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~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
2,468
Theory
2,468
Estimation theory
1,630
Schätztheorie
1,630
USA
1,055
United States
1,055
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712
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707
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699
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699
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591
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789
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Bollerslev, Tim
25
Todorov, Viktor
21
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
15
Andersen, Torben
13
Xiu, Dacheng
10
McAleer, Michael
9
Patton, Andrew J.
9
Li, Yingying
8
Meddahi, Nour
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Shephard, Neil G.
7
Stambaugh, Robert F.
7
Bali, Turan G.
6
Bekaert, Geert
6
Cavaliere, Giuseppe
6
Fan, Jianqing
6
Gallant, A. Ronald
6
Kim, Donggyu
6
Linton, Oliver
6
Renò, Roberto
6
Sentana, Enrique
6
Zhou, Guofu
6
Ang, Andrew
5
Asai, Manabu
5
Bakshi, Gurdip S.
5
Bandi, Federico M.
5
Christoffersen, Peter F.
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jacobs, Kris
5
Maheu, John M.
5
Pedersen, Lasse Heje
5
Quaedvlieg, Rogier
5
Taylor, Robert
5
Timmermann, Allan
5
Zakoïan, Jean-Michel
5
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
Journal of financial economics
Finance research letters
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
Economic modelling
499
The North American journal of economics and finance : a journal of financial economics studies
453
International journal of theoretical and applied finance
452
European journal of operational research : EJOR
450
The journal of futures markets
436
Journal of empirical finance
433
Insurance / Mathematics & economics
418
Applied economics letters
384
Journal of economic dynamics & control
379
Economics letters
375
Quantitative finance
370
Applied financial economics
368
Research in international business and finance
365
Journal of international financial markets, institutions & money
344
The journal of finance : the journal of the American Finance Association
339
Journal of international money and finance
338
Journal of risk and financial management : JRFM
335
The European journal of finance
313
The review of financial studies
308
Pacific-Basin finance journal
293
The journal of asset management
282
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
276
Journal of financial and quantitative analysis : JFQA
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
Computational economics
217
Review of quantitative finance and accounting
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
International journal of finance & economics : IJFE
187
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ECONIS (ZBW)
789
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21
Market power in wholesale funding : a structural perspective from the triparty repo market
Huber, Amy Wang
- In:
Journal of financial economics
149
(
2023
)
2
,
pp. 235-259
Persistent link: https://www.econbiz.de/10014336586
Saved in:
22
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
23
The modern mutual fund family
Dannhauser, Caitlin D.
;
Spilker, Harold D.
- In:
Journal of financial economics
148
(
2023
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014282355
Saved in:
24
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
25
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
26
Mutual fund performance at long horizons
Bessembinder, Hendrik
;
Cooper, Michael J.
;
Zhang, Feng
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 132-158
Persistent link: https://www.econbiz.de/10013546026
Saved in:
27
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
28
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
29
Priced risk in corporate bonds
Dickerson, Alexander
;
Mueller, Philippe
;
Robotti, Cesare
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462590
Saved in:
30
Reaching for yield and the housing market : evidence from 18th-century Amsterdam
Korevaar, Matthijs
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 273-296
Persistent link: https://www.econbiz.de/10014335746
Saved in:
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