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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial econometrics"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~subject:"Varianzanalyse"
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Bootstrap approach
Portfolio selection
Time series analysis
Varianzanalyse
Estimation theory
96
Schätztheorie
96
Estimation
31
Schätzung
31
Zeitreihenanalyse
26
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23
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23
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22
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Analysis of variance
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Chiu, Wan-Yi
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Finance research letters
Journal of financial econometrics
Journal of econometrics
217
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometric reviews
69
Economics letters
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
International journal of forecasting
42
Econometric theory
39
Journal of time series econometrics
37
Computational economics
31
The econometrics journal
25
Applied economics letters
19
Economic modelling
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Journal of empirical finance
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European journal of operational research : EJOR
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14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
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Journal of banking & finance
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
11
Essays in honor of Joon Y. Park : econometric theory
10
Journal of quantitative economics
10
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8
Operations research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic dynamics & control
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Scandinavian actuarial journal
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of economics and finance
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International journal of production economics
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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1
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
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2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
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4
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
5
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
6
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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7
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
8
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
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9
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
10
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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