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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~person:"Bonaparte, Yosef"
~person:"Challet, Damien"
~person:"Fletcher, Jonathan"
~person:"Pan, Qunxing"
~person:"Rudkin, Wanling"
~source:"econis"
~subject:"Capital income"
~subject:"Factor analysis"
~subject:"Kapitaleinkommen"
~subject:"Mathematische Optimierung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Capital income
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Kapitaleinkommen
Mathematische Optimierung
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Estimation theory
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Non-linear shrinkage
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Bonaparte, Yosef
Challet, Damien
Fletcher, Jonathan
Pan, Qunxing
Rudkin, Wanling
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Ardia, David
1
Arnerić, Josip
1
Beechey, Meredith Jane
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Bluteau, Keven
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Bongiorno, Christian
1
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Bufalo, Michele
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Chatrath, Arjun
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Chen, Fang
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Christie-David, Rohan
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1
Fang, Puyi
1
Gao, Zhaoxing
1
Guégan, Dominique
1
Hafner, Christian M.
1
Han, Yingwei
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
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Hu, Shulan
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Kambouroudis, Dimos
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Kim, Jae H.
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Korkusuz, Burak
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Kourtis, Apostolos
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Li, Haiqi
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Li, Peng
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Li, Ping
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Finance research letters
Applied mathematical finance
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ECONIS (ZBW)
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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:
2
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
3
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
4
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
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