Search Results - subject:"Varianzanalyse"

Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices

De Nard, Gianluca; Zhao, Zhao - In: Journal of empirical finance 72 (2023), pp. 23-35

Persistent link: https://www.econbiz.de/10014476795

Variance reduced Shapley value estimation for trustworthy data valuation

Wu, Mengmeng; Jia, Ruoxi; Lin, Changle; Huang, Wei; … - In: Computers & operations research : and their … 159 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014455582

On the predictive ability of conditional market skewness

Serna, Gregorio - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 186-191

Persistent link: https://www.econbiz.de/10014461560

Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model

Gribisch, Bastian; Hartkopf, Jan Patrick - In: Journal of econometrics 235 (2023) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10014434377

Modeling realized covariance matrices : a class of hadamard exponential models

Bauwens, Luc; Otranto, Edoardo - In: Journal of financial econometrics 21 (2023) 4, pp. 1376-1401

Persistent link: https://www.econbiz.de/10014391463

Time variation in cash flows and discount rates

Cenesizoglu, Tolga; Ibrushi, Denada - In: Journal of financial econometrics 21 (2023) 5, pp. 1557-1589

Persistent link: https://www.econbiz.de/10014444702

Industry variance risk premium, cross-industry correlation, and expected returns

Zhu, Yabei; Luo, Xingguo; Xu, Qi - In: The journal of futures markets 43 (2023) 1, pp. 3-32

Persistent link: https://www.econbiz.de/10013465888

The variance premiums' responses to the ECB monetary announcements

Chebbi, Tarek; Hmedat, Waleed - In: International journal of trade and global markets 17 (2023) 1, pp. 51-63

Persistent link: https://www.econbiz.de/10014287205

Multivariate Analysemethoden : eine anwendungsorientierte Einführung

Backhaus, Klaus; Erichson, Bernd; Gensler, Sonja; … - 2023 - 17., aktualisierte Auflage

Einführung in die empirische Datenanalyse -- Regressionsanalyse -- Varianzanalyse -- Kontingenzanalyse … – Regressionsanalyse – Varianzanalyse – Diskriminanzanalyse – Logistische Regression – Kontingenzanalyse – Faktorenanalyse – Clusteranalyse …

Persistent link: https://www.econbiz.de/10014306611

Multivariate analysis : an application-oriented introduction

Backhaus, Klaus; Erichson, Bernd; Gensler, Sonja; … - 2023 - Second edition

Introduction to empirical data analysis -- Regression analysis -- Analysis of variance -- Discriminant analysis -- Logistic regression -- Contingency analysis -- Factor analysis -- Cluster analysis -- Conjoint analysis.

Persistent link: https://www.econbiz.de/10014306612

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