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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
Estimation
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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591
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585
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585
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550
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550
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504
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462
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235
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219
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787
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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>
1
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Journal of econometrics
Journal of financial economics
Journal of banking & finance
903
Finance research letters
859
Energy economics
666
International review of financial analysis
641
Applied economics
561
Economic modelling
494
International review of economics & finance : IREF
480
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
443
Journal of empirical finance
426
Insurance / Mathematics & economics
418
The journal of futures markets
417
Applied economics letters
379
Journal of economic dynamics & control
377
Economics letters
375
Applied financial economics
368
Research in international business and finance
365
Quantitative finance
360
Journal of international financial markets, institutions & money
340
The journal of finance : the journal of the American Finance Association
336
Journal of risk and financial management : JRFM
335
Journal of international money and finance
329
The review of financial studies
308
The European journal of finance
303
Pacific-Basin finance journal
284
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
259
Risks : open access journal
249
Computational economics
206
Review of quantitative finance and accounting
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Applied mathematical finance
180
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ECONIS (ZBW)
789
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
9
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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