//--> //--> //--> //-->
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:"Journal of banking & finance"
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
Zur Problematik des multiplen...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical test
21
Statistischer Test
21
Theorie
16
Theory
16
Estimation
13
Schätzung
13
Analysis of variance
11
Portfolio selection
11
Portfolio-Management
11
Varianzanalyse
11
Risikomaß
10
Risk measure
10
Capital income
9
Kapitaleinkommen
9
Volatility
8
Volatilität
8
Forecasting model
7
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
Correlation
6
Estimation theory
6
Korrelation
6
Schätztheorie
6
Risikomanagement
5
Risk management
5
Börsenkurs
4
CAPM
4
Share price
4
Statistical distribution
4
Statistische Verteilung
4
Time series analysis
4
Zeitreihenanalyse
4
Backtesting
3
Multivariate Verteilung
3
Multivariate distribution
3
Realized variance
3
Risikoprämie
3
Risk premium
3
Aktienindex
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Anderson, Heather M.
1
Anghel, Dan Gabriel
1
Ascheberg, Marius
1
Bick, Björn
1
Bonaccolto, Giovanni
1
Boubaker, Heni
1
Boucher, Christophe
1
Brownlees, Christian
1
Caporin, Massimiliano
1
Chabot, Ben
1
Coe, Patrick J.
1
Daníelsson, Jón
1
De Nard, Gianluca
1
De Peretti, Philippe
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Ghysels, Eric
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Guo, Hui
1
Han, Chulwoo
1
Hentati-Kaffel, Rania
1
Hu, Jinjin
1
Huang, Henry H.
1
Jafry, Yusuf
1
Kaeck, Andreas
1
Kapetanios, George
1
Koedijk, Kees
1
Kole, Erik
1
Kouontchou, Patrick S.
1
Kraft, Holger
1
Kratz, Marie
1
Kurz, Christopher J.
1
Ledoit, Olivier
1
León Valle, Ángel Manuel
1
Li, Yifan
1
Liao, Yin
1
Lok, Yen H.
1
Maillet, Bertrand
1
McNeil, Alexander J.
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of econometrics
355
Economics letters
166
Econometric reviews
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Econometric theory
118
CEMMAP working papers / Centre for Microdata Methods and Practice
100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
Applied economics letters
80
The econometrics journal
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
70
Cowles Foundation discussion paper
57
Discussion paper / Tinbergen Institute
55
Working paper
55
Journal of applied econometrics
51
Applied economics
49
Discussion paper series / IZA
49
Discussion paper / Centre for Economic Policy Research
48
International journal of forecasting
47
Journal of the American Statistical Association : JASA
47
Working paper / National Bureau of Economic Research, Inc.
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
NBER working paper series
45
OECD Guidelines for the Testing of Chemicals, Section 2
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
NBER Working Paper
42
OECD Guidelines for the Testing of Chemicals, Section 4
42
Cowles Foundation Discussion Paper
41
CREATES research paper
38
SFB 649 discussion paper
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
34
Journal of financial econometrics
34
Discussion paper / Center for Economic Research, Tilburg University
33
Discussion papers of interdisciplinary research project 373
33
Journal of empirical finance
33
Oxford bulletin of economics and statistics
33
Working paper / Department of Econometrics and Business Statistics, Monash University
32
CESifo working papers
31
Finance research letters
31
Cambridge working papers in economics
29
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
2
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Saved in:
3
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin
;
Hu, Jinjin
;
Yang, Yaning
- In:
Journal of banking & finance
46
(
2014
),
pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
Saved in:
4
Options-implied variance and future stock returns
Guo, Hui
;
Qiu, Buhui
- In:
Journal of banking & finance
44
(
2014
),
pp. 93-113
Persistent link: https://www.econbiz.de/10010410375
Saved in:
5
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
6
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
7
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
8
A geometric framework for covariance dynamics
Han, Chulwoo
;
Park, Frank C.
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013400017
Saved in:
9
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
10
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->