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Search: subject_exact:"Analysis of variance"
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Analysis of variance
15
Varianzanalyse
15
Estimation theory
7
Forecasting model
7
Prognoseverfahren
7
Schätztheorie
7
Volatility
7
Volatilität
7
Portfolio selection
6
Portfolio-Management
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Correlation
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Capital income
4
Estimation
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Kapitaleinkommen
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Schätzung
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Time series analysis
4
Zeitreihenanalyse
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Hedging
3
Realized variance
3
Risiko
3
Risk
3
Theorie
3
Theory
3
Aktienmarkt
2
Börsenkurs
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COVID-19
2
Coronavirus
2
Decomposition method
2
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Forecasting
2
Global minimum variance portfolio
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Minimum variance portfolio
2
Option pricing theory
2
Optionspreistheorie
2
Realized volatility
2
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Chiu, Wan-Yi
2
Gupta, Rangan
2
Pierdzioch, Christian
2
Bednarek, Ziemowit
1
Bodnar, Taras
1
Bouri, Elie
1
Cao, Jiling
1
Cheng, Lu
1
Gillas, Konstantinos Gkillas
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Hartkopf, Jan Patrick
1
Hou, Xinmeng
1
Jiang, Ching-hai
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Joo, Young C.
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Kim, Jeong-Hoon
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Liu, Ranran
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1
Oh, Jong-Min
1
Park, Sung Y.
1
Parolya, Nestor
1
Patel, Pratish
1
Qadan, Mahmoud
1
Reh, Laura
1
Salisu, Afees A.
1
Shuval, Kerem
1
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Thorsén, Erik
1
Wang, Xingchun
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Finance research letters
Journal of econometrics
36
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
Journal of empirical 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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Journal of the American Statistical Association : JASA
8
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
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
15
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15
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
3
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
4
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
5
Variance risk and the idiosyncratic volatility puzzle
Qadan, Mahmoud
;
Shuval, Kerem
- In:
Finance research letters
45
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014578075
Saved in:
6
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
7
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
8
A new measure of realized volatility : inertial and reverse realized semivariance
Luo, Xin
;
Tao, Yunqing
;
Zou, Kai
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
Saved in:
9
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
10
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
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