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~isPartOf:"Advances in statistical analysis : AStA ; a journal of the German Statistical Society"
~isPartOf:"Journal of financial econometrics"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Search: subject_exact:"Kovarianzanalyse"
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Bayesian inference
Kapitaleinkommen
Schätzung
Analysis of variance
18
Varianzanalyse
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Theorie
10
Theory
10
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9
Korrelation
9
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factor models
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forecasting
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realized covariance
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Multivariate Analyse
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multivariate GARCH
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Bodnar, Olha
1
Bodnar, Taras
1
Calzolari, Giorgio
1
Cenesizoglu, Tolga
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Gorgi, P.
1
Griffin, Jim
1
Gu, Xinhua
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Hansen, Peter Reinhard
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1
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1
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1
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
Journal of financial econometrics
Journal of econometrics
15
Discussion paper / Tinbergen Institute
10
Journal of banking & finance
9
Journal of empirical finance
9
Finance research letters
6
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Journal of applied econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
Jiang, Binyan
;
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
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
4
Bayesian nonparametric estimation of ex post variance
Griffin, Jim
;
Liu, Jia
;
Maheu, John M.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 823-859
Persistent link: https://www.econbiz.de/10012799051
Saved in:
5
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
6
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
7
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
8
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
9
Statistical inference procedure for the mean-variance efficient frontier with estimated parameters
Bodnar, Olha
;
Bodnar, Taras
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
3
,
pp. 295-306
Persistent link: https://www.econbiz.de/10003888645
Saved in:
10
GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany
Pannenberg, Markus
;
Spieß, Martin
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 427-447
Persistent link: https://www.econbiz.de/10003910573
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