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~isPartOf:"Barcelona GSE working paper series : working paper"
~isPartOf:"Journal of econometrics"
~subject:"Multivariate Analyse"
~subject:"Share price"
~subject:"Statistical inference"
~subject:"Statistical test"
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Multivariate Analyse
Share price
Statistical inference
Statistical test
Analysis of variance
38
Varianzanalyse
38
Estimation theory
20
Schätztheorie
20
Volatility
17
Volatilität
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1
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Barcelona GSE working paper series : working paper
Journal of econometrics
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper series / University of Zurich, Department of Economics
6
International journal of theoretical and applied finance
5
Discussion paper / Tinbergen Institute
4
Journal of banking & finance
4
Reihe Quantitative Ökonomie : Ökon
4
CEA_372Cass working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Econometric reviews
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3
International journal of forecasting
3
Journal of empirical finance
3
SFB 649 discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
The journal of finance : the journal of the American Finance Association
3
The review of economics and statistics
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
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2
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2
Econometric theory
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Economics letters
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International journal of production research
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of financial econometrics
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Journal of forecasting
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NBER working paper series
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Risks : open access journal
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The European journal of finance
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The Japanese economic review : the journal of the Japanese Economic Association
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The review of financial studies
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers on finance
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AFA 2011 Denver Meetings Paper
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ECONIS (ZBW)
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1
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
2
Overlap in observational studies with high-dimensional covariates
D'Amour, Alexander
;
Ding, Peng
;
Feller, Avi
;
Lei, Lihua
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 644-654
Persistent link: https://www.econbiz.de/10012619253
Saved in:
3
High dimensional minimum variance portfolio estimation under statistical factor models
Ding, Yi
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012619723
Saved in:
4
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
5
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
6
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
7
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
8
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
Saved in:
9
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
Saved in:
10
Testing super-diagonal structure in high dimensional covariance matrices
He, Jing
;
Chen, Song Xi
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 283-297
Persistent link: https://www.econbiz.de/10011705144
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