//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of asset management"
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:"Kovarianz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Correlation
46
Korrelation
46
Theorie
21
Theory
21
Capital income
18
Kapitaleinkommen
18
Portfolio selection
18
Portfolio-Management
18
Estimation theory
15
Schätztheorie
15
Volatility
14
Volatilität
14
Estimation
13
Schätzung
13
ARCH model
11
ARCH-Modell
11
Time series analysis
11
Zeitreihenanalyse
11
Analysis of variance
9
Varianzanalyse
9
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Aktienmarkt
6
Factor analysis
6
Faktorenanalyse
6
Statistical test
6
Statistischer Test
6
Stock market
6
CAPM
5
Panel
5
Panel study
5
multivariate GARCH
4
Aktienindex
3
Credit risk
3
Kreditrisiko
3
Stock index
3
correlation
3
factor models
3
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
46
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Language
All
English
46
Author
All
Ledoit, Olivier
3
McMillan, David G.
3
Kakushadze, Zura
2
McMillan, Fiona J.
2
Wolf, Michael
2
Zhao, Zhao
2
Agrawal, Raj
1
Anatolyev, Stanislav
1
Andreou, Elena
1
Asai, Manabu
1
Bauwens, Luc
1
Born, Benjamin
1
Brechmann, E. C.
1
Breitung, Jörg
1
Caballero-Pintado, M. Victoria
1
Cai, Haotian
1
Caner, Mehmet
1
Catani, Paul
1
Chang, Yoosoon
1
Chen, Bin
1
De Groote, Tom
1
De Nard, Gianluca
1
Demirovic, Amer
1
Ding, Zhuanxin
1
Esposito, Marcello
1
Evans, P.
1
Everaert, Gerdie
1
Fabozzi, Francesco A.
1
Gagliardini, Patrick
1
Ghysels, Eric
1
Gorgi, P.
1
Gu, Xinhua
1
Han, Xu
1
Hansen, Anne Lundgaard
1
Hansen, Peter Reinhard
1
Hartl, Tobias
1
Heiden, M.
1
Humpe, Andreas
1
Janus, Paweł
1
Jiang, Hui
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of financial econometrics
The journal of asset management
Finance research letters
69
Journal of econometrics
64
Economic modelling
39
Applied economics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Economics letters
36
International review of economics & finance : IREF
34
International review of financial analysis
34
Research in international business and finance
31
Applied economics letters
28
Computational economics
28
Journal of banking & finance
28
Discussion paper / Centre for Economic Policy Research
26
Energy economics
26
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
21
International journal of forecasting
19
Quantitative finance
17
European journal of operational research : EJOR
16
Working paper / National Bureau of Economic Research, Inc.
15
Journal of international financial markets, institutions & money
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Global finance journal
12
The journal of futures markets
12
Discussion papers / CEPR
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Econometric theory
10
Emerging markets, finance and trade : EMFT
10
Journal of economic dynamics & control
10
Journal of international money and finance
10
Journal of mathematical finance
10
The econometrics journal
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of financial markets
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
4
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
5
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
6
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
7
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
8
Risk reduction and efficiency increase in large portfolios : gross-exposure constraints and shrinkage of the covariance matrix
Zhao, Zhao
;
Ledoit, Olivier
;
Jiang, Hui
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10013542850
Saved in:
9
Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
Saved in:
10
The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10012878194
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->