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~isPartOf:"International journal of business excellence"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~subject:"Correlation"
~subject:"Varianzanalyse"
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Correlation
Varianzanalyse
Analysis of variance
18
Korrelation
9
Theorie
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9
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
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realized covariance
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De Nard, Gianluca
2
Agrawal, Raj
1
Alves, Rafael P.
1
Bauwens, Luc
1
Brito, Diego S. de
1
Calzolari, Giorgio
1
Cenesizoglu, Tolga
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Gijo, E. V.
1
Gorgi, P.
1
Griffin, Jim
1
Gu, Xinhua
1
Halbleib, Roxana
1
Hansen, Peter Reinhard
1
Ibrushi, Denada
1
Janus, Paweł
1
Jiang, Binyan
1
Koopman, Siem Jan
1
Ledoit, Olivier
1
Lee, Jooh
1
Liu, Cheng
1
Liu, Jia
1
Lucas, André
1
Maheu, John M.
1
Medeiros, Marcelo C.
1
Opschoor, Anne
1
Otranto, Edoardo
1
Palandri, Alessandro
1
Pitta, Dennis A.
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Ribeiro, Ruy M.
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Roh, James Jungbae
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1
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1
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1
Shu, Lianjie
1
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1
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International journal of business excellence
Journal of financial econometrics
Journal of econometrics
36
Finance research letters
15
Working paper
15
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
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
The European journal of finance
7
The review of economics and statistics
7
CORE discussion papers : DP
6
CREATES research paper
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Global COE Hi-Stat discussion paper series
6
International journal of productivity and quality management : IJPQM
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Journal of business ethics : JOBE
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Research paper series / Swiss Finance Institute
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Sage university papers / 7
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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
Forecasting large realized covariance matrices : the benefits of factor models and shrinkage
Alves, Rafael P.
;
Brito, Diego S. de
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 696-742
Persistent link: https://www.econbiz.de/10015045177
Saved in:
4
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
5
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:
6
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
Saved in:
7
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
8
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:
9
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:
10
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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