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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics"
~person:"Gospodinov, Nikolaj"
~person:"Wolf, Michael"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
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2
Efficient sorting : a more powerful test for cross-sectional anomalies
Ledoit, Olivier
;
Wolf, Michael
;
Zhao, Zhao
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 645-686
Persistent link: https://www.econbiz.de/10012152240
Saved in:
3
Bootstrap unit root tests in models with GARCH (1,1) errors
Gospodinov, Nikolaj
;
Tao, Ye
- In:
Econometric reviews
30
(
2011
)
4
,
pp. 379-405
Persistent link: https://www.econbiz.de/10009130266
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