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Search: subject_exact:"Multivariates Verfahren"
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Hafner, Christian M.
17
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16
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14
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13
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12
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11
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10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
979
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81
Distribution-free multivariate time-series monitoring with analytically determined control limits
Liu, Di
;
Kim, Heeseon
;
Kim, Seong-Hee
;
Kim, Taeheung
; …
- In:
International journal of production research
61
(
2023
)
20
,
pp. 6960-6977
Persistent link: https://www.econbiz.de/10014383268
Saved in:
82
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
-
2023
Persistent link: https://www.econbiz.de/10014371827
Saved in:
83
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
84
Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic
Morley, James C.
;
Rodriguez Palenzuela, Diego
;
Sun, Yiqiao
- In:
European economic review : EER
153
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014430868
Saved in:
85
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
86
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
87
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
88
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
89
Multivariate picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network
Bas, Eren
;
Egrioglu, Erol
;
Tunc, Taner
- In:
Computational economics
61
(
2023
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10014228419
Saved in:
90
Multivariate Wold decompositions : a Hilbert A-module approach
Cerreia-Vioglio, Simone
;
Ortu, Fulvio
;
Severino, Federico
; …
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 45-96
Persistent link: https://www.econbiz.de/10014321366
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