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Search: subject:"Covariance Matrix"
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Subject
All
Korrelation
97
Correlation
96
Schätztheorie
89
Estimation theory
85
Covariance matrix
77
Portfolio selection
64
Portfolio-Management
64
Theorie
54
covariance matrix
50
Theory
48
Varianzanalyse
42
Analysis of variance
37
Time series analysis
35
Zeitreihenanalyse
35
Capital income
33
Kapitaleinkommen
33
Covariance matrix estimation
32
Volatilität
32
Volatility
30
Faktorenanalyse
19
Factor analysis
18
Schätzung
18
Forecasting model
16
Prognoseverfahren
16
Realized covariance matrix
16
ARCH-Modell
15
Estimation
15
ARCH model
14
Multivariate Analyse
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Multivariate analysis
11
Stochastic process
11
Stochastischer Prozess
11
covariance matrix estimation
11
Mathematical programming
10
Mathematische Optimierung
10
Statistischer Test
10
principal component analysis
10
time series
10
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Online availability
All
Free
197
Undetermined
191
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Article
246
Book / Working Paper
180
Other
1
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All
Article in journal
111
Aufsatz in Zeitschrift
111
Working Paper
68
Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
31
Article
10
Thesis
4
Hochschulschrift
3
Aufsatzsammlung
1
Collection of articles of several authors
1
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1
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1
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1
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1
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English
241
Undetermined
183
Spanish
2
Russian
1
Author
All
Gribisch, Bastian
11
Ledoit, Olivier
11
Wolf, Michael
11
Bodnar, Taras
10
Frahm, Gabriel
10
Golosnoy, Vasyl
9
Kapetanios, George
8
Mazur, Stepan
8
Liesenfeld, Roman
7
McAleer, Michael
7
Calzolari, Giorgio
6
Memmel, Christoph
6
Weigand, Roland
6
Ferroni, Filippo
5
Grassi, Stefano
5
Gulliksson, Mårten
5
Kleibergen, Frank
5
Li, Degui
5
Monticini, Andrea
5
Candila, Vincenzo
4
Davidson, Russel
4
Davidson, Russell
4
Fan, Jianqing
4
Flachaire, Emmanuel
4
Gao, Jiti
4
León-Ledesma, Miguel A.
4
Linton, Oliver
4
Pan, Guangming
4
Panattoni, Lorenzo
4
Parolya, Nestor
4
Su, Liangjun
4
Tyrcha, Joanna
4
Alfelt, Gustav
3
Asai, Manabu
3
Bouev, Maxim
3
Chang, Chia-Lin
3
Chen, Jia
3
Cribari-Neto, Francisco
3
Dai, Deliang
3
Glombek, Konstantin
3
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
International Monetary Fund (IMF)
5
Cowles Foundation for Research in Economics, Yale University
4
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
4
London School of Economics (LSE)
4
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
4
Department of Economics and Business, Universitat Pompeu Fabra
3
Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore
3
HAL
3
School of Economics and Finance, Queen Mary
3
Department of Economics, University of California-San Diego (UCSD)
2
EconWPA
2
Economics Department, Queen's University
2
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
Nationalekonomiska Institutionen, Ekonomihögskolan
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
University <Nottingham> / Department of Economics
2
Barcelona Graduate School of Economics (Barcelona GSE)
1
Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre for Economic Research, School of Economics and Management Studies
1
Centre for Financial Research <Köln>
1
Centre for Microdata Methods and Practice (CEMMAP)
1
Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH)
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Concordia University
1
Department of Economics, European University at St. Petersburg
1
Department of Economics, Management School
1
Department of Economics, National University of Ireland
1
Department of Economics, University of California-Riverside
1
Deutsche Bundesbank
1
East Asian Bureau of Economic Research (EABER)
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Faculty of Economics, University of Cambridge
1
Graduate School of Economics, Osaka University
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
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Published in...
All
Journal of Multivariate Analysis
20
Annals of the Institute of Statistical Mathematics
19
Journal of econometrics
19
Working Paper
15
MPRA Paper
11
Statistics & Probability Letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Psychometrika
8
Computational Statistics & Data Analysis
7
Econometrics
6
Finance research letters
6
IMF Working Papers
5
Metrika
5
Quantitative finance
5
Cowles Foundation Discussion Papers
4
Discussion Papers in Econometrics and Statistics
4
Discussion Papers in Statistics and Econometrics
4
International journal of production research
4
Journal of empirical finance
4
LSE Research Online Documents on Economics
4
Statistical Papers / Springer
4
Working paper
4
DISCE - Working Papers del Dipartimento di Economia e Finanza
3
Discussion paper / Tinbergen Institute
3
Econometrics : open access journal
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
Economics letters
3
IEW - Working Papers
3
IRTG 1792 Discussion Paper
3
Journal of Applied Statistics
3
Journal of Econometrics
3
Physica A: Statistical Mechanics and its Applications
3
Post-Print / HAL
3
The journal of asset management
3
Tinbergen Institute Discussion Paper
3
Working Papers / School of Economics and Finance, Queen Mary
3
AStA Advances in Statistical Analysis
2
Applied Econometrics
2
CIRJE discussion papers / F series
2
Cambridge working papers in economics
2
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Source
All
RePEc
215
ECONIS (ZBW)
149
EconStor
47
BASE
8
USB Cologne (business full texts)
5
Other ZBW resources
3
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91
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427
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91
On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M.
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
Saved in:
92
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
93
Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng
;
Chen, Zhao
;
Wang, Christina Dan
;
Li, Runze
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
Saved in:
94
Portfolio turnover when IC is time-varying
Ding, Zhuanxin
;
Martin, R. Douglas
;
Yang, Chaojun
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 609-622
Persistent link: https://www.econbiz.de/10012421074
Saved in:
95
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
96
An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data
Al-Thani, Hessa
;
Lee, Jon
- In:
Operations research forum
1
(
2020
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012306352
Saved in:
97
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
98
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
99
Adjusting
covariance
matrix
for risk management
Yu, Philip L. H.
;
Ng, F. C.
;
Ting, Jessica K. W.
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1681-1699
Persistent link: https://www.econbiz.de/10012295631
Saved in:
100
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
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