//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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
Statistical monitoring of comp...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Analyse
30
Multivariate analysis
30
Volatility
21
Volatilität
21
Theorie
18
Theory
18
Stochastic process
16
Stochastischer Prozess
16
Estimation
11
Estimation theory
11
Schätztheorie
11
Schätzung
11
ARCH model
9
ARCH-Modell
9
Statistical method
9
Statistische Methode
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Time series analysis
8
Zeitreihenanalyse
8
Capital income
6
Correlation
6
Kapitaleinkommen
6
Korrelation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Sampling
5
Stichprobenerhebung
5
Causality analysis
4
Exchange rate
4
Japan
4
Kausalanalyse
4
USA
4
United States
4
Wechselkurs
4
Bayes-Statistik
3
Bayesian inference
3
Bias
3
CAPM
3
Copula
3
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
38
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
39
Author
All
McAleer, Michael
4
Maasoumi, Esfandiar
3
Asai, Manabu
2
Caporin, Massimiliano
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
Davidson, James E. H.
1
Fan, Yanqin
1
Feng, Shuaizhang
1
Fermanian, Jean-David
1
Fok, Dennis
1
Foster, James E.
1
Glickman, Mark E.
1
Gospodinov, Nikolaj
1
Gouriéroux, Christian
1
Halunga, Andreea G.
1
Heiden, M.
1
Hoshikawa, Toshiya
1
Hoti, Suhejla
1
Hu, Yingyao
1
Huber, Martin
1
Jungbacker, Borus
1
Kanatani, Taro
1
Kirby, Chris
1
Kohn, Robert
1
Koopman, Siem Jan
1
Kwan, W.
1
Li, Fuchun
1
Li, Wai Keung
1
Liesenfeld, Roman
1
Lin, Juan
1
Liu, Ruixuan
1
Luati, Alessandra
1
Mahieu, Ronald J.
1
more ...
less ...
Published in...
All
Econometric reviews
Wirtschaft und Statistik : WISTA
102
Staff working paper / Bank of Canada
95
Journal of econometrics
90
International journal of production research
77
SpringerLink / Bücher
64
NBER working paper series
58
Insurance / Mathematics & economics
55
NBER Working Paper
55
Discussion paper series / IZA
51
Organizational research methods : ORM
51
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
51
Discussion paper / Central Bureau voor de Statistiek
50
Journal of the American Statistical Association : JASA
50
Working paper
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Working paper / National Bureau of Economic Research, Inc.
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
United Nations publication
42
European journal of operational research : EJOR
41
Discussion paper / Tinbergen Institute
40
IMF working papers
39
International journal of forecasting
39
Kom / Kommission der Europäischen Gemeinschaften
39
IMF Working Papers
37
Economics letters
36
International Journal of Quality & Reliability Management
34
International Trade by Commodity Statistics
34
Applied economics
33
Journal of applied econometrics
33
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
IZA Discussion Paper
28
Statisztikai szemle : a Központi Statisztikai Hivatal tudományos folyóirata
28
Voprosy statistiki : naučno-informacionnyj žurnal
28
Econometric Institute research papers
27
Statistical journal of the United Nations Economic Commission for Europe
27
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
27
Discussion paper / Center for Economic Research, Tilburg University
26
Journal of forecasting
26
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analysis of vector autoregressions in the presence of shifts in mean
Ng, Serena
;
Vogelsang, Timothy J.
- In:
Econometric reviews
21
(
2002
)
3
,
pp. 353-381
Persistent link: https://www.econbiz.de/10001718766
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->