//--> //--> //-->
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
~person:"Mazzeu, João H. G."
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Volatilität"
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
Income convergence clubs for B...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Schätzung
Volatilität
Dimension reduction
4
Forecasting model
4
Large panels
4
Prognoseverfahren
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Estimation theory
2
Factor analysis
2
Faktorenanalyse
2
Forecast
2
High-dimensional time series
2
Jumps
2
Kapitaleinkommen
2
Minimum variance portfolio
2
Multivariate GARCH
2
Panel
2
Panel study
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Theorie
2
Theory
2
Varianzanalyse
2
Volatility
2
Correlation
1
Dynamische Wirtschaftstheorie
1
EU countries
1
EU-Staaten
1
Economic dynamics
1
Economic indicator
1
General dynamic factor model
1
Korrelation
1
Large covariance matrix
1
Multivariate Analyse
1
Multivariate analysis
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Mazzeu, João H. G.
Pereira, Pedro L. Valls
16
Laurini, Márcio Poletti
10
Valls Pereira, Pedro L.
7
Trucíos, Carlos
6
Hwang, Soosung
4
Marçal, Emerson Fernandes
4
Hallin, Marc
3
Hotta, Luiz K.
3
Mauad, Roberto Baltieri
3
Zevallos, Mauricio
3
Aiube, Fernando Antônio Lucena
2
Caldeira, João F.
2
Chaim, Pedro
2
Herwarth Kohn, Maximilian-Benedikt
2
Hotta, Luiz Koodi
2
Arruda, Bruno P.
1
Figueiredo, Erik
1
Fonseca, Marcelo Gonçalves da Silva
1
Lima, Elcyon Caiado Rocha
1
Lopes, Hedibert Freitas
1
Martin, Diógenes Manoel Leiva
1
Mazzeu, João Henrique Gonçalves
1
Monteiro, Rogério da Costa
1
Moreira, Ajax
1
Nakamura, Wilson Toshiro
1
Oliveira, Andre
1
Portugal, Marcelo Savino
1
Rotta, Pedro Nielsen
1
Santos Filho, Otaviano Canuto dos
1
Sanvicente, Antônio Zoratto
1
Satchell, Stephen
1
Wink Junior, Marcos Vinício
1
Ziegelmann, Flávio A.
1
de Prince, Diogo
1
more ...
less ...
Published in...
All
ECARES working paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
2
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->