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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
CAPM
Risikomaß
Stochastic process
Estimation theory
104
Schätztheorie
104
Theorie
33
Theory
33
Time series analysis
22
Zeitreihenanalyse
22
Estimation
21
Schätzung
21
Volatility
19
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USA
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Capital income
14
Kapitaleinkommen
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Marktmikrostruktur
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Nichtparametrisches Verfahren
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Regressionsanalyse
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Stochastischer Prozess
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Portfolio selection
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English
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Kan, Raymond
2
Aït-Sahalia, Yacine
1
Backus, David
1
Barndorff-Nielsen, Ole E.
1
Bormann, Carsten
1
Boudt, Kris
1
Bu, Ruijun
1
Burmeister, Edwin
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Chen, Jiaqin
1
Christoffersen, Peter F.
1
Croux, Christophe
1
Czellar, Veronika
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Feng, Dingan
1
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1
Foster, F. Douglas
1
Francq, Christian
1
Frederiksen, Per
1
Giet, Ludovic
1
Gregory, Allan W.
1
Hadri, Kaddour
1
Harvey, Campbell R.
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Horváth, Lajos
1
Huang, Roger D.
1
Hurn, Stan
1
Härdle, Wolfgang
1
Ilmanen, Antti
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Jagannathan, Ravi
1
Jeisman, J. I.
1
Jiang, George J.
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Jo, Hoje
1
Knez, Peter J.
1
Korkie, Robert M.
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of finance : the journal of the American Finance Association
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Insurance / Mathematics & economics
33
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Discussion paper / Tinbergen Institute
25
Journal of risk
22
The Indian journal of economics
22
Econometric reviews
21
Economics letters
20
European journal of operational research : EJOR
18
Journal of banking & finance
18
Journal of empirical finance
18
Journal of financial econometrics
18
CREATES research paper
17
Econometric theory
16
Finance research letters
16
SFB 649 discussion paper
16
Computational economics
15
Economic modelling
15
Quantitative finance
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Journal of financial economics
14
Operations research
14
Risks : open access journal
14
Journal of risk and financial management : JRFM
13
Working paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometrics : open access journal
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Mathematics of operations research
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Cowles Foundation discussion paper
11
Finance India : the quarterly journal of Indian Institute of Finance
11
Journal of mathematical finance
11
NBER Working Paper
11
The journal of risk model validation
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
3
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
6
Robust conditional variance and value-at-risk estimation
Dupuis, Debbie J.
;
Papageorgiou, Nicolas A.
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 896-921
Persistent link: https://www.econbiz.de/10011417831
Saved in:
7
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
8
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
9
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
Saved in:
10
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
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