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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Statistical Papers / Springer"
~subject:"Share price"
~subject:"Theorie"
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Search: subject:"Multivariate"
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Share price
Theorie
Multivariate analysis
107
Multivariate Analyse
104
Theory
90
Estimation theory
69
Schätztheorie
69
Time series analysis
60
Zeitreihenanalyse
60
Multivariate distribution
45
Multivariate Verteilung
44
Volatility
36
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36
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32
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32
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27
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English
98
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Fan, Yanqin
3
Phillips, Peter C. B.
3
Wied, Dominik
3
Asai, Manabu
2
Bartolucci, Francesco
2
Bücher, Axel
2
Catania, Leopoldo
2
Chen, Bin
2
Dufour, Jean-Marie
2
Galeano, Pedro
2
Hong, Yongmiao
2
Khalaf, Lynda
2
McAleer, Michael
2
Oja, Hannu
2
Okhrin, Ostap
2
Paolella, Marc S.
2
Polak, Pawel
2
Song, Peter X.-K.
2
Akram, Muhammad
1
Alonso, Andrés M.
1
Asimit, Alexandru V.
1
Baltagi, Badi H.
1
Bauer, Gregory H.
1
Beaulieu, Marie-Claude
1
Berghaus, Betina
1
Bernardi, Mauro
1
Breitung, Jörg
1
Bresson, Georges
1
Brown, Sarah
1
Callaway, Brantly
1
Calzolari, Giorgio
1
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1
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1
Chan, Thomas W. C.
1
Chen, Nan
1
Chen, Rong
1
Chen, Xiaohong
1
Chiou, Jeng-min
1
Choroś-Tomczyk, Barbara
1
Chow, William W.
1
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Journal of econometrics
Journal of empirical finance
Journal of the American Statistical Association : JASA
Statistical Papers / Springer
Insurance / Mathematics & economics
113
European journal of operational research : EJOR
64
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Energy economics
41
Risks : open access journal
41
Discussion paper / Tinbergen Institute
39
Applied economics
38
International journal of forecasting
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
SFB 649 discussion paper
37
International journal of production research
35
Economics letters
34
Economic modelling
32
International review of financial analysis
31
Journal of banking & finance
31
Finance research letters
30
Econometric reviews
29
Journal of forecasting
27
Reihe Quantitative Ökonomie : Ökon
23
International journal of theoretical and applied finance
20
Quantitative finance
20
SFB 649 Discussion Paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Europäische Hochschulschriften / 5
19
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics letters
18
Computational economics
18
Discussion paper / Center for Economic Research, Tilburg University
18
Journal of risk and financial management : JRFM
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Scandinavian actuarial journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Working paper
16
Acta Universitatis Lodziensis / Folia oeconomica
15
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ECONIS (ZBW)
98
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1
Stationary vine copula models for
multivariate
time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
5
Identification of structural
multivariate
GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
6
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
7
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
8
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
Saved in:
9
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:
10
Incorporating overnight and intraday returns into
multivariate
GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
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