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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
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270
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266
Schätzung
230
Korrelation
214
Estimation
213
Correlation
208
Kapitaleinkommen
183
Capital income
180
Zeitreihenanalyse
177
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173
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168
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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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530
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260
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Article
786
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728
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717
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397
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67
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63
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52
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1
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1
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Marktinformation
1
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1
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English
1,390
German
106
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10
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5
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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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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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41
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41
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
42
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
43
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
44
Evaluation of volatility spillovers for asymmetric realized covariance
Maki, Daiki
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014581009
Saved in:
45
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
46
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:
47
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:
48
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
49
Forecasting international stock market variances
Bekaert, Geert
;
Xu, Nancy
;
Ye, Tiange
-
2024
Persistent link: https://www.econbiz.de/10014536734
Saved in:
50
Forecasting large realized covariance matrices : the benefits of factor models and shrinkage
Alves, Rafael P.
;
Brito, Diego S. de
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 696-742
Persistent link: https://www.econbiz.de/10015045177
Saved in:
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