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~isPartOf:"Review of quantitative finance and accounting"
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Multivariate Verteilung
8
Multivariate distribution
8
Börsenkurs
7
Share price
7
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Capital income
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Kapitaleinkommen
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Cluster analysis
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Clusteranalyse
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Estimation
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Schätzung
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Theorie
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Theory
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Emerging economies
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GARCH
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Multivariate Analyse
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Multivariate analysis
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Risikomanagement
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Risikomaß
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Risk management
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Risk measure
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Schwellenländer
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Volatility
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Volatilität
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Cointegration
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Copula
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Copulas
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Correlation
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Credit risk
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Dynamic conditional correlation
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Financial crisis
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Finanzkrise
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Kointegration
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Kreditrisiko
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English
17
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Alomari, Mohammad
1
Baek, Chung
1
Baig, Ahmed S.
1
Black, Jeffrey R.
1
Blau, Benjamin
1
Chen, Cathy Yi-Hsuan
1
Chidambaran, Nemmara
1
Chiou, Wan-jiun Paul
1
Chipulu, Maxwell
1
Chou, Pin-huang
1
Cole, John A.
1
DeLisle, R. Jared
1
Dias, José G.
1
Feng, Jichuang
1
Grundke, Peter
1
Han, Chulwoo
1
Hsu, Chun-pin
1
Huang, Chin-wen
1
Härdle, Wolfgang
1
Jain, Pankaj K.
1
Jayasekera, Ranadeva
1
John, Kose
1
Joseph, Nathan Lael
1
Kang, Jangkoo
1
Karemera, David
1
Khoja, Layla
1
Lee, Cheng F.
1
Li, Jianping
1
Lu, Meng-Jou
1
Mandal, Anandadeep
1
Mobarek, Asma
1
Mollah, Sabur
1
Ojah, Kalu
1
Park, Frank C.
1
Pliszka, Kamil
1
Poshakwale, Sunil S.
1
Power, David M.
1
Ramos, Sofia B.
1
Shangguan, Zhaoyun
1
Sun, Wei
1
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Review of quantitative finance and accounting
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economic modelling
71
Discussion paper / Tinbergen Institute
70
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
57
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
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ECONIS (ZBW)
17
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1
Determinants of equity return correlations : a case study of the Amman Stock Exchange
Alomari, Mohammad
;
Power, David M.
;
Tantisantiwong, Nongnuch
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011979091
Saved in:
2
Trade-time clustering
Black, Jeffrey R.
;
Jain, Pankaj K.
;
Sun, Wei
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1209-1242
Persistent link: https://www.econbiz.de/10014291794
Saved in:
3
A geometric treatment of time-varying volatilities
Han, Chulwoo
;
Park, Frank C.
;
Kang, Jangkoo
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1121-1141
Persistent link: https://www.econbiz.de/10011797596
Saved in:
4
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
Saved in:
5
Does mutual fund ownership reduce stock price clustering? : evidence from active and index funds
Baig, Ahmed S.
;
Blau, Benjamin
;
DeLisle, R. Jared
- In:
Review of quantitative finance and accounting
58
(
2022
)
2
,
pp. 615-647
Persistent link: https://www.econbiz.de/10012818247
Saved in:
6
A macroeconomic reverse stress test
Grundke, Peter
;
Pliszka, Kamil
- In:
Review of quantitative finance and accounting
50
(
2018
)
4
,
pp. 1093-1130
Persistent link: https://www.econbiz.de/10011979359
Saved in:
7
Sources of time varying return comovements during different economic regimes : evidence from the emerging Indian equity market
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 859-892
Persistent link: https://www.econbiz.de/10011796919
Saved in:
8
Copula-based factor model for credit risk analysis
Lu, Meng-Jou
;
Chen, Cathy Yi-Hsuan
;
Härdle, Wolfgang
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
Saved in:
9
Stock prices, dividends, earnings, and investor sentiment
Baek, Chung
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1043-1061
Persistent link: https://www.econbiz.de/10011595800
Saved in:
10
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
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