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~isPartOf:"Journal of empirical finance"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Theoretisches Modell"
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Estimation theory
Portfolio-Management
VAR model
Zeitreihenanalyse
Theorie
421
Theory
421
Capital income
115
Kapitaleinkommen
115
Estimation
100
Schätzung
100
Portfolio selection
94
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81
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81
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79
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Stochastischer Prozess
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Gouriéroux, Christian
3
Koop, Gary
3
Nijman, Theodore E.
3
Wang, Yudong
3
Bernardi, Mauro
2
Conlon, Thomas
2
Horst, Jenke R. ter
2
Kim, Chang-Jin
2
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2
Phillips, Peter C. B.
2
Roon, Frans de
2
Scaillet, Olivier
2
Scherer, Bernd
2
Taylor, Robert
2
Wu, Chongfeng
2
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1
Ammann, Manuel
1
Antell, Jan
1
Arakelian, V.
1
Asgharian, Hossein
1
Astill, Sam
1
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1
Ball, Clifford A.
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
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1
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1
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1
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
Economics letters
724
Journal of econometrics
711
Econometric theory
433
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
425
International journal of forecasting
365
Working paper / National Bureau of Economic Research, Inc.
338
European journal of operational research : EJOR
317
NBER working paper series
306
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
303
Insurance / Mathematics & economics
298
Journal of economic dynamics & control
297
Discussion paper / Tinbergen Institute
293
Journal of banking & finance
285
Journal of forecasting
277
Econometric reviews
271
NBER Working Paper
259
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230
Journal of applied econometrics
230
Finance research letters
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Applied economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
200
Discussion paper / Centre for Economic Policy Research
186
Working paper
183
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
The review of economics and statistics
164
International journal of theoretical and applied finance
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
Finance and stochastics
161
Oxford bulletin of economics and statistics
154
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
152
Discussion paper / Center for Economic Research, Tilburg University
151
Journal of quantitative economics : official journal of the Indian Econometric Society
149
Computational economics
148
Quantitative finance
142
Management science : journal of the Institute for Operations Research and the Management Sciences
138
Risks : open access journal
136
The journal of finance : the journal of the American Finance Association
135
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
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ECONIS (ZBW)
154
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
;
Näf, Jeffrey
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Saved in:
3
Aggregate portfolio choice
Inkmann, Joachim
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578534
Saved in:
4
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
5
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Portfolio allocation over the life cycle with multiple late-in-life saving motives
Lee, Minjoon
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477088
Saved in:
10
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
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