//--> //--> //-->
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
~subject:"Multivariate GARCH"
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:"dimension reduction"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate GARCH
Dimension reduction
131
dimension reduction
103
Schätztheorie
48
Theorie
48
Estimation theory
43
Time series analysis
43
Zeitreihenanalyse
42
Forecasting model
39
Prognoseverfahren
39
Theory
38
Nichtparametrisches Verfahren
22
Factor analysis
19
Regression analysis
19
Regressionsanalyse
19
Schätzung
19
Faktorenanalyse
18
Nonparametric statistics
18
Multivariate Analyse
17
Estimation
16
Multivariate analysis
16
Volatility
14
Volatilität
14
Sliced inverse regression
13
Statistische Verteilung
13
Sufficient dimension reduction
13
Dimension Reduction
12
Forecast
12
Capital income
11
Forecasting
11
Kapitaleinkommen
11
Stochastic process
11
Stochastischer Prozess
11
Nonparametric regression
10
Option pricing theory
10
Optionspreistheorie
10
Prognose
10
Statistical distribution
9
Central subspace
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Hallin, Marc
2
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Pereira, Pedro L. Valls
2
Trucíos, Carlos
2
Zevallos, Mauricio
2
Published in...
All
ECARES working paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->