//--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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
The theory of linear models an...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Zeitreihenanalyse
Multivariate Analyse
12
Multivariate analysis
12
Theorie
8
Theory
8
ARCH model
5
ARCH-Modell
5
Capital income
5
Kapitaleinkommen
5
Estimation
4
Estimation theory
4
Forecasting model
4
Prognoseverfahren
4
Schätztheorie
4
Schätzung
4
Time series analysis
4
Volatility
4
Volatilität
4
Analysis of variance
3
Correlation
3
Korrelation
3
Multivariate Verteilung
3
Multivariate distribution
3
Risikomaß
3
Risk measure
3
Varianzanalyse
3
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
Ausreißer
1
Bubbles
1
Deutschland
1
Exchange rate
1
Factor analysis
1
Faktorenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Corsi, Fulvio
1
Halbleib, Roxana
1
Herwartz, Helmut
1
Härdle, Wolfgang
1
Mira, Antonietta
1
Nogales, Francisco J.
1
Peluso, Stefano
1
Ruiz, Esther
1
Santos, André A. P.
1
Spokojnyj, Vladimir G.
1
Voev, Valeri
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International journal of forecasting
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Journal of forecasting
11
Discussion paper / Tinbergen Institute
9
Econometric reviews
9
International journal of production research
8
Journal of the American Statistical Association : JASA
8
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Energy economics
7
Insurance / Mathematics & economics
7
Econometric Institute research papers
6
Econometrics : open access journal
6
Economics letters
6
KBI
6
SFB 649 discussion paper
6
CoFE discussion papers
5
Discussion paper / Centre for Economic Policy Research
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The review of economics and statistics
5
Working paper
5
CAMA working paper series
4
CESifo working papers
4
Econometric theory
4
IMF Working Paper
4
IMF working papers
4
Journal of empirical finance
4
Reihe Quantitative Ökonomie : Ökon
4
Applied economics
3
Applied economics letters
3
CFS working paper series
3
CREATES research paper
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper
3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
2
Comparing univariate and multivariate models to forecast portfolio value-at-risk
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 400-441
Persistent link: https://www.econbiz.de/10009745807
Saved in:
3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->