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Multivariate maximum entropy densities applied for multivariate analysis of financial time series
Gao, Yang - 2014 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010383443
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Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobrić, Jadran - 2008
Persistent link: https://www.econbiz.de/10003751715
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Analyzing and modeling multivariate association : statistical measures and pair-copula constructions
Schnieders, Julius - 2013 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360883
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The truncated multivariate normal distribution in finance and econometrics
Wilhelm, Stefan - 2014
Persistent link: https://www.econbiz.de/10010438565
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Evaluating banks performance using key financial indicators : a quantitative modeling of Russian banks
Sharma, Satish C.; Shebalkov, Mikhail; Yukhanaev, Andrey - In: The journal of developing areas 50 (2016) 1, pp. 425-453
Persistent link: https://www.econbiz.de/10011576971
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Univariate versus multivariate modeling of panel data : model specification and goodness-of-fit testing
Bou, Juan Carlos; Satorra, Albert - In: Organizational research methods : ORM 21 (2018) 1, pp. 150-196
Persistent link: https://www.econbiz.de/10011880093
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Relationship between Czech and European developed stock markets: DCC MV GARCH analysis
Princ, Michael - 2010
The study concentrates on an analysis of the Czech stock market performed by an application of DCC MV GARCH model of Engle (2002). Data sample including years from 1994 to 2009 is represented by daily returns of Prague Stock Exchange index and other 11 major stock indices. There is found an...
Persistent link: https://www.econbiz.de/10010322302
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Multivariate Werbewirkungskontrolle : Konzepte zur Auswertung von Werbetests
Schwaiger, Manfred - 1997
Persistent link: https://www.econbiz.de/10000634725
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Die produkt- und kundenspezifische Absatzstruktur im Pressegroßhandel : eine empirische Studie
Braxein, Kay - 1998
Persistent link: https://www.econbiz.de/10000670893