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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Hallin, Marc"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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Cointegration
Einheitswurzeltest
Großbritannien
Volatility
Theorie
49
Theory
49
Time series analysis
41
Zeitreihenanalyse
41
Estimation theory
17
Factor analysis
17
Faktorenanalyse
17
Schätztheorie
17
Multivariate Analyse
14
Multivariate analysis
14
Ranking method
14
Ranking-Verfahren
14
Statistical test
14
Statistischer Test
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Volatilität
13
Estimation
11
Forecasting model
11
Prognoseverfahren
11
Schätzung
11
Statistical distribution
10
Statistische Verteilung
10
Panel
9
Panel study
9
ARCH model
8
ARCH-Modell
8
High-dimensional time series
8
Dynamische Wirtschaftstheorie
7
Economic dynamics
7
Economic indicator
7
Regression analysis
7
Regressionsanalyse
7
Wirtschaftsindikator
7
Dynamic factor models
6
Multivariate ranks
6
EU countries
5
EU-Staaten
5
Local asymptotic normality
5
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8
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Article
10
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10
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Amtliche Publikation
Article in journal
Government document
Graue Literatur
No longer published / No longer aquired
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Arbeitspapier
14
Working Paper
14
Aufsatz in Zeitschrift
10
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10
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1
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Hallin, Marc
Caporale, Guglielmo Maria
301
Gupta, Rangan
287
Gil-Alaña, Luis A.
277
McAleer, Michael
268
Machin, Stephen
202
Bahmani-Oskooee, Mohsen
183
Blundell, Richard W.
158
Bryson, Alex
152
Phillips, Peter C. B.
137
Chang, Tsangyao
135
Van Reenen, John
133
Narayan, Paresh Kumar
121
Propper, Carol
120
Jenkins, Stephen
116
Tiwari, Aviral Kumar
115
Bouri, Elie
107
Crafts, Nicholas
104
Pesaran, M. Hashem
104
Lütkepohl, Helmut
102
Belke, Ansgar
101
Bollerslev, Tim
101
Taylor, Robert
98
Griffith, Rachel
96
Chang, Chia-Lin
95
Ma, Feng
94
Minford, Patrick
91
Andersen, Torben
89
Pierdzioch, Christian
88
Nielsen, Morten Ørregaard
87
Taylor, Mark P.
87
Burgess, Simon M.
86
Hammoudeh, Shawkat
86
Disney, Richard
85
Walker, Ian
85
Westerlund, Joakim
85
Apergēs, Nikolaos
84
Bloom, Nicholas
84
Banks, James
83
Booth, Alison L.
83
Hall, Stephen G.
83
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Journal of econometrics
7
Discussion paper / Center for Economic Research, Tilburg University
5
ECARES working paper
4
CentER Discussion Paper Series
1
Economics working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
The econometrics journal
1
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ECONIS (ZBW)
20
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1
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
3
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
4
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
6
Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 462-494
Persistent link: https://www.econbiz.de/10012054816
Saved in:
7
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
8
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012183847
Saved in:
9
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
10
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
1
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