//--> //--> //--> //-->
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"
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:"Multivariate"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
37
Theory
37
Time series analysis
30
Zeitreihenanalyse
30
Estimation theory
29
Schätztheorie
29
Multivariate Verteilung
28
Multivariate analysis
28
Multivariate distribution
28
Multivariate Analyse
27
Estimation
21
Schätzung
21
ARCH model
17
ARCH-Modell
17
Statistical distribution
16
Statistische Verteilung
16
Correlation
13
Korrelation
13
Volatility
13
Volatilität
13
Cluster analysis
12
Clusteranalyse
12
Capital income
11
Kapitaleinkommen
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Forecasting model
9
Markov chain
9
Markov-Kette
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Prognoseverfahren
9
Statistical test
9
Statistischer Test
9
Risikomaß
8
Risk measure
8
Regression analysis
7
Regressionsanalyse
7
VAR model
7
VAR-Modell
7
more ...
less ...
Online availability
All
Undetermined
48
Free
4
Type of publication
All
Article
79
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Language
All
English
79
Author
All
Smith, Michael S.
4
Lucas, André
3
Patton, Andrew J.
3
Wu, Ximing
3
DeSarbo, Wayne
2
Dijk, Dick van
2
Oh, Dong Hwan
2
Opschoor, Anne
2
Shao, Xiaofeng
2
Sheppard, Kevin
2
Wang, Hansheng
2
Zhang, Zhengjun
2
Zhao, Zifeng
2
Zhu, Ke
2
Aielli, Gian Piero
1
Amado, Cristina
1
Amengual, Dante
1
Amir Ahmadi, Pooyan
1
Anatolyev, Stanislav
1
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Ascorbebeitia, Jone
1
Athanasopoulos, George
1
Audrino, Francesco
1
Barassi, Marco R.
1
Barra, István
1
Biemer, Paul P.
1
Birchenhall, Christopher Roger
1
Bormann, Carsten
1
Bykhovskaya, Anna
1
Cai, Biao
1
Cameron, Adrian Colin
1
Can, Sami Umut
1
Casarin, Roberto
1
Chen, Xin
1
Chen, Yining
1
Chib, Siddhartha
1
Christopulos, Dēmētrēs K.
1
Creal, Drew
1
Cui, Qiurong
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
104
Applied economics
93
MPRA Paper
93
Economic modelling
71
Discussion paper / Tinbergen Institute
69
International journal of forecasting
62
Journal of banking & finance
62
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Finance research letters
56
Econometric reviews
54
Economics letters
54
Psychometrika
51
International review of financial analysis
50
The North American journal of economics and finance : a journal of financial economics studies
50
SFB 649 discussion paper
49
Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Applied economics letters
35
Computational economics
35
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Discussion paper / Center for Economic Research, Tilburg University
34
Journal of empirical finance
34
more ...
less ...
Source
All
ECONIS (ZBW)
79
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
3
Testing error distribution by kernelized Stein discrepancy in
multivariate
time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
4
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
5
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
Saved in:
6
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:
7
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
8
Nonparametric copula estimation for mixed insurance claim data
Yang, Lu
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 537-546
Persistent link: https://www.econbiz.de/10013533451
Saved in:
9
Large-dimensional factor analysis without moment constraints
He, Yong
;
Kong, Xinbing
;
Yu, Long
;
Zhang, Xinsheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 302-312
Persistent link: https://www.econbiz.de/10012804113
Saved in:
10
Modeling
multivariate
time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->