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55
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ECONIS (ZBW)
18,185
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1
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
2
Multi-Faktor-Modell zur Steuerung von Aktienportfolios
Stephan, Thomas G.
;
Maurer, Raimond
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 215-225)
.
2001
Persistent link: https://www.econbiz.de/10001661195
Saved in:
3
Ein Multi-Faktor-Modell für europäische Aktienportfolois
Stephan, Thomas G.
;
Dürr, Martin
;
Maurer, Raimond
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 227-241)
.
2001
Persistent link: https://www.econbiz.de/10001661201
Saved in:
4
Restoring value to minimum variance
Goldberg, Lisa
;
Leshem, Ran
;
Geddes, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10010388909
Saved in:
5
A note on Stein's overreaction puzzle
Lin, Yuehao
;
Lehnert, Thorsten
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
Saved in:
6
Risk neutral variances to compute expected returns using data from S&P BSE 100 firms : a replication study
Mundi, Hardeep Singh
- In:
Management review quarterly
73
(
2023
)
1
,
pp. 215-230
Persistent link: https://www.econbiz.de/10014227408
Saved in:
7
Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel
-
2007
Persistent link: https://www.econbiz.de/10003591346
Saved in:
8
Industry variance risk premium, cross-industry
correlation
, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
9
Time-varying
correlation
and common structures in volatility
Liu, Yang
-
2016
Persistent link: https://www.econbiz.de/10011556381
Saved in:
10
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
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