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subject:"Innovation"
type_genre:"Sammlung"
~isPartOf:"Journal of econometrics"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Übersichtsarbeit"
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Innovation
Portfolio selection
Volatilität
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
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113
Regressionsanalyse
113
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103
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103
USA
92
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92
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91
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91
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87
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87
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81
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80
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78
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78
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77
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77
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72
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72
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72
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72
Markov chain
71
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71
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68
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152
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Sammlung
Aufsatz in Zeitschrift
Handbuch
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Article in journal
155
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3
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155
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Aït-Sahalia, Yacine
7
Bollerslev, Tim
6
Tauchen, George Eugene
5
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Todorov, Viktor
4
Andersen, Torben
3
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Diebold, Francis X.
3
Gallant, A. Ronald
3
Herwartz, Helmut
3
Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Yu, Jun
3
Arvanitis, Stelios
2
Banerjee, Anindya
2
Barnett, William A.
2
Blazsek, Szabolcs
2
Boswijk, Herman Peter
2
Breitung, Jörg
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diewert, Walter E.
2
Escribano, Álvaro
2
Fan, Jianqing
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liesenfeld, Roman
2
Linton, Oliver
2
Liu, Ming
2
Maasoumi, Esfandiar
2
Maheu, John M.
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
351
Journal of banking & finance
333
European journal of operational research : EJOR
292
Insurance / Mathematics & economics
287
Journal of economic dynamics & control
256
Discussion paper / Centre for Economic Policy Research
237
Finance research letters
230
Economics letters
219
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
209
Economic modelling
189
Finance and stochastics
189
Research policy : policy, management and economic studies of science, technology and innovation
171
Journal of financial economics
165
Research paper series / Swiss Finance Institute
160
Discussion paper / Tinbergen Institute
157
Journal of empirical finance
157
The review of financial studies
155
Quantitative finance
154
Management science : journal of the Institute for Operations Research and the Management Sciences
144
CESifo working papers
139
International review of economics & finance : IREF
135
Working paper
135
The journal of finance : the journal of the American Finance Association
133
Risks : open access journal
124
The European journal of finance
122
Applied economics
120
International review of financial analysis
120
Swiss Finance Institute Research Paper
108
Computational economics
106
The journal of portfolio management : a publication of Institutional Investor
104
Journal of economic theory
102
The North American journal of economics and finance : a journal of financial economics studies
102
Discussion paper
101
Journal of economic behavior & organization : JEBO
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of risk and financial management : JRFM
95
Applied economics letters
93
Journal of international money and finance
92
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ECONIS (ZBW)
155
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1
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
Saved in:
2
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
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
6
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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