//--> //--> //-->
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
Autoregressive conditional bet...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
2
Estimation theory
2
Korrelation
2
Schätztheorie
2
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Robust statistic
1
Robust statistics
1
Robustes Verfahren
1
Statistical method
1
Statistical theory
1
Statistische Methode
1
Statistische Methodenlehre
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kim, Tae-hwan
2
Kim, Yunmi
2
Ergün, Tolga
1
Huo, Lijuan
1
Published in...
All
Finance research letters
Working papers / Economic Research Institute, College of Business and Economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
2
Applied economics
1
Econometrics Journal
1
Finance Research Letters
1
Financial markets and portfolio management
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in Nonlinear Dynamics & Econometrics
1
Working Papers / Department of Economics, University of Washington
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
2
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->