//--> //--> //--> //-->
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:"Post-Print / HAL"
~language:"eng"
~subject:"Multivariate Analyse"
~subject:"Share price"
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
Multivariate Analyse
Share price
Theorie
19
Theory
19
Multivariate Verteilung
16
Multivariate distribution
16
ARCH model
13
ARCH-Modell
13
Volatility
13
Volatilität
13
Capital income
11
Kapitaleinkommen
11
Time series analysis
11
Zeitreihenanalyse
11
Multivariate analysis
10
Estimation
9
Portfolio selection
9
Portfolio-Management
9
Schätzung
9
Börsenkurs
8
Forecasting model
7
Prognoseverfahren
7
Correlation
6
Korrelation
6
Risikomaß
6
Risk measure
6
Statistical distribution
6
Statistische Verteilung
6
Cluster analysis
4
Clusteranalyse
4
USA
4
United States
4
CAPM
3
Credit risk
3
Estimation theory
3
Fractional integration
3
Kreditrisiko
3
Markov chain
3
Markov-Kette
3
Multivariate GARCH
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
Author
All
Beaulieu, Marie-Claude
1
Brown, Sarah
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Dark, Jonathan
1
De Nard, Gianluca
1
Dufour, Jean-Marie
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Flôres Jr., Renato G.
1
Fung, Michael Ka-yiu
1
Galeano, Pedro
1
Ghosh, Pulak
1
Hung, Chi-hsiou
1
Hung, I-Chung
1
Hung, Pi-Hsia
1
Janus, Paweł
1
Karanasos, Menelaos
1
Khalaf, Lynda
1
Koopman, Siem Jan
1
Liang, Shin-shun
1
Lien, Da-hsiang Donald
1
Liu, Xiaoquan
1
Lucas, André
1
Molnár, Peter
1
Pape, Katharina
1
Su, Li
1
Taamouti, Abderrahim
1
Taylor, Karl
1
Vanden, Joel M.
1
Wang, Keli
1
Wied, Dominik
1
Wu, Chih-chiang
1
Ye, Wuyi
1
Yeh, Chung-ying
1
Zeng, Ning
1
Zhao, Zhao
1
more ...
less ...
Published in...
All
Journal of empirical finance
Post-Print / HAL
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
34
Energy economics
32
Applied economics
31
Journal of the American Statistical Association : JASA
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Econometric reviews
27
International journal of forecasting
26
Discussion paper / Tinbergen Institute
25
Economics letters
24
European journal of operational research : EJOR
24
Economic modelling
23
Econometric Institute research papers
22
SFB 649 discussion paper
22
Journal of banking & finance
21
Journal of forecasting
21
Finance research letters
18
Organizational research methods : ORM
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
SFB 649 Discussion Paper
17
International review of financial analysis
16
Working paper
16
Acta Universitatis Lodziensis / Folia oeconomica
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Risks : open access journal
15
Applied economics letters
14
ECARES working paper
14
Research in international business and finance
14
Discussion paper / Centre for Economic Policy Research
13
Econometric theory
13
International review of economics & finance : IREF
13
KBI
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of applied econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
11
-
16
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Asset-pricing anomalies and spanning :
multivariate
and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
12
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
13
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
14
When does investor sentiment predict stock returns?
Chung, San-lin
;
Hung, Chi-hsiou
;
Yeh, Chung-ying
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
Saved in:
15
Multivariate
unit root tests of the PPP hypothesis
Flôres Jr., Renato G.
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001426370
Saved in:
16
Equilibrium analysis of volatility clustering
Vanden, Joel M.
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 374-417
Persistent link: https://www.econbiz.de/10002900506
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->