//--> //--> //--> //-->
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
~isPartOf:"Econometric reviews"
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
Modeling and Comparing Depende...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Analyse
26
Multivariate analysis
26
Volatility
18
Volatilität
18
Theorie
15
Theory
15
Stochastic process
13
Stochastischer Prozess
13
Estimation
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Estimation theory
5
Japan
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Exchange rate
4
Kapitaleinkommen
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
USA
4
United States
4
Wechselkurs
4
CAPM
3
Causality analysis
3
Copula
3
Correlation
3
Kausalanalyse
3
Korrelation
3
Multivariate Verteilung
3
Multivariate distribution
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Bayes-Statistik
2
Bayesian inference
2
Financial market
2
Finanzmarkt
2
Risiko
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
25
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
26
Author
All
McAleer, Michael
4
Asai, Manabu
2
Caporin, Massimiliano
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Yu, Jun
2
Anatolyev, Stanislav
1
Bel, Koen
1
Brechmann, E. C.
1
Chan, David
1
Chan, Felix
1
D'Innocenzo, Enzo
1
Demetrescu, Matei
1
Fan, Yanqin
1
Fermanian, Jean-David
1
Fok, Dennis
1
Glickman, Mark E.
1
Gospodinov, Nikolaj
1
Gouriéroux, Christian
1
Heiden, M.
1
Hoshikawa, Toshiya
1
Hoti, Suhejla
1
Jungbacker, Borus
1
Kanatani, Taro
1
Kirby, Chris
1
Kohn, Robert
1
Koopman, Siem Jan
1
Kwan, W.
1
Leppin, Julian Sebastian
1
Li, Wai Keung
1
Liesenfeld, Roman
1
Lin, Juan
1
Liu, Ruixuan
1
Luati, Alessandra
1
Mahieu, Ronald J.
1
Mazzocchi, Mario
1
Nagai, Keiji
1
Ng, K. W.
1
Ng, Serena
1
Nishiyama, Yoshihiko
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
34
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
International journal of forecasting
26
Econometric Institute research papers
22
SFB 649 discussion paper
22
Applied economics
21
Economics letters
21
European journal of operational research : EJOR
21
Discussion paper / Tinbergen Institute
19
Journal of forecasting
18
Organizational research methods : ORM
18
SFB 649 Discussion Paper
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
SpringerLink / Bücher
17
Acta Universitatis Lodziensis / Folia oeconomica
15
Energy economics
15
Risks : open access journal
15
Working paper
15
ECARES working paper
14
Econometric theory
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
13
Discussion paper / Centre for Economic Policy Research
12
Economic modelling
12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion papers of interdisciplinary research project 373
11
Europäische Hochschulschriften / 5
11
CORE discussion papers : DP
10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Econometrics : open access journal
10
Fundamentals of marketing research ; Vol. 6
10
International journal of productivity and quality management : IJPQM
10
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
2
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
3
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
4
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
5
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
6
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
7
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
8
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
9
A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
10
Foreign exchange intervention by the bank of Japan : Bayesian analysis using a bivariate stochastic volatility model
Smith, Michael
;
Pitts, Andrew
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 425-451
Persistent link: https://www.econbiz.de/10003355808
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->