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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"Portfolio selection"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Portfolio selection
Volatility
Theorie
3,304
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3,304
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2,220
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2,220
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1,447
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1,447
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1,089
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Bollerslev, Tim
27
Todorov, Viktor
24
Tauchen, George Eugene
20
Aït-Sahalia, Yacine
15
Andersen, Torben
14
Xiu, Dacheng
11
Shephard, Neil G.
10
Fan, Jianqing
9
Ghysels, Eric
9
Li, Jia
9
McAleer, Michael
9
Patton, Andrew J.
9
Engle, Robert F.
8
Li, Yingying
8
Meddahi, Nour
8
Mykland, Per A.
8
Bali, Turan G.
7
Bekaert, Geert
7
Gallant, A. Ronald
7
Kim, Donggyu
7
Maheu, John M.
7
Renò, Roberto
7
Sentana, Enrique
7
Stambaugh, Robert F.
7
Bakshi, Gurdip S.
6
Bandi, Federico M.
6
Cavaliere, Giuseppe
6
Christoffersen, Peter F.
6
Corsi, Fulvio
6
Francq, Christian
6
Gouriéroux, Christian
6
Hallin, Marc
6
Jacobs, Kris
6
Li, Wai Keung
6
Linton, Oliver
6
Timmermann, Allan
6
Zhou, Guofu
6
Ang, Andrew
5
Asai, Manabu
5
Boswijk, Herman Peter
5
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Conference on Realized Volatility <2006, Montréal>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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958
Journal of banking & finance
903
Energy economics
679
International review of financial analysis
675
Applied economics
564
International review of economics & finance : IREF
520
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The North American journal of economics and finance : a journal of financial economics studies
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452
European journal of operational research : EJOR
450
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436
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433
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384
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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Journal of risk and financial management : JRFM
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The review of financial studies
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Pacific-Basin finance journal
293
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The journal of portfolio management : a publication of Institutional Investor
280
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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271
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
Finance and stochastics
265
Management science : journal of the Institute for Operations Research and the Management Sciences
264
Risks : open access journal
249
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217
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198
International journal of finance & economics : IJFE
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ECONIS (ZBW)
981
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1
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
Saved in:
2
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
5
Bagged pretested portfolio selection
Kazak, Ekaterina
;
Pohlmeier, Winfried
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1116-1131
Persistent link: https://www.econbiz.de/10014448575
Saved in:
6
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
7
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
9
Cross-stock momentum and factor momentum
Yan, Jingda
;
Yu, Jialin
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014462602
Saved in:
10
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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