//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Covariance-based orthogonality...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Regression analysis
74
Regressionsanalyse
72
Estimation
27
Schätzung
27
Forecasting model
24
Prognoseverfahren
24
Capital income
20
Kapitaleinkommen
20
Volatility
19
Volatilität
19
Quantile regression
18
Analysis of variance
14
Varianzanalyse
14
Estimation theory
13
Schätztheorie
13
Welt
13
World
13
Theorie
12
Theory
12
Aktienmarkt
10
Panel
10
Panel study
10
Portfolio selection
10
Portfolio-Management
10
Risiko
10
Risk
10
Stock market
10
Börsenkurs
9
Correlation
9
Korrelation
9
Risikomaß
9
Risk measure
9
Share price
9
China
8
Coronavirus
7
Hedging
7
Virtual currency
7
Virtuelle Währung
7
Emerging economies
5
Financial crisis
5
more ...
less ...
Online availability
All
Undetermined
80
Free
2
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
88
Aufsatz in Zeitschrift
88
Language
All
English
88
Author
All
Gupta, Rangan
9
Bouri, Elie
4
Pierdzioch, Christian
4
Dang, Rey
3
Hjalmarsson, Erik
3
Ammari, Aymen
2
Bossman, Ahmed
2
Bruna, Maria Giuseppina
2
Cepoi, Cosmin Octavian
2
Chiu, Wan-Yi
2
Houanti, L'Hocine
2
Ji, Qiang
2
Teplova, Tamara V.
2
Wei, Yu
2
Zhang, Hui
2
Abdennadher, Sonia
1
Abid, Ilyes
1
Ajide, Folorunsho M.
1
Anghel, Dan Gabriel
1
Anh Mai Ngoc
1
Aslanidis, Nektarios
1
Ayadi, Imen
1
Azimli, Asil
1
Bakke, Tor-Erik
1
Bampinas, Georgios
1
Bednarek, Ziemowit
1
Bekiros, Stelios
1
Ben Hamad, Salah
1
Ben Hmiden, Oussama
1
Ben Lahouel, Bechir
1
Ben-Ahmed, Kais
1
Blanco, Roberto
1
Bodnar, Taras
1
Bruna, Maria-Giuseppina
1
Cao, Jiling
1
Cepni, Oguzhan
1
Cheikh, Nidhaleddine Ben
1
Chen, Yijing
1
Chen, Yongfei
1
Cheng, Lu
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
524
Economics letters
228
Discussion paper series / IZA
197
CEMMAP working papers / Centre for Microdata Methods and Practice
166
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Applied economics
151
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
149
Econometric reviews
120
Applied economics letters
118
Journal of the American Statistical Association : JASA
114
NBER working paper series
111
IZA Discussion Paper
102
International journal of forecasting
101
Economic modelling
99
NBER Working Paper
99
Working paper
98
The econometrics journal
86
European journal of operational research : EJOR
83
Discussion paper / Tinbergen Institute
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Working paper / National Bureau of Economic Research, Inc.
81
Energy economics
79
IMF Working Papers
78
Cowles Foundation discussion paper
73
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
68
CESifo working papers
67
Journal of forecasting
63
Discussion papers of interdisciplinary research project 373
62
Journal of applied econometrics
58
Journal of risk and financial management : JRFM
56
SFB 649 discussion paper
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Discussion paper
52
Cowles Foundation Discussion Paper
50
Working paper / Department of Econometrics and Business Statistics, Monash University
49
Computational economics
48
Empirical economics : a quarterly journal of the Institute for Advanced Studies
46
Oxford bulletin of economics and statistics
46
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
2
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
3
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit
;
Patel, Pratish
- In:
Finance research letters
24
(
2018
),
pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
Saved in:
4
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
5
On the weight sign of the global minimum variance portfolio
Chiu, Wan-Yi
;
Jiang, Ching-hai
- In:
Finance research letters
19
(
2016
),
pp. 241-246
Persistent link: https://www.econbiz.de/10011657693
Saved in:
6
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
7
Variance risk and the idiosyncratic volatility puzzle
Qadan, Mahmoud
;
Shuval, Kerem
- In:
Finance research letters
45
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014578075
Saved in:
8
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
9
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
10
A new measure of realized volatility : inertial and reverse realized semivariance
Luo, Xin
;
Tao, Yunqing
;
Zou, Kai
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->