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~isPartOf:"Journal of financial econometrics"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Theorie"
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Bayesian inference
Kapitaleinkommen
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Calzolari, Giorgio
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Cenesizoglu, Tolga
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De Nard, Gianluca
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Griffin, Jim
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Gu, Xinhua
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Halbleib, Roxana
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Hansen, Peter Reinhard
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Journal of financial econometrics
Journal of econometrics
22
Journal of empirical finance
12
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Discussion paper / Tinbergen Institute
10
International journal of theoretical and applied finance
10
Journal of banking & finance
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
SFB 649 discussion paper
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of forecasting
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Working paper / National Bureau of Economic Research, Inc.
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Working paper series / University of Zurich, Department of Economics
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Applied economics letters
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The review of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economics letters
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Global COE Hi-Stat discussion paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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European journal of operational research : EJOR
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Reihe Quantitative Ökonomie : Ökon
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Research notes in economics & statistics
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Theorien und Methoden der Betriebswirtschaft : Handbuch für Wissenschaftler und Studierende
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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1
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
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:
3
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
4
Bayesian nonparametric estimation of ex post variance
Griffin, Jim
;
Liu, Jia
;
Maheu, John M.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 823-859
Persistent link: https://www.econbiz.de/10012799051
Saved in:
5
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
6
Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
Saved in:
7
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
8
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
9
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
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