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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Discussion paper"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
ARCH-Modell
Portfolio-Management
Estimation theory
257
Schätztheorie
257
Schätzung
52
Estimation
51
Theorie
50
Theory
50
Statistik
47
Time series analysis
32
Zeitreihenanalyse
32
Korrelation und Regression
29
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26
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Capital income
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Volatilität
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Nichtparametrisches Verfahren
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Statistical test
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12
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68
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Ardia, David
2
Auer, Benjamin R.
2
Chiu, Wan-Yi
2
Kim, Tae-hwan
2
Nimalendran, Mahendrarajah
2
Schmid, Timo
2
Schuhmacher, Frank
2
Tzavidis, Nikos
2
Wu, Xinyu
2
Arnerić, Josip
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bluteau, Keven
1
Bodnar, Taras
1
Bonaparte, Yosef
1
Bongiorno, Christian
1
Botosaru, Irene
1
Boudoukh, Jacob
1
Boynton, Wentworth
1
Bufalo, Michele
1
Challet, Damien
1
Chambers, Raymond L.
1
Charemza, Wojciech
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Chatrath, Arjun
1
Chen, Fang
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Chen, Hui
1
Cheng, Siang
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Chernov, Mikhail
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Christie-David, Rohan
1
Conley, Timothy G.
1
Davidson, Russell
1
Deadman, Derek F.
1
Doko Tchatoka, Firmin
1
Du, Xiuli
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Eling, Martin
1
Engle, Robert F.
1
Fang, Puyi
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Discussion paper
Finance research letters
The review of financial studies
Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
International journal of forecasting
121
Journal of forecasting
80
Economics letters
61
Econometric theory
49
The review of economics and statistics
46
Discussion paper / Tinbergen Institute
45
Journal of empirical finance
38
Working paper / National Bureau of Economic Research, Inc.
37
Journal of banking & finance
35
Econometric reviews
31
Journal of applied econometrics
30
Applied economics
29
CREATES research paper
29
The econometrics journal
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
European journal of operational research : EJOR
24
Insurance / Mathematics & economics
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of financial and quantitative analysis : JFQA
21
Journal of risk
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American journal of agricultural economics
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Journal of financial econometrics
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Journal of risk and financial management : JRFM
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NBER working paper series
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Applied economics letters
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Risks : open access journal
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The European journal of finance
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ECONIS (ZBW)
68
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Time-varying linear transformation models with fixed effects and endogeneity for short panels
Sokollu, Senay
;
Botosaru, Irene
;
Muris, Chris
-
2022
Persistent link: https://www.econbiz.de/10012880118
Saved in:
2
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
3
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
4
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:
5
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
6
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
7
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
8
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
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9
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:
10
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
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