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Search: subject:"Varianzanalyse"
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Varianzanalyse
1,511
Analysis of variance
1,388
Theorie
629
Theory
595
Schätztheorie
287
Estimation theory
278
Volatilität
273
Portfolio-Management
270
Volatility
270
Portfolio selection
266
Schätzung
230
Korrelation
214
Estimation
213
Correlation
208
Kapitaleinkommen
183
Capital income
180
Zeitreihenanalyse
177
Prognoseverfahren
173
Forecasting model
168
Time series analysis
167
USA
131
Börsenkurs
129
Share price
123
United States
122
ARCH-Modell
100
ARCH model
95
Statistischer Test
82
Regressionsanalyse
77
Statistical test
77
Statistische Verteilung
72
Multivariate Analyse
71
Statistical distribution
71
Deutschland
70
CAPM
65
Optionspreistheorie
65
Multivariate analysis
64
Regression analysis
64
Risiko
64
Risikomaß
64
Risk measure
63
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Free
530
Undetermined
260
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Article
786
Book / Working Paper
728
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Article in journal
717
Aufsatz in Zeitschrift
717
Working Paper
397
Graue Literatur
367
Non-commercial literature
367
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337
Aufsatz im Buch
67
Book section
67
Hochschulschrift
63
Thesis
52
Lehrbuch
11
Collection of articles written by one author
9
Sammlung
9
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8
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4
Bibliografie enthalten
4
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4
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4
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3
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3
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3
Reprint
3
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2
Sammelwerk
2
Conference paper
1
Dissertation u.a. Prüfungsschriften
1
Doctoral Thesis
1
Konferenzbeitrag
1
Konferenzschrift
1
Market information
1
Marktinformation
1
Mehrbändiges Werk
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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English
1,390
German
106
Undetermined
10
French
5
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2
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1
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1
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Author
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Kapetanios, George
16
Ledoit, Olivier
16
Wolf, Michael
16
Schmid, Wolfgang
14
Caporin, Massimiliano
12
Ferrer-i-Carbonell, Ada
12
Hafner, Christian M.
12
Herwartz, Helmut
12
Bauwens, Luc
11
Bodnar, Taras
10
Christensen, Kim
10
Voev, Valeri
10
De Nard, Gianluca
9
Hartung, Joachim
9
Podolskij, Mark
9
Bollerslev, Tim
8
Gribisch, Bastian
8
Hautsch, Nikolaus
8
Hodrick, Robert J.
8
Opschoor, Anne
8
Watanabe, Toshiaki
8
Zeileis, Achim
8
Barndorff-Nielsen, Ole E.
7
Bonato, Matteo
7
Braione, Manuela
7
Fengler, Matthias R.
7
Frondel, Manuel
7
Gao, Jiti
7
Golosnoy, Vasyl
7
Inoue, Atsushi
7
Kyj, Lada M.
7
Liesenfeld, Roman
7
McAleer, Michael
7
Nielsen, Morten Ørregaard
7
Okhrin, Yarema
7
Oomen, Roel C. A.
7
Paterlini, Sandra
7
Patton, Andrew J.
7
Ranaldo, Angelo
7
Storti, Giuseppe
7
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National Bureau of Economic Research
10
Centre for Analytical Finance <Århus>
3
Queen Mary College / Department of Economics
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Forschungsinstitut zur Zukunft der Arbeit
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Canterbury / Dept. of Economics and Finance
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Dalhousie University / Research Seminar
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
1
Fachbuchverlag Leipzig in Carl Hanser GmbH & Co. KG
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institute of Cost and Management Accountants
1
Internationaler Währungsfonds
1
Judge Institute of Management Studies
1
London School of Economics and Political Science
1
Research Seminar on Multivariate Statistical Analysis <1, 1972, Halifax, Nova Scotia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer-Verlag GmbH
1
Université de Montréal / Département de sciences économiques
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Victoria University of Wellington / School of Economics and Finance
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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Journal of econometrics
36
Finance research letters
15
Working paper
15
Discussion paper / Tinbergen Institute
14
Journal of financial econometrics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Econometric reviews
9
European journal of operational research : EJOR
9
Quantitative finance
9
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
8
SFB 649 Discussion Paper
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
7
The European journal of finance
7
The review of economics and statistics
7
CORE discussion papers : DP
6
CREATES research paper
6
Global COE Hi-Stat discussion paper series
6
International journal of productivity and quality management : IJPQM
6
Journal of business ethics : JOBE
6
Research paper series / Swiss Finance Institute
6
Sage university papers / 7
6
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Source
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ECONIS (ZBW)
1,413
EconStor
62
USB Cologne (EcoSocSci)
39
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91
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
92
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
93
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:
94
Variance reduced Shapley value estimation for trustworthy data valuation
Wu, Mengmeng
;
Jia, Ruoxi
;
Lin, Changle
;
Huang, Wei
; …
- In:
Computers & operations research : and their …
159
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014455582
Saved in:
95
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
96
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
97
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
98
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:
99
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
100
The variance premiums' responses to the ECB monetary announcements
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of trade and global markets
17
(
2023
)
1
,
pp. 51-63
Persistent link: https://www.econbiz.de/10014287205
Saved in:
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