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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Portfolio selection"
~subject:"Statistical test"
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Capital income
Zeitreihenanalyse
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Theorie
7,408
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7,408
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675
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672
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610
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Phillips, Peter C. B.
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Uppal, Raman
14
Timmermann, Allan
12
Xiao, Zhijie
9
Yu, Jun
9
Hallin, Marc
8
Koop, Gary
8
Linton, Oliver
8
Sentana, Enrique
8
Forni, Mario
7
Ghysels, Eric
7
Lettau, Martin
7
Stambaugh, Robert F.
7
Swanson, Norman R.
7
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6
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Khalaf, Lynda
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5
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5
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5
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Ferson, Wayne E.
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Guasoni, Paolo
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Jeanblanc, Monique
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Lippi, Marco
5
Lütkepohl, Helmut
5
Marcellino, Massimiliano
5
McAleer, Michael
5
Velasco, Carlos
5
Wang, Tan
5
White, Halbert
5
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4
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Discussion paper / Centre for Economic Policy Research
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455
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451
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Quantitative finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
154
Applied economics letters
148
Computational economics
147
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
145
The European journal of finance
142
International review of economics & finance : IREF
136
International review of financial analysis
136
Risks : open access journal
133
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ECONIS (ZBW)
1,013
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
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2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
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3
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
4
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
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5
Disclosing a random walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 1123-1146
Persistent link: https://www.econbiz.de/10014535469
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6
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
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7
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
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9
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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10
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
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