//--> //--> //-->
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
~person:"Engle, Robert F."
~person:"Hansen, Peter Reinhard"
~person:"Lovcha, Yuliya"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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:"Correspondence analysis"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
Multivariate Analyse
7
Multivariate analysis
7
Correlation
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Analysis of variance
3
Estimation
3
Schätzung
3
Time series analysis
3
Varianzanalyse
3
Zeitreihenanalyse
3
Börsenkurs
2
Capital income
2
Dynamic conditional correlations
2
Estimation theory
2
Kapitaleinkommen
2
Schätztheorie
2
Share price
2
Aktienindex
1
Aktienmarkt
1
Arbeitslosigkeit
1
Composite likelihood
1
Intraday data
1
Kaufkraftparität
1
Markowitz portfolio selection
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate ARCH models
1
Multivariate GARCH
1
Nonlinear shrinkage
1
PPP
1
Portfolio selection
1
Portfolio-Management
1
Purchasing power parity
1
Stock index
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
4
Article in journal
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Engle, Robert F.
Hansen, Peter Reinhard
Lovcha, Yuliya
Janus, Paweł
3
Koopman, Siem Jan
3
Lucas, André
3
Silvennoinen, Annastiina
3
Asai, Manabu
2
Caporin, Massimiliano
2
Clements, Adam
2
De Nard, Gianluca
2
Karanasos, Menelaos
2
Lv, Jinchi
2
Shephard, Neil G.
2
Sheppard, Kevin
2
So, Mike Ka-pui
2
Teräsvirta, Timo
2
Aielli, Gian Piero
1
Alomari, Mohammad
1
Amendola, Alessandra
1
Anatolyev, Stanislav
1
Arshad, Shaista
1
Aste, Tomaso
1
Ballotta, Laura
1
Barassi, Marco R.
1
Baruník, Jozef
1
Bauwens, Luc
1
Bekiros, Stelios
1
Belasri, Yassine
1
Bergen, V.
1
Bhandari, Avishek
1
Billio, Monica
1
Bloznelis, Daumantas
1
Bojnec, Štefan
1
Bonato, M.
1
Brechmann, E. C.
1
Brio, Esther B. del
1
Brownlees, Christian
1
Cacciolatti, Luca A.
1
Caldeira, João F.
1
Candila, Vincenzo
1
Cattaneo, Matias D.
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
3
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
4
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->