//--> //--> //--> //-->
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 empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Statistical Papers / Springer"
~subject:"Share price"
~subject:"Theorie"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
Multivariate analysis
44
Multivariate Analyse
41
Theory
39
Estimation theory
20
Schätztheorie
20
Time series analysis
19
Zeitreihenanalyse
19
Multivariate distribution
18
Multivariate Verteilung
17
ARCH model
14
ARCH-Modell
14
Cluster analysis
14
Clusteranalyse
14
Volatility
13
Volatilität
13
Capital income
11
Estimation
11
Kapitaleinkommen
11
Regional cluster
11
Regionales Cluster
11
Schätzung
11
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
8
Correlation
8
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Regression analysis
7
Regressionsanalyse
7
USA
7
United States
7
Bayes-Statistik
6
Bayesian inference
6
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Bartolucci, Francesco
2
Oja, Hannu
2
Beaulieu, Marie-Claude
1
Bernardi, Mauro
1
Brown, Sarah
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chiou, Jeng-min
1
Choroś-Tomczyk, Barbara
1
Chow, William W.
1
Chung, San-lin
1
Conlon, Thomas
1
Conrad, Christian
1
Cook, R. Dennis
1
Copt, Samuel
1
Cotter, John
1
Crook, Jonathan N.
1
Crosby, John
1
Dark, Jonathan
1
Dass, Sarat C.
1
DeSarbo, Wayne
1
Dean, Nema
1
Dufour, Jean-Marie
1
Farcomeni, Alessio
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Fong, Duncan K. H.
1
Fung, Michael Ka-yiu
1
Galeano, Pedro
1
Ghosch-Dastidar, Bonnie
1
Ghosh, Pulak
1
Gneiting, Tilmann
1
Grilli, Leonardo
1
Hobert, James P.
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
Hung, Pi-Hsia
1
Härdle, Wolfgang
1
James, Gareth M.
1
Janus, Paweł
1
more ...
less ...
Published in...
All
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
Journal of econometrics
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Risks : open access journal
42
Energy economics
41
Applied economics
39
Discussion paper / Tinbergen Institute
39
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
Econometric reviews
30
Finance research letters
30
Journal of forecasting
27
Reihe Quantitative Ökonomie : Ökon
23
Quantitative finance
21
International journal of theoretical and applied finance
20
SFB 649 Discussion Paper
20
The European journal of finance
20
Computational economics
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Europäische Hochschulschriften / 5
19
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics letters
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
Research in international business and finance
16
Working paper
16
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Monitoring
multivariate
variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Saved in:
7
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Saved in:
8
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
9
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
10
Modelling household finances : a Bayesian approach to a
multivariate
two-part model
Brown, Sarah
;
Ghosh, Pulak
;
Su, Li
;
Taylor, Karl
- In:
Journal of empirical finance
33
(
2015
),
pp. 190-207
Persistent link: https://www.econbiz.de/10011556870
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->