//--> //--> //--> //-->
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
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
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:"Analysis of variance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
35
Varianzanalyse
35
Theorie
17
Theory
17
Estimation theory
15
Schätztheorie
15
Correlation
11
Korrelation
11
Portfolio selection
10
Portfolio-Management
10
Capital income
9
Estimation
9
Kapitaleinkommen
9
Schätzung
9
Volatility
8
Volatilität
8
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Multivariate Analyse
5
Multivariate analysis
5
Prognoseverfahren
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
4
CAPM
4
Decomposition method
4
Dekompositionsverfahren
4
Share price
4
USA
4
United States
4
Market microstructure
3
Marktmikrostruktur
3
Sampling
3
Stichprobenerhebung
3
Bayes-Statistik
2
Bayesian inference
2
Deutschland
2
Factor analysis
2
Faktorenanalyse
2
more ...
less ...
Online availability
All
Undetermined
10
Free
4
Type of publication
All
Article
31
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
35
Author
All
Gribisch, Bastian
2
Adcock, Christopher
1
Bessler, Wolfgang
1
Bonato, Matteo
1
Bos, Charles S.
1
Boudt, Kris
1
Candelon, Bertrand
1
Caporin, Massimiliano
1
Chen, Song Xi
1
Cheng, Ming-yen
1
Conlon, Thomas
1
Corsi, Fulvio
1
Croux, Christophe
1
De Nard, Gianluca
1
Ferrer-i-Carbonell, Ada
1
Frick, Joachim R.
1
Fuller, Wayne A.
1
Galeano, Pedro
1
Goebel, Jan
1
Golosnoy, Vasyl
1
Gouriéroux, Christian
1
Hafner, Christian M.
1
Halbleib, Roxana
1
Hansen, Peter Reinhard
1
Hartkopf, Jan Patrick
1
Hjalmarsson, Erik
1
Hurlin, Christophe
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jouneau, Frédéric
1
Kim, Jae Kwang
1
Konstantopoulos, Spyros
1
Koopman, Siem Jan
1
Laurent, Sébastien
1
Levina, Elizaveta
1
Liesenfeld, Roman
1
Liu, Ruixue
1
Lunde, Asger
1
Mangat, Manveer Kaur
1
Martins, Pedro S.
1
more ...
less ...
Institution
All
Forschungsinstitut zur Zukunft der Arbeit
2
Published in...
All
Discussion paper series / IZA
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of the American Statistical Association : JASA
Journal of econometrics
36
Finance research letters
15
Working paper
15
Journal of financial econometrics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
10
International journal of productivity and quality management : IJPQM
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Econometric reviews
9
European journal of operational research : EJOR
9
Quantitative finance
9
NBER Working Paper
8
Organizational research methods : ORM
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
7
Psychometrika
7
The European journal of finance
7
The review of economics and statistics
7
CORE discussion papers : DP
6
CREATES research paper
6
Global COE Hi-Stat discussion paper series
6
International journal of business excellence
6
Journal of business ethics : JOBE
6
Research paper series / Swiss Finance Institute
6
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
3
Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Journal of empirical finance
59
(
2020
),
pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
Saved in:
4
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
5
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
6
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
7
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
8
Monitoring multivariate variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Saved in:
9
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
10
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of empirical finance
38
(
2016
),
pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->