//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"USA"
~person:"Heim, John J."
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
~subject:"Theorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Significance test"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
USA
Portfolio-Management
Theorie
Statistical test
3
Statistischer Test
3
ARMA model
1
ARMA-Modell
1
Arbeitslosigkeit
1
Bank risk
1
Bankrisiko
1
Estimation
1
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Investment Fund
1
Investmentfonds
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Performance measurement
1
Performance-Messung
1
Portfolio selection
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Systemic risk
1
Systemrisiko
1
Theory
1
Time series analysis
1
Unemployment
1
United States
1
Zeitreihenanalyse
1
backtesting
1
banking regulation
1
hypothesis testing
1
risk management
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Heim, John J.
Scaillet, Olivier
Khalaf, Lynda
13
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Phillips, Peter C. B.
10
Taylor, Robert
10
Whang, Yoon-jae
9
Stengos, Thanasēs
8
Chen, Yi-ting
7
Leybourne, Stephen James
7
Psaradakis, Zacharias G.
7
Saikkonen, Pentti
7
Sun, Yixiao
7
Swanson, Norman R.
7
Wied, Dominik
7
Andrews, Donald W. K.
6
Baltagi, Badi H.
6
Beaulieu, Marie-Claude
6
Clark, Todd E.
6
Davidson, Russell
6
Franses, Philip Hans
6
Harvey, David I.
6
Kurozumi, Eiji
6
Linton, Oliver
6
Lobato, Ignacio N.
6
MacKinnon, James G.
6
Pesaran, M. Hashem
6
Romano, Joseph P.
6
Savin, N. Eugene
6
Wolf, Michael
6
Xiao, Zhijie
6
Ashley, Richard A.
5
Choi, In
5
Corradi, Valentina
5
De Peretti, Philippe
5
Diks, Cees G. H.
5
Herwartz, Helmut
5
Hsu, Yu-Chin
5
Kiefer, Nicholas Maximilian
5
Kleibergen, Frank
5
Kuan, Chung-ming
5
more ...
less ...
Published in...
All
International journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
;
Scaillet, Olivier
;
Wermers, Russ
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 179-216
Persistent link: https://www.econbiz.de/10003923940
Saved in:
3
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->