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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Search: subject:"Multivariate Analyse"
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Portfolio-Management
Volatility
Multivariate Analyse
22
Multivariate analysis
22
Theorie
16
Theory
16
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10
ARCH-Modell
10
Capital income
9
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2
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2
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1
Chow, William W.
1
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1
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1
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1
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1
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1
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1
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1
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1
Taamouti, Abderrahim
1
Voev, Valeri
1
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1
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Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
19
Econometric reviews
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Discussion paper / Tinbergen Institute
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Insurance / Mathematics & economics
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International journal of forecasting
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7
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Economic modelling
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5
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4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
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4
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4
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4
The journal of futures markets
4
Astin bulletin : the journal of the International Actuarial Association
3
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CREATES research paper
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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International review of financial analysis
3
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Journal of financial econometrics
3
Research in international business and finance
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Research reports / LSE
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SFB 649 discussion paper
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
3
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
4
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
5
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
6
Comparing univariate and multivariate models to forecast portfolio value-at-risk
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 400-441
Persistent link: https://www.econbiz.de/10009745807
Saved in:
7
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
8
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
9
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
10
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
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