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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Analysis of variance"
~subject:"Autokorrelation"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Analysis of variance
Autokorrelation
Risikomaß
Estimation theory
38
Schätztheorie
38
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
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Optionspreistheorie
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Capital income
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Kapitaleinkommen
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Statistical distribution
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Derivat
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Autocorrelation
3
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English
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Broby, Daniel
1
Buccheri, G.
1
Caccioli, Fabio
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chung, Munki
1
Fabozzi, Frank J.
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Mboussa Anga, G.
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peters, Gareth
1
Sisson, Scott A.
1
Smyth, William
1
Sornette, Didier
1
Stupfler, G.
1
Tsiotas, Georgios
1
Wehrli, Alexander
1
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Quantitative finance
Journal of econometrics
73
Econometric reviews
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Economics letters
19
Insurance / Mathematics & economics
16
Journal of financial econometrics
15
Journal of risk
15
Finance research letters
14
Econometrics : open access journal
10
International journal of forecasting
10
Econometric theory
9
European journal of operational research : EJOR
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of risk and financial management : JRFM
8
The journal of risk model validation
8
Journal of empirical finance
7
Risks : open access journal
7
The econometrics journal
7
Applied economics letters
6
Computational economics
6
Journal of banking & finance
6
Journal of time series econometrics
6
Regional science & urban economics
6
The European journal of finance
6
Economic modelling
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
The North American journal of economics and finance : a journal of financial economics studies
5
International journal of economics and financial issues : IJEFI
4
International journal of theoretical and applied finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of forecasting
4
Journal of mathematical finance
4
Spatial economic analysis : the journal of the Regional Studies Association
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Statistics in transition : an international journal of the Polish Statistical Association
4
Scandinavian actuarial journal
3
The journal of operational risk
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of financial economics
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Applied economics
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ECONIS (ZBW)
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1
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
2
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
5
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
6
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
7
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
10
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
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