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  • Search: subject:"Varianzanalyse"
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Year of publication
Subject
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Varianzanalyse 1,857 Analysis of variance 1,733 Theorie 718 Theory 684 Schätztheorie 465 Estimation theory 456 Volatilität 422 Volatility 419 Portfolio-Management 327 Portfolio selection 323 Schätzung 287 Estimation 271 Korrelation 265 Correlation 259 Prognoseverfahren 215 Forecasting model 210 Zeitreihenanalyse 209 Kapitaleinkommen 200 Time series analysis 199 Capital income 197 Börsenkurs 157 ARCH-Modell 156 ARCH model 151 Share price 150 USA 127 United States 118 Regressionsanalyse 112 Monte Carlo simulation 111 Monte-Carlo-Simulation 111 Stochastischer Prozess 106 Stochastic process 105 Optionspreistheorie 100 Regression analysis 99 Statistischer Test 99 Option pricing theory 97 Statistical test 94 CAPM 88 Multivariate Analyse 82 Risiko 82 Risk 82
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Online availability
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Free 685 Undetermined 370 CC license 23
Type of publication
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Article 992 Book / Working Paper 869
Type of publication (narrower categories)
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Article in journal 912 Aufsatz in Zeitschrift 912 Working Paper 431 Graue Literatur 399 Non-commercial literature 399 Arbeitspapier 371 Aufsatz im Buch 71 Book section 71 Hochschulschrift 63 Thesis 51 Lehrbuch 11 Collection of articles written by one author 9 Sammlung 9 Textbook 8 Aufsatzsammlung 4 Bibliografie enthalten 4 Bibliography included 4 Collection of articles of several authors 4 Forschungsbericht 4 Sammelwerk 4 Case study 3 Einführung 3 Fallstudie 3 Reprint 3 Article 1 Conference paper 1 Dissertation u.a. Prüfungsschriften 1 Doctoral Thesis 1 Konferenzbeitrag 1 Konferenzschrift 1 Market information 1 Marktinformation 1 Mehrbändiges Werk 1 Multi-volume publication 1 Research Report 1 Systematic review 1 Tabelle 1 Übersichtsarbeit 1
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Language
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English 1,735 German 108 Undetermined 10 French 5 Spanish 2 Polish 1 Slovenian 1
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Author
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Kapetanios, George 15 Schmid, Wolfgang 15 Hafner, Christian M. 13 Caporin, Massimiliano 12 Ferrer-i-Carbonell, Ada 12 Herwartz, Helmut 12 Bauwens, Luc 11 Bodnar, Taras 11 Christensen, Kim 11 Golosnoy, Vasyl 11 Gribisch, Bastian 11 Hartung, Joachim 11 Liesenfeld, Roman 11 Croux, Christophe 10 Hodrick, Robert J. 10 Linton, Oliver 10 Voev, Valeri 10 Fengler, Matthias 9 Gao, Jiti 9 Opschoor, Anne 9 Podolskij, Mark 9 Bonato, Matteo 8 Hansen, Peter Reinhard 8 Hautsch, Nikolaus 8 Inoue, Atsushi 8 Oomen, Roel C. A. 8 Potter, Simon M. 8 Watanabe, Toshiaki 8 Zeileis, Achim 8 Barndorff-Nielsen, Ole E. 7 Bollerslev, Tim 7 Boudt, Kris 7 Dijk, Dick van 7 Frondel, Manuel 7 Gupta, Rangan 7 Kyj, Lada M. 7 Lucas, André 7 Mammen, Enno 7 McAleer, Michael 7 Nielsen, Morten Ørregaard 7
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Institution
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National Bureau of Economic Research 14 Queen Mary College / Department of Economics 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Centre for Analytical Finance <Århus> 2 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 Central Bank 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 48 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 20 Finance research letters 19 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 18 International journal of theoretical and applied finance 16 Discussion paper / Tinbergen Institute 15 Economics letters 14 Journal of banking & finance 14 Journal of empirical finance 14 Journal of financial econometrics : official journal of the Society for Financial Econometrics 14 NBER working paper series 14 Working paper 14 Econometric reviews 13 Journal of financial econometrics 13 NBER Working Paper 13 Working paper / National Bureau of Economic Research, Inc. 13 Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series 12 Organizational research methods : ORM 12 Applied economics 11 Econometric theory 11 International journal of hospitality management 11 Quantitative finance 11 SFB 649 discussion paper 11 Applied mathematical finance 10 International journal of forecasting 10 CEMMAP working papers / Centre for Microdata Methods and Practice 9 CREATES research paper 9 Economic modelling 9 European journal of operational research : EJOR 9 International journal of productivity and quality management : IJPQM 9 Journal of the American Statistical Association : JASA 9 Mathematical finance : an international journal of mathematics, statistics and financial theory 9 The European journal of finance 9 Applied economics letters 8 Computational economics 8 Operations research letters 8 SFB 649 Discussion Paper 8 The review of economics and statistics 8 The review of financial studies 8 Working paper / Department of Econometrics and Business Statistics, Monash University 8
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Source
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ECONIS (ZBW) 1,759 EconStor 63 USB Cologne (EcoSocSci) 39
Showing 31 - 40 of 1,861
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Arbeitsbedingungen und gesundheitliche Beschwerden in Basisarbeit: Eine sektorübergreifende Untersuchung im Dienstleistungsbereich
Lück, Marcel; Hünefeld, Lena; Kaboth, Arthur - In: Zeitschrift für Arbeitswissenschaft 77 (2023) 4, pp. 553-566
In diesem Beitrag werden Arbeitsanforderungen, Ressourcen und Gesundheit von Basisarbeitenden in den Dienstleistungssektoren Handel, Finanzwesen und öffentliche Dienstleistungen untersucht. Als Datengrundlage dient die aktuelle Erhebung der BIBB/BAuA-Erwerbstätigenbefragung 2018, eine...
Persistent link: https://www.econbiz.de/10015180682
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Oil Tail Risks and the Realized Variance of Consumer Prices in Advanced Economies
Salisu, Afees; Ogbonna, Ahamuefula Ephraim; Vo, Xuan Vinh - 2023
In this study, we examine the nexus between oil tail risks and the realized variance of consumer prices in six advanced economies, namely, Canada, France, Germany, Japan, the United Kingdom, and the United States. Importantly, we estimate the oil tail risks following the Conditional...
Persistent link: https://www.econbiz.de/10014354878
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Forecasting Earnings Variance : Quantile-Based Vs. Residuals-Based Variance Proxies
Brunke, Luca - 2023
The aim of this study is to analyze different forecasting approaches for the variance of future earnings, compare the respective forecast accuracy and test whether the forecasted information are relevant to equity or debt markets. The results, in line with former research, indicate that...
Persistent link: https://www.econbiz.de/10014355565
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Treatment Effect Estimation with Censored Outcome and Covariate Selection
Li, Li; Shi, Pengfei; Fan, Qingliang; Zhong, Wei - 2023
Covariates selection is essential when faced with many variables in modern causal inference in a data-rich environment. Particularly, the efficiency of the average causal effect (ACE) can be improved by including covariates only related to the outcome and reduced by including covariates related...
Persistent link: https://www.econbiz.de/10014358184
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An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William; Broby, Daniel - In: Quantitative finance 23 (2023) 3, pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
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Higher moment connectedness of cryptocurrencies : a time-frequency approach
Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: Journal of economics and finance : JEF 47 (2023) 3, pp. 793-814
Persistent link: https://www.econbiz.de/10014380684
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Pricing of pseudo-swaps based on pseudo-statistics
Franco, Sebastian; Sviščuk, Anatolij - In: Risks : open access journal 11 (2023) 8, pp. 1-30
The main problem in pricing variance, volatility, and correlation swaps is how to determine the evolution of the stochastic processes for the underlying assets and their volatilities. Thus, sometimes it is simpler to consider pricing of swaps by so-called pseudo-statistics, namely, the...
Persistent link: https://www.econbiz.de/10014370400
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Generalized ratio-product cum regression variance estimator in two-phase sampling
Muhammad, Isah - In: CBN journal of applied statistics 14 (2023) 2, pp. 73-101
This study develops a flexible and efficient generalized ratio-product cum regression-type estimator of population variance utilizing auxiliary variable in two-phase sampling that incorporates the properties of ratio-type and product-type estimators. The properties of the estimator were derived...
Persistent link: https://www.econbiz.de/10015393784
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Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
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Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning; Li, Degui; Fryzlewicz, Piotr - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
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