//--> //--> //--> //-->
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
Spiked eigenvalues of high-dim...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
79,107
Theorie
78,832
Mathematical programming
6,515
Mathematische Optimierung
6,513
Estimation
5,251
Schätzung
5,244
USA
4,288
Portfolio selection
4,286
Portfolio-Management
4,285
United States
4,264
Risk
3,689
Risiko
3,618
Welt
3,549
World
3,545
Prognoseverfahren
3,437
Forecasting model
3,435
Geldpolitik
2,968
Monetary policy
2,956
Scheduling problem
2,954
Scheduling-Verfahren
2,954
Stochastischer Prozess
2,727
Stochastic process
2,721
Volatility
2,503
Volatilität
2,491
Börsenkurs
2,386
Share price
2,386
Zeitreihenanalyse
2,339
Time series analysis
2,333
Capital income
2,152
Kapitaleinkommen
2,151
Experiment
2,050
Heuristics
1,949
Heuristik
1,929
Consumer behaviour
1,880
Konsumentenverhalten
1,864
Wirtschaftswachstum
1,837
Economic growth
1,832
Preismanagement
1,823
Pricing strategy
1,823
Asymmetrische Information
1,810
more ...
less ...
Online availability
All
Undetermined
Free
180,887
Type of publication
All
Article
65,899
Book / Working Paper
17,339
Journal
171
Other
15
Database
2
Type of publication (narrower categories)
All
Article in journal
61,056
Aufsatz in Zeitschrift
61,056
Arbeitspapier
7,412
Working Paper
7,412
Graue Literatur
7,286
Non-commercial literature
7,286
Aufsatz im Buch
2,904
Book section
2,904
Lehrbuch
966
Aufsatzsammlung
947
Hochschulschrift
817
Conference paper
670
Konferenzbeitrag
670
Textbook
395
research-article
315
Collection of articles of several authors
297
Sammelwerk
297
Konferenzschrift
265
Thesis
249
Systematic review
160
Übersichtsarbeit
160
Festschrift
96
Handbook
87
Handbuch
87
Bibliografie
86
conceptual-paper
63
Bibliografie enthalten
56
Bibliography included
56
Case study
56
Fallstudie
56
Amtsdruckschrift
46
Government document
46
Einführung
39
Aufgabensammlung
36
review
35
Collection of articles written by one author
26
Sammlung
26
Conference proceedings
25
review-article
24
Formelsammlung
21
more ...
less ...
Language
All
English
79,239
German
3,220
Undetermined
980
French
9
Russian
6
Spanish
4
Italian
1
Slovenian
1
Not applicable
1
more ...
less ...
Author
All
Zenou, Yves
99
Gersbach, Hans
79
Gupta, Rangan
70
Tsionas, Efthymios G.
69
Acemoglu, Daron
65
Cheng, T. C. E.
58
Marcellino, Massimiliano
57
Verdier, Thierry
54
Wang, Leonard F. S.
51
Pestieau, Pierre
47
Acharya, Viral V.
46
Dolgui, Alexandre
46
Gendreau, Michel
46
Inderst, Roman
46
Schmitt-Grohé, Stephanie
46
Stiglitz, Joseph E.
46
Corsetti, Giancarlo
45
Laporte, Gilbert
45
Uribe, Martín
45
Cremer, Helmuth
42
Schmitz, Patrick W.
42
Yang, Jinqiang
42
Farhi, Emmanuel
41
Thisse, Jacques-François
41
Fabozzi, Frank J.
40
Helpman, Elhanan
39
Redding, Stephen
39
Vanhoucke, Mario
39
Desaulniers, Guy
38
Gallegati, Mauro
37
Saint-Paul, Gilles
37
Agénor, Pierre-Richard
36
Bertsimas, Dimitris
36
Devereux, Michael B.
36
Woodford, Michael
36
Nijkamp, Peter
35
Ploeg, Frederick van der
35
Afonso, Oscar
34
Coelho, Leandro C.
34
Edmans, Alex
34
more ...
less ...
Institution
All
Edward Elgar Publishing
404
Springer Fachmedien Wiesbaden
233
IGI Global
212
OECD
191
National Bureau of Economic Research
176
World Bank
116
Springer-Verlag GmbH
79
Centre for Economic Policy Research
70
Organisation for Economic Co-operation and Development
39
De Gruyter Oldenbourg
31
C.E.P.R. Discussion Papers
29
Springer International Publishing
22
World Bank Group
18
World Bank / Development Research Group
17
Springer Gabler <Firma>
16
Florida Atlantic University
15
NetLibrary, Inc
15
World Bank / Development Research Group / Trade
15
Peter Lang GmbH
14
International Transport Forum
11
World Bank / Development Research Group / Public Economics
10
Walter de Gruyter GmbH & Co. KG
9
World Bank / Office of the Senior Vice President and Chief Economist, Development Economics
9
World Trade Organization
9
Taylor and Francis.
8
World Bank / Development Research Group / Finance
8
World Bank / International Trade Division
8
International Finance Corporation
7
World Bank / Policy Research Dept / Environment, Infrastructure, and Agriculture Division
7
Dr. Rainer Hampp <Firma>
6
European Conference of Ministers of Transport
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Information Resources Management Association
6
Nomos Verlagsgesellschaft
6
World Bank / Policy Research Dept / Poverty and Human Resources Division
6
Taylor and Francis
5
World Bank / Development Research Group / Macroeconomics and Growth
5
World Bank / Financial Sector Development Dept
5
World Bank Institute / Economic Policy and Poverty Reduction
5
Helmut-Schmidt-Universität
4
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
3,534
European journal of operational research : EJOR
2,753
SpringerLink / Bücher
1,747
Working paper / National Bureau of Economic Research, Inc.
1,683
Discussion papers / CEPR
1,331
Computers & operations research : and their applications to problems of world concern ; an international journal
1,224
Economics letters
1,118
International journal of production research
1,094
Economic modelling
813
Management science : journal of the Institute for Operations Research and the Management Sciences
792
Finance research letters
724
Journal of economic behavior & organization : JEBO
683
Journal of economic dynamics & control
660
International journal of production economics
619
Operations research letters
579
Energy economics
544
Operations research
528
Insurance / Mathematics & economics
515
Applied economics
513
International review of economics & finance : IREF
500
Omega : the international journal of management science
488
Journal of econometrics
475
Springer eBook Collection / Business and Economics
464
European economic review : EER
440
International journal of forecasting
436
Journal of economic theory
428
Transportation research / E : an international journal
422
Applied economics letters
417
Journal of banking & finance
406
Computational economics
402
Macroeconomic dynamics
386
Journal of the Operational Research Society
379
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
371
Mathematics of operations research
358
Journal of monetary economics
321
Journal of financial economics
313
Journal of macroeconomics
312
International review of financial analysis
311
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
311
Policy research working paper
310
more ...
less ...
Source
All
ECONIS (ZBW)
81,920
RePEc
977
Other ZBW resources
502
BASE
17
OLC EcoSci
6
USB Cologne (EcoSocSci)
4
Showing
1
-
10
of
83,426
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
2
Forecasting high-dimensional realized volatility matrices using a factor model
Shen, Keren
;
Yao, Jianfeng
;
Li, Wai Keung
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1879-1887
Persistent link: https://www.econbiz.de/10012295649
Saved in:
3
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:
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
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
6
Forecasting large realized covariance matrices : the benefits of factor models and shrinkage
Alves, Rafael P.
;
Brito, Diego S. de
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 696-742
Persistent link: https://www.econbiz.de/10015045177
Saved in:
7
Shrinkage=factor model
Kakushadze, Zura
- In:
The journal of asset management
17
(
2016
)
2
,
pp. 69-72
Persistent link: https://www.econbiz.de/10011442954
Saved in:
8
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:
9
High dimensional minimum variance portfolio estimation under statistical factor models
Ding, Yi
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012619723
Saved in:
10
A multiple testing approach to the regularisation of large sample
correlation
matrices
Bailey, Natalia
;
Pesran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
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...
//-->