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type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
Capital income
Portfolio-Management
Estimation theory
73
Schätztheorie
73
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Kapitaleinkommen
18
Theorie
15
Theory
15
ARCH-Modell
13
Portfolio selection
11
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10
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10
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10
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10
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Autokorrelation
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Statistical distribution
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
33
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33
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Satchell, Stephen
2
Agosto, Arianna
1
Allen, David
1
Amado, Cristina
1
Bauwens, Luc
1
Berens, Tobias
1
Campbell, John Y.
1
Candelon, Bertrand
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Chourdakis, Kyriakos
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Ding, Wenliang
1
Dotsis, George
1
Dufays, Arnaud
1
Fornari, Fabio
1
Fuhrer, Adrian
1
Ghosh, Anisha
1
Gillen, Benjamin J.
1
Gouriéroux, Christian
1
Granger, C. W. J.
1
Gu, Xinhua
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hock, Thorsten
1
Hung, Jui-cheng
1
Hurlin, Christophe
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
1
Kim, Chang-Jin
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Laurent, Jean-Paul
1
Li, Chen
1
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Journal of empirical finance
Journal of econometrics
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric theory
36
Finance research letters
34
Economics letters
31
Journal of banking & finance
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk
20
Econometric reviews
19
European journal of operational research : EJOR
19
Journal of forecasting
18
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
The econometrics journal
17
International journal of forecasting
16
The European journal of finance
16
Computational economics
14
Insurance / Mathematics & economics
14
Quantitative finance
14
Applied economics
13
Economic modelling
13
International journal of economics and financial issues : IJEFI
13
Econometrics : open access journal
12
Journal of mathematical finance
12
Journal of financial and quantitative analysis : JFQA
11
Journal of time series econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics letters
10
Financial markets and portfolio management
10
Journal of financial economics
10
International review of financial analysis
9
Risks : open access journal
9
The review of financial studies
9
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
The journal of risk model validation
8
Review of quantitative finance and accounting
7
Annals of financial economics
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ECONIS (ZBW)
33
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
4
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
7
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
8
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
9
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
10
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
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