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~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Portfolio-Management
Schätzung
Capital income
89
Kapitaleinkommen
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44
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44
Estimation
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Estimation theory
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Todorov, Viktor
5
Xiu, Dacheng
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Andersen, Torben
3
Bollerslev, Tim
3
Li, Yingying
3
Aït-Sahalia, Yacine
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Meddahi, Nour
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Journal of econometrics
Finance research letters
298
Journal of banking & finance
197
International review of financial analysis
196
Journal of financial economics
164
International review of economics & finance : IREF
150
Journal of empirical finance
134
The North American journal of economics and finance : a journal of financial economics studies
129
Pacific-Basin finance journal
126
Applied economics
122
Discussion paper / Centre for Economic Policy Research
118
Research in international business and finance
115
Management science : journal of the Institute for Operations Research and the Management Sciences
99
Economic modelling
93
Applied economics letters
86
Discussion papers / CEPR
84
Journal of international financial markets, institutions & money
84
The journal of asset management
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Working paper / National Bureau of Economic Research, Inc.
70
The European journal of finance
65
Journal of financial markets
61
Economics letters
59
Energy economics
59
SpringerLink / Bücher
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Review of quantitative finance and accounting
58
Quantitative finance
57
Journal of international money and finance
52
Journal of financial and quantitative analysis : JFQA
45
International journal of economics and finance
44
International journal of finance & economics : IJFE
44
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
International journal of forecasting
37
Investment management and financial innovations
37
Journal of economic dynamics & control
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Global finance journal
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The journal of asset management : a major new, international quarterly journal for the financial community
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Managerial finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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21
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
22
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
23
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
24
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
25
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
26
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
27
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
Saved in:
28
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
29
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
30
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
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