//--> //--> //--> //-->
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:"Journal of econometrics"
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
Dynamic Conditional Correlatio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Analyse
63
Multivariate analysis
63
Time series analysis
28
Zeitreihenanalyse
28
Theorie
26
Theory
26
Estimation theory
22
Schätztheorie
22
Volatility
17
Volatilität
17
ARCH model
14
ARCH-Modell
14
Estimation
12
Schätzung
12
Forecasting model
10
Prognoseverfahren
10
Statistical distribution
10
Statistische Verteilung
10
Factor analysis
7
Faktorenanalyse
7
Capital income
6
Correlation
6
Kapitaleinkommen
6
Korrelation
6
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
Cointegration
5
Kointegration
5
Markov chain
5
Markov-Kette
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
VAR model
5
VAR-Modell
5
Multivariate GARCH
4
USA
4
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
62
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Collection of articles of several authors
2
Sammelwerk
2
Konferenzschrift
1
Language
All
English
64
Author
All
Hafner, Christian M.
3
Phillips, Peter C. B.
3
Chen, Bin
2
Chen, Xiaohong
2
Fan, Yanqin
2
Gouriéroux, Christian
2
Hong, Yongmiao
2
Jasiak, Joann
2
Koop, Gary
2
Sentana, Enrique
2
Shephard, Neil G.
2
Alonso, Andrés M.
1
Amengual, Dante
1
Andrade, Philippe
1
András, Péter
1
Asai, Manabu
1
Barndorff-Nielsen, Ole E.
1
Bauer, Gregory H.
1
Boudt, Kris
1
Bowsher, Clive G.
1
Breitung, Jörg
1
Bruneau, Catherine
1
Busch, Marie
1
Calzolari, Giorgio
1
Carriero, Andrea
1
Carvalho, Carlos Viana de
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Jinyuan
1
Chu, Amanda M. Y.
1
Cornilly, Dries
1
Cressie, Noel A. C.
1
Dhaene, Geert
1
Di Mari, Roberto
1
Diebold, Francis X.
1
Dominicy, Yves
1
Dovonon, Prosper
1
Dueker, Michael
1
Eggleston, Jonathan
1
Engle, Robert F.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Insurance / Mathematics & economics
56
SpringerLink / Bücher
44
Europäische Hochschulschriften / 5
42
International journal of production research
34
Working Paper
32
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
Econometric reviews
26
International journal of forecasting
26
Gabler Edition Wissenschaft
25
Econometric Institute research papers
22
European journal of operational research : EJOR
22
SFB 649 discussion paper
22
Applied economics
21
Economics letters
20
SFB 649 Discussion Paper
20
Discussion paper / Centre for Economic Policy Research
18
Discussion paper / Tinbergen Institute
18
Journal of forecasting
18
Organizational research methods : ORM
18
The journal of finance : the journal of the American Finance Association
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
Acta Universitatis Lodziensis / Folia oeconomica
16
Energy economics
15
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
15
Risks : open access journal
15
Working paper
15
ECARES working paper
14
Finanzierung im Unternehmenslebenszyklus
14
Springer-Lehrbuch
14
CESifo working papers
13
Econometric theory
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
13
Reihe Quantitative Ökonomie : Ökon
13
The European journal of finance
13
Working paper / National Bureau of Economic Research, Inc.
13
Discussion papers of interdisciplinary research project 373
12
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
4
Estimating stable latent factor models by indirect inference
Calzolari, Giorgio
;
Halbleib, Roxana
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 280-301
Persistent link: https://www.econbiz.de/10012110265
Saved in:
5
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
6
ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de
;
Masini, Ricardo
;
Medeiros, …
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
Saved in:
7
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
8
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
Saved in:
9
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
10
An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
Eggleston, Jonathan
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 120-133
Persistent link: https://www.econbiz.de/10011705236
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->