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type_genre:"Graue Literatur"
~isPartOf:"Journal of financial econometrics"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Search: subject_exact:"Stichprobentheorie"
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Statistischer Test
Sampling
7
Stichprobenerhebung
7
Estimation theory
6
Schätztheorie
6
Robust statistics
5
Robustes Verfahren
5
Risikoprämie
4
Risk premium
4
Statistical test
4
Analysis of variance
1
Börsenkurs
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Cointegration
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Correlation
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Estimation
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Kointegration
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Korrelation
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Markowitz portfolio selection
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Portfolio selection
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Stochastischer Prozess
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Theorie
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Theory
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Time series analysis
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blockbuster
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continuous-time model
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external validity
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high-frequency data
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integration
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large-dimensional covariance matrix estimation
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linear and nonlinear shrinkage
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price discovery
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robust estimation
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Article
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Graue Literatur
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English
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
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Journal of financial econometrics
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
9
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Econometric reviews
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Journal of econometrics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The econometrics journal
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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International journal of production research
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International journal of productivity and quality management : IJPQM
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International journal of quality & reliability management
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Journal of applied econometrics
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
4
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
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