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Multivariate statistische Verfahren
Fahrmeir, Ludwig (ed.);  … - 1996 - 2., überarb. Aufl.
Einf(c)ơhrung -- Mehrdimensionale Zufallsvariablen und Verteilungen -- Grundlegende multivariate Sch(c)Þtz- und Testprobleme -- Regressionsanalyse -- Varianz- und Kovarianzanalyse -- Kategoriale und generalisierte lineare Regression -- Regressionsmodelle zur Analyse von Verweildauern --...
Persistent link: https://www.econbiz.de/10000565388
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Multivariate volatility models
Fengler, Matthias; Herwartz, Helmut; Raters, F. H. C. - In: Applied quantitative finance, (pp. 25-37). 2017
Persistent link: https://www.econbiz.de/10011794951
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Estimation of correlation between latent processes
Kimura, Akitoshi; Yoshida, Nakahiro - In: Advanced modelling in mathematical finance : in honour …, (pp. 131-146). 2016
Persistent link: https://www.econbiz.de/10011800345
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The impact of extreme events on portfolio in financial risk management
Chuangchid, K.; Kittawit Autchariyapanitkul; Songsak … - In: Robustness in econometrics, (pp. 679-690). 2017
Persistent link: https://www.econbiz.de/10011802012
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GARCH modeling of stock market volatility
Carroll, Rachael; Kearney, Colm - In: Stock market volatility, (pp. 71-90). 2009
Persistent link: https://www.econbiz.de/10003830407
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Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures
Füss, Roland; Glück, Thorsten; Tilmes, Rolf - In: Management von Rohstoffrisiken : Strategien, Märkte …, (pp. 425-441). 2010
Persistent link: https://www.econbiz.de/10003902619
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Multivariate GARCH models
Silvennoinen, Annastiina; Teräsvirta, Timo - In: Handbook of financial time series, (pp. 201-229). 2009
Persistent link: https://www.econbiz.de/10003833947
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Log-linear model methods
Fienberg, Stephen E.; Manrique-Vallier, Daniel - In: Modern analysis of customer surveys : with applications …, (pp. 217-229). 2012
Persistent link: https://www.econbiz.de/10009502532
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Estimating time-varying systematic risk by using multivariate GARCH
Kridsadarat, Muttalath - In: Uncertainty analysis in econometrics with applications …, (pp. 227-239). 2013
Persistent link: https://www.econbiz.de/10009711145
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Nonparametric estimation of multivariate CDF with categorical and continuous data
Ju, Gaosheng; Li, Rui; Liang, Zhongwen - In: Nonparametric econometric methods, (pp. 291-318). 2010
Persistent link: https://www.econbiz.de/10010216414