//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of risk model validation"
~person:"Yu, Philip L. H."
~subject:"Portfolio selection"
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:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Portfolio selection
Correlation
1
Estimation
1
Estimation theory
1
Korrelation
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Volatilität
1
dynamic covariance modeling
1
empirical evaluation; shrinkage
1
portfolio value-at-risk (VaR)
1
regularization
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Yu, Philip L. H.
Buczy´nski, Mateusz
1
Chlebus, Marcin
1
Fałdziński, Marcin
1
Lange, Petter Eilif de
1
Law, Keith K. F.
1
Li, Wai Keung
1
Murphy, David
1
Osińska, Magdalena
1
Risstad, Morten
1
Westgaard, Sjur
1
more ...
less ...
Published in...
All
Journal of risk and financial management : JRFM
The journal of risk model validation
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 21-39
Persistent link: https://www.econbiz.de/10014335946
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->