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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of empirical finance"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Portfolio-Management
Estimation theory
88
Schätztheorie
88
Estimation
37
Schätzung
35
Volatility
15
Volatilität
15
Bayes-Statistik
14
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14
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Marcellino, Massimiliano
3
Dendramis, Yiannis
2
Forni, Mario
2
Gambetti, Luca
2
Kapetanios, George
2
Sala, Luca
2
Allen, David
1
Berens, Tobias
1
Carriero, Andrea
1
Cesarone, Francesco
1
Chambers, Marcus J.
1
Chiang, I-Hsuan Ethan
1
Clark, Todd E.
1
Creel, Michael D.
1
De Nard, Gianluca
1
Ding, Wenliang
1
Dolatabadi, Sepideh
1
Fiorentini, Gabriele
1
Fuhrer, Adrian
1
Granese, Antonio
1
Gu, Xinhua
1
Hao, Hong-Xia
1
Harvey, Andrew C.
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Ricci, Jacopo Maria
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Satchell, Stephen
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Sentana, Enrique
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Shu, Lianjie
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Discussion papers / CEPR
Journal of empirical finance
Journal of econometrics
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Econometric reviews
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Economics letters
46
International journal of forecasting
40
Journal of time series econometrics
37
Econometric theory
36
Computational economics
29
Finance research letters
24
Applied economics letters
18
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The econometrics journal
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Journal of risk
14
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14
Journal of banking & finance
13
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12
European journal of operational research : EJOR
12
Journal of forecasting
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The North American journal of economics and finance : a journal of financial economics studies
11
Essays in honor of Joon Y. Park : econometric theory
9
Insurance / Mathematics & economics
9
Energy economics
8
Journal of quantitative economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of economic dynamics & control
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Computational Management Science : CMS
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
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5
International journal of economics and finance
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Journal of mathematical finance
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Research in international business and finance
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The European journal of finance
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International journal of production economics
4
International journal of production research
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ECONIS (ZBW)
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
3
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
4
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
5
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
6
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
7
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
8
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
9
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
10
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
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