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~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Correspondence analysis"
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Prognoseverfahren
Volatilität
Multivariate Analyse
63
Multivariate analysis
63
Time series analysis
28
Zeitreihenanalyse
28
Theorie
25
Theory
25
Estimation theory
22
Schätztheorie
22
Volatility
17
ARCH model
14
ARCH-Modell
14
Estimation
12
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12
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10
Statistische Verteilung
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9
Factor analysis
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7
Capital income
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6
Kapitaleinkommen
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6
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
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Kointegration
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Markov-Kette
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Nichtparametrisches Verfahren
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Nonparametric statistics
5
Portfolio selection
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21
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English
21
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Gouriéroux, Christian
2
Hafner, Christian M.
2
Jasiak, Joann
2
Asai, Manabu
1
Bauer, Gregory H.
1
Busch, Marie
1
Carriero, Andrea
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chu, Amanda M. Y.
1
Dhaene, Geert
1
Di Mari, Roberto
1
Dovonon, Prosper
1
Engle, Robert F.
1
Francq, Christian
1
Gonçalves, Sílvia
1
Herwartz, Helmut
1
Jin, Xin
1
Kapetanios, George
1
Koop, Gary
1
Korobilis, Dimitris
1
Krüger, Daniel
1
Laurent, Sébastien
1
Leschinski, Christian
1
Linton, Oliver
1
Maheu, John M.
1
Marcellino, Massimiliano
1
Marcucci, Juri
1
Maxand, Simone
1
McAleer, Michael
1
Meddahi, Nour
1
Min, Aleksey
1
Nagler, Thomas
1
Noureldin, Diaa
1
Paolella, Marc S.
1
Pettenuzzo, Davide
1
Polak, Pawel
1
Rombouts, Jeroen V. K.
1
Shephard, Neil G.
1
Sheppard, Kevin
1
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Journal of econometrics
International journal of forecasting
23
Econometric reviews
18
Journal of forecasting
13
Energy economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Applied economics
8
Journal of banking & finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of applied econometrics
5
Journal of empirical finance
5
The European journal of finance
5
Economic modelling
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The review of economics and statistics
4
Applied financial economics
3
Econometrics : open access journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International Journal of Energy Economics and Policy : IJEEP
3
International review of economics & finance : IREF
3
Investment management and financial innovations
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial econometrics
3
Research in international business and finance
3
Astin bulletin : the journal of the International Actuarial Association
2
Central European journal of economic modelling and econometrics
2
Computational economics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
International journal of economics and financial issues : IJEFI
2
International journal of production economics
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of economic studies
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
5
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
Saved in:
6
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
7
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
8
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
9
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
10
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
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