//--> //--> //--> //-->
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
~accessRights:"restricted"
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
Forecasting high-dimensional r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
77,418
Theorie
77,325
Estimation
22,625
Schätzung
22,461
Volatility
10,638
Volatilität
10,200
Prognoseverfahren
10,070
Forecasting model
10,057
Capital income
9,739
Kapitaleinkommen
9,731
Börsenkurs
8,040
Share price
8,039
Welt
7,329
World
7,324
USA
7,048
United States
7,036
Mathematical programming
6,420
Mathematische Optimierung
6,418
Portfolio selection
6,146
Portfolio-Management
6,145
Risk
5,360
Time series analysis
5,259
Risiko
5,231
Zeitreihenanalyse
5,125
Stock market
4,771
Aktienmarkt
4,758
Geldpolitik
4,101
Monetary policy
4,093
Economic growth
3,613
Wirtschaftswachstum
3,606
Stochastischer Prozess
3,548
Stochastic process
3,542
Wirkungsanalyse
2,983
Impact assessment
2,979
Scheduling problem
2,901
Scheduling-Verfahren
2,901
CAPM
2,838
ARCH model
2,818
ARCH-Modell
2,818
Anlageverhalten
2,816
more ...
less ...
Online availability
All
Undetermined
Free
255,561
Type of publication
All
Article
93,987
Book / Working Paper
21,069
Journal
154
Other
16
Database
2
Type of publication (narrower categories)
All
Article in journal
88,292
Aufsatz in Zeitschrift
88,292
Arbeitspapier
10,336
Working Paper
10,336
Graue Literatur
10,167
Non-commercial literature
10,167
Aufsatz im Buch
3,533
Book section
3,533
Hochschulschrift
963
Conference paper
940
Konferenzbeitrag
940
Aufsatzsammlung
935
Lehrbuch
879
Textbook
396
Collection of articles of several authors
324
Sammelwerk
324
Thesis
321
Konferenzschrift
243
Systematic review
191
Übersichtsarbeit
191
Festschrift
98
Handbook
90
Handbuch
90
Amtsdruckschrift
87
Government document
87
Bibliografie
84
Case study
59
Fallstudie
59
Bibliografie enthalten
57
Bibliography included
57
Einführung
34
Collection of articles written by one author
33
Sammlung
33
Aufgabensammlung
29
Conference proceedings
24
research-article
23
Formelsammlung
21
Nachruf
15
Wörterbuch
15
Fallstudiensammlung
13
more ...
less ...
Language
All
English
110,316
German
3,160
Undetermined
1,755
French
13
Spanish
9
Russian
7
Portuguese
5
Polish
1
Slovenian
1
more ...
less ...
Author
All
Gupta, Rangan
313
Tiwari, Aviral Kumar
114
Bouri, Elie
113
Marcellino, Massimiliano
107
Ma, Feng
106
Zenou, Yves
104
Gil-Alaña, Luis A.
97
Wohar, Mark E.
96
Zaremba, Adam
94
Bahmani-Oskooee, Mohsen
90
Tsionas, Efthymios G.
87
Hammoudeh, Shawkat
80
Gersbach, Hans
79
Wang, Yudong
75
Acemoglu, Daron
74
Wang, Shouyang
74
Balcilar, Mehmet
73
Narayan, Paresh Kumar
69
Pierdzioch, Christian
69
Apergēs, Nikolaos
68
Salisu, Afees A.
68
Xuan Vinh Vo
68
Lee, Chien-chiang
67
Zhang, Wei
64
Cheng, T. C. E.
63
Shahzad, Syed Jawad Hussain
63
Mensi, Walid
62
Timmermann, Allan
62
Zhang, Yaojie
62
Acharya, Viral V.
61
Demirer, Rıza
60
Fabozzi, Frank J.
60
Shahbaz, Muhammad
59
Kang, Sang Hoon
58
Serletis, Apostolos
57
Caporale, Guglielmo Maria
54
Jawadi, Fredj
54
Yin, Libo
54
Verdier, Thierry
53
Minford, Patrick
52
more ...
less ...
Institution
All
Edward Elgar Publishing
409
Springer Fachmedien Wiesbaden
272
OECD
263
National Bureau of Economic Research
229
IGI Global
216
World Bank
143
C.E.P.R. Discussion Papers
87
Centre for Economic Policy Research
81
Springer-Verlag GmbH
79
Organisation for Economic Co-operation and Development
55
De Gruyter Oldenbourg
31
Springer International Publishing
26
World Bank Group
24
World Bank / Development Research Group
20
Peter Lang GmbH
19
World Bank / Development Research Group / Trade
18
Springer Gabler <Firma>
17
Florida Atlantic University
15
NetLibrary, Inc
15
International Energy Agency
14
International Transport Forum
13
World Bank / Development Research Group / Public Economics
11
World Bank / Office of the Senior Vice President and Chief Economist, Development Economics
10
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
9
Taylor and Francis.
9
World Bank / Development Research Group / Finance
9
World Bank / International Trade Division
9
World Bank / Policy Research Dept / Environment, Infrastructure, and Agriculture Division
9
World Trade Organization
9
Walter de Gruyter GmbH & Co. KG
8
World Bank / Development Research Group / Macroeconomics and Growth
8
World Bank / Policy Research Dept / Poverty and Human Resources Division
8
International Finance Corporation
7
Taylor and Francis
7
European Conference of Ministers of Transport
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Information Resources Management Association
6
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
6
Nomos Verlagsgesellschaft
5
World Bank / Financial Sector Development Dept
5
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
4,842
European journal of operational research : EJOR
2,889
Working paper / National Bureau of Economic Research, Inc.
2,450
SpringerLink / Bücher
1,927
Discussion papers / CEPR
1,693
Finance research letters
1,578
Economics letters
1,567
Economic modelling
1,385
Applied economics
1,272
Energy economics
1,272
Computers & operations research : and their applications to problems of world concern ; an international journal
1,235
International journal of production research
1,144
International review of economics & finance : IREF
1,023
Applied economics letters
968
Management science : journal of the Institute for Operations Research and the Management Sciences
955
International review of financial analysis
890
International journal of forecasting
860
Journal of economic behavior & organization : JEBO
845
Journal of econometrics
802
Journal of economic dynamics & control
776
Journal of banking & finance
762
The North American journal of economics and finance : a journal of financial economics studies
728
International journal of production economics
655
Operations research letters
579
Insurance / Mathematics & economics
576
European economic review : EER
563
Research in international business and finance
562
Computational economics
542
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
535
Journal of financial economics
530
Journal of international money and finance
521
Operations research
518
Omega : the international journal of management science
513
Pacific-Basin finance journal
493
Springer eBook Collection / Business and Economics
480
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
461
Technological forecasting & social change : an international journal
461
Transportation research / E : an international journal
461
Quantitative finance
446
Journal of empirical finance
442
more ...
less ...
Source
All
ECONIS (ZBW)
113,386
RePEc
1,752
Other ZBW resources
55
BASE
20
OLC EcoSci
11
USB Cologne (EcoSocSci)
4
Showing
1
-
10
of
115,228
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic
volatility
model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
3
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
4
On portfolio optimization : forecasting asset covariances and variances based on multi-scale risk models
Berger, Theo
;
Fieberg, Christian
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 295-309
Persistent link: https://www.econbiz.de/10011628354
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
7
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:
8
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
9
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:
10
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->