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~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~subject:"Multivariate distribution"
~subject:"Schätzung"
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ARCH model
Multivariate distribution
Schätzung
Correlation
22
Korrelation
22
Theorie
16
Theory
16
Capital income
15
Kapitaleinkommen
15
Portfolio selection
11
Portfolio-Management
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9
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factor models
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forecasting
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Andreou, Elena
1
Bu, Ruijun
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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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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Journal of financial econometrics
Economic modelling
69
Applied economics
67
Finance research letters
55
Energy economics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Journal of econometrics
45
Journal of banking & finance
41
Applied economics letters
38
International review of financial analysis
38
Research in international business and finance
38
Journal of empirical finance
37
Economics letters
36
Discussion paper series / IZA
35
International review of economics & finance : IREF
34
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of international financial markets, institutions & money
31
Working paper / National Bureau of Economic Research, Inc.
31
Insurance / Mathematics & economics
30
Discussion paper / Tinbergen Institute
29
NBER Working Paper
29
NBER working paper series
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of international money and finance
22
Journal of risk and financial management : JRFM
22
Risks : open access journal
22
CESifo working papers
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Working paper
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Discussion paper
16
Econometric reviews
15
IZA Discussion Papers
15
The European journal of finance
15
The journal of futures markets
14
Computational economics
13
The empirical economics letters : a monthly international journal of economics
13
Working paper series
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ECONIS (ZBW)
17
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1
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
2
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
3
Geographic
dependence
and diversification in house price returns : the role of leverage
Heinen, Andréas
;
Kim, Mi Lim
;
Hamadi, Malika
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi
;
Joe, Harry
;
Li, Guofu
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
Saved in:
6
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
7
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
8
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
9
Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
Saved in:
10
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
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