management : JOIM
2
NBER working paper series
2
Reihe Quantitative Ökonomie : Ökon
2
Research notes in economics & statistics
2
Risks : open access journal
2
The European journal of finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->