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Quantitative finance
Wirtschaft und Statistik : WISTA
100
Staff working paper / Bank of Canada
79
OECD Tax Statistics
66
IMF Working Papers
50
Discussion paper / Central Bureau voor de Statistiek
48
SpringerLink / Bücher
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Statistics in transition : an international journal of the Polish Statistical Association
44
NBER working paper series
43
Working paper / National Bureau of Economic Research, Inc.
42
Discussion paper series / IZA
40
NBER Working Paper
40
Kom / Kommission der Europäischen Gemeinschaften
39
OECD International Direct Investment Statistics
35
International Trade by Commodity Statistics
34
International journal of production research
32
United Nations publication
32
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
28
Voprosy statistiki : naučno-informacionnyj žurnal
28
Statisztikai szemle : a Központi Statisztikai Hivatal tudományos folyóirata
27
Working paper
27
European journal of operational research : EJOR
26
IMF working papers
25
Organizational research methods : ORM
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Springer eBook Collection
25
OECD International Development Statistics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
23
Monthly labor review : MLR
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OECD Employment and Labour Market Statistics
23
Statistical journal of the United Nations Economic Commission for Europe
23
IZA Discussion Paper
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The review of income and wealth : journal of the International Association for Research in Income and Wealth
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INSEE méthodes
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Journal of the American Statistical Association : JASA
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Manuals and guidelines
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Jahrbücher für Nationalökonomie und Statistik
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Oxford bulletin of economics and statistics
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Acta Universitatis Lodziensis / Folia oeconomica
18
Discussion paper / Tinbergen Institute
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Journal of applied econometrics
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f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
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2
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
3
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
4
CME iceberg order detection and prediction
Zotikov, Dmitry
;
Antonov, Anton
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1977-1992
Persistent link: https://www.econbiz.de/10012696802
Saved in:
5
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Saved in:
6
Improving forecasting performance of realized covariance with extensions of HAR-RCOV model : statistical significance and economic value
Zhang, Yaojie
;
Wei, Yu
;
Liu, Li
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1425-1438
Persistent link: https://www.econbiz.de/10012194796
Saved in:
7
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
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