//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Semiparametric Regression for...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Risikoprämie
7
Risk premium
7
Estimation
6
Risiko
6
Risk
6
Schätzung
6
Volatility
6
Volatilität
6
Capital income
5
Forecasting model
5
Kapitaleinkommen
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
USA
5
United States
5
ARCH model
4
ARCH-Modell
4
Method of moments
4
Momentenmethode
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Robust statistics
4
Robustes Verfahren
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
CAPM
3
Estimation theory
3
Option pricing theory
3
Optionspreistheorie
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Allgemeines Gleichgewicht
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
47
Working Paper
47
Graue Literatur
45
Non-commercial literature
45
Article in journal
32
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
32
Author
All
Trojani, Fabio
32
Vanini, Paolo
5
Buraschi, Andrea
4
Audrino, Francesco
3
Camponovo, Lorenzo
3
Leippold, Markus
3
Ronchetti, Elvezio
3
Scaillet, Olivier
3
Vedolin, Andrea
3
Almeida, Caio
2
Ardison, Kym
2
Gagliardini, Patrick
2
Garcia, René
2
Mancini, Loriano
2
Porchia, Paolo
2
Schneider, Paul
2
Timmermann, Allan
2
Vicente, Jose
2
Bali, Turan G.
1
Dell'Aquila, Rosario
1
Dobrev, Dobrislav
1
Filipović, Damir
1
Gruber, Peter H.
1
Jacobs, Kris
1
Korsaye, Sofonias Alemu
1
Kosowski, Robert L.
1
Ortelli, Claudio
1
Orłowski, Piotr
1
Piatti, Ilaria
1
Sbuelz, Alessandro
1
Schaumburg, Ernst
1
Tebaldi, Claudio
1
Urga, Giovanni
1
Vecchia, Davide la
1
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of financial econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The review of financial studies
3
Journal of the American Statistical Association : JASA
2
The journal of finance : the journal of the American Finance Association
2
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset prices with locally constrained-entropy recursive multiple-priors utility
Sbuelz, Alessandro
;
Trojani, Fabio
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3695-3717
Persistent link: https://www.econbiz.de/10003781001
Saved in:
2
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
3
Learning and asset prices under ambiguous information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
Saved in:
4
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
Saved in:
5
Infinitesimal robustness for diffusions
Vecchia, Davide la
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 703-712
Persistent link: https://www.econbiz.de/10008736857
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
7
Correlation risk and optimal portfolio choice
Buraschi, Andrea
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 393-420
Persistent link: https://www.econbiz.de/10003923946
Saved in:
8
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 138-149
Persistent link: https://www.econbiz.de/10009159099
Saved in:
9
Robust subsampling
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
Saved in:
10
When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Buraschi, Andrea
;
Kosowski, Robert L.
;
Trojani, Fabio
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 581-616
Persistent link: https://www.econbiz.de/10010357870
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->