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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper"
~subject:"Modellierung"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Modellierung
Portfolio-Management
Estimation theory
253
Schätztheorie
253
Estimation
66
Schätzung
66
Time series analysis
55
Zeitreihenanalyse
55
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52
Theory
52
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40
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Prognoseverfahren
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25
Nichtparametrisches Verfahren
24
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ARCH-Modell
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Bayesian inference
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Baillie, Richard
4
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Ren, Yu
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2
Dacorogna, Michel M.
2
McCracken, Michael W.
2
Nielsen, Jens Perch
2
Tsiotas, Georgios
2
Xie, Tian
2
Allen, David
1
Amihud, Yakov
1
Bauwens, Luc
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Broby, Daniel
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Brooks, Robert
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Chiang, I-Hsuan Ethan
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Cohen, Jeffrey P.
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Dark, Jonathan
1
De Backer, Bruno
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De Nard, Gianluca
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Dendramis, Yiannis
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Ding, Wenliang
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HFDF <1, 1995, Zürich>
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Quantitative finance
Working paper
Journal of econometrics
135
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
73
Economics letters
51
Discussion paper / Tinbergen Institute
36
Econometric reviews
32
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28
CEMMAP working papers / Centre for Microdata Methods and Practice
27
Econometric theory
27
The econometrics journal
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European journal of operational research : EJOR
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Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Finance research letters
23
Insurance / Mathematics & economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of the American Statistical Association : JASA
20
NBER working paper series
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Europäische Hochschulschriften / 5
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Computational economics
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Econometrics : open access journal
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Journal of financial econometrics
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Journal of risk
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CREATES research paper
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Economic modelling
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Cowles Foundation discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working papers / Rutgers University, Department of Economics
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Applied economics
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
58
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
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:
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
A note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
Saved in:
5
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
-
2021
Persistent link: https://www.econbiz.de/10012605415
Saved in:
6
Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.
;
Sherris, Michael
;
Villegas, Andrés M.
-
2021
Persistent link: https://www.econbiz.de/10012616204
Saved in:
7
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
8
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
9
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
10
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
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