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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~person:"Challet, Damien"
~person:"Fletcher, Jonathan"
~person:"Pan, Qunxing"
~person:"Rudkin, Wanling"
~source:"econis"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Factor analysis"
~subject:"Linear factor models"
~subject:"Mathematische Optimierung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Capital income
Estimation theory
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Mathematische Optimierung
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Schätztheorie
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ARCH model
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Non-linear shrinkage
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Challet, Damien
Fletcher, Jonathan
Pan, Qunxing
Rudkin, Wanling
Ardia, David
2
Chiu, Wan-Yi
2
De Luca, Giovanni
2
Madan, Dilip B.
2
Park, Sung Y.
2
Rivieccio, Giorgia
2
Shi, Yanlin
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Auer, Benjamin R.
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Beechey, Meredith Jane
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Bongiorno, Christian
1
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Bufalo, Michele
1
Bégin, Jean-François
1
Casals, José
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Chatrath, Arjun
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Chen, Fang
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Chen, Hao
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Chen, Hueiling
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Christie-David, Rohan
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Dong, Chaohua
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Du, Xiuli
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Dutta, Sumanjay
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Eling, Martin
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Finance research letters
Applied mathematical finance
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The European journal of 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
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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