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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Finance research letters"
~subject:"Capital income"
~subject:"Monte-Carlo-Simulation"
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Zeitreihenanalyse
Capital income
Monte-Carlo-Simulation
Estimation theory
51
Schätztheorie
51
Estimation
16
Schätzung
16
Kapitaleinkommen
13
Portfolio selection
13
Portfolio-Management
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Volatility
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De Luca, Giovanni
2
Rivieccio, Giorgia
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1
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1
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1
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He, Jia
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Herwartz, Helmut
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Jiang, Jingjing
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Kambouroudis, Dimos
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Finance research letters
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Economics letters
55
International journal of forecasting
42
Econometric theory
39
Journal of time series econometrics
39
Computational economics
38
Economic modelling
23
Applied economics letters
22
The econometrics journal
20
Journal of financial econometrics
17
Applied economics
16
Journal of empirical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
14
Journal of quantitative economics
13
European journal of operational research : EJOR
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers / CEPR
11
Quantitative finance
11
Journal of economic dynamics & control
10
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
Insurance / Mathematics & economics
9
Journal of risk
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of banking & finance
6
Journal of econometric methods
6
Research in international business and finance
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Theoretical economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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ECONIS (ZBW)
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Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
2
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
3
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
4
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
6
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
10
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
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