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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~person:"Hartkopf, Jan Patrick"
~person:"Kim, Tae-hwan"
~subject:"Robust statistics"
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Prognoseverfahren
USA
Robust statistics
Estimation theory
4
Schätztheorie
4
Correlation
3
Korrelation
3
Robustes Verfahren
2
Aktienindex
1
Analysis of variance
1
EWMA
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Exponentially weighted moving average
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Forecasting model
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Matrix-F distribution
1
Outliers
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Portfolio selection
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Portfolio-Management
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Prediction
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Realized covariance
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RiskMetrics
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Robust statistic
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Statistical theory
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Statistische Methode
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Hartkopf, Jan Patrick
Kim, Tae-hwan
Bertsimas, Dimitris
2
Nimalendran, Mahendrarajah
2
Adcock, C. J.
1
Bazdresch, Santiago
1
Beasley, John E.
1
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1
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1
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1
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1
Chen, Hui
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1
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1
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1
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1
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1
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1
Gao, Zhaoxing
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European journal of operational research : EJOR
Finance research letters
The review of financial studies
Discussion paper / Department of Economics, University of California San Diego
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
2
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
3
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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