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subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Hautsch, Nikolaus"
~subject:"Kapitaleinkommen"
~subject:"Securities trading"
~subject:"Volatilität"
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United States
Kapitaleinkommen
Securities trading
Volatilität
Capital income
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Portfolio choice
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Portfolio selection
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Portfolio-Management
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Hautsch, Nikolaus
Aït-Sahalia, Yacine
7
Bollerslev, Tim
5
Diebold, Francis X.
5
Tauchen, George Eugene
5
Andersen, Torben
4
Hallin, Marc
4
Koop, Gary
4
McAleer, Michael
4
Renault, Eric
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Timmermann, Allan
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Todorov, Viktor
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Asai, Manabu
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Barigozzi, Matteo
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Cavaliere, Giuseppe
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Gallant, A. Ronald
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Grammig, Joachim
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Liao, Yuan
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Nielsen, Morten Ørregaard
3
Steel, Mark F. J.
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Taylor, Robert
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Xiu, Dacheng
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Yu, Jun
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Atkinson, Scott Estes
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Banerjee, Anindya
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Boswijk, Herman Peter
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Chan, Joshua
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Chen, Xiaohong
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Christensen, Bent Jesper
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Christensen, Kim
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Dijk, Dick van
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Duan, Jin-Chuan
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Fan, Jianqing
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Ghysels, Eric
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Gonçalves, Sílvia
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Gouriéroux, Christian
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Granger, C. W. J.
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Journal of econometrics
SFB 649 discussion paper
15
CFS working paper series
11
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Applied quantitative finance
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economic dynamics & control
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Working paper / Centre for Financial Research
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1
CREATES research paper
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Discussion paper
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Discussion papers / Department of Economics, University of Copenhagen
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Journal of empirical finance
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Journal of forecasting
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Market microstructure and liquidity
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ECONIS (ZBW)
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Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
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