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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~person:"Engle, Robert F."
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Portfolio selection
Volatilität
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3
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Engle, Robert F.
Lucas, André
6
Bali, Turan G.
5
Jiang, George J.
5
Post, Thierry
5
Elton, Edwin J.
4
Gruber, Martin Jay
4
Li, Wai Keung
4
Zhang, Xiaoyan
4
Bollerslev, Tim
3
Chan, Joshua
3
Christoffersen, Peter F.
3
Cici, Gjergji
3
Corsi, Fulvio
3
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3
Feunou, Bruno
3
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3
Han, Yufeng
3
Jacobs, Kris
3
Koopman, Siem Jan
3
Lunde, Asger
3
Moffitt, Robert A.
3
Shephard, Neil G.
3
Statman, Meir
3
Stivers, Christopher T.
3
Subrahmanyam, Avanidhar
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Zhou, Guofu
3
Abowd, John M.
2
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Bakshi, Gurdip S.
2
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2
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2
Bauwens, Luc
2
Bekaert, Geert
2
Bhattacharya, Utpal
2
Bick, Avi
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial and quantitative analysis : JFQA
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of financial studies
3
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of economics and statistics
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Advances in futures and options research : a research annual
1
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Econometrics : open access journal
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Journal of banking & finance
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Journal of financial econometrics
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Journal of financial economics
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Journal of risk
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Review of derivatives research
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
4
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1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
3
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
4
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
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