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isPartOf:"Journal of empirical finance"
subject:"Wechselkurs"
~isPartOf:"Cambridge working papers in economics"
~subject:"Korrelation"
~subject:"Portfolio selection"
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Wechselkurs
Korrelation
Portfolio selection
Estimation theory
139
Schätztheorie
139
Estimation
38
Schätzung
38
Time series analysis
37
Zeitreihenanalyse
37
Theorie
25
Theory
25
Volatility
25
Volatilität
25
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Capital income
22
Correlation
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Kapitaleinkommen
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Börsenkurs
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Share price
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Regression analysis
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Regressionsanalyse
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Panel study
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ARCH-Modell
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Prognoseverfahren
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Statistical test
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Statistischer Test
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Portfolio-Management
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Statistical distribution
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Statistische Verteilung
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Autocorrelation
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Autokorrelation
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Stochastic process
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Stochastischer Prozess
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Bayes-Statistik
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Linton, Oliver
5
Jochmans, Koen
4
Pesaran, M. Hashem
4
Tang, Haihan
3
Chen, Jia
2
Chudik, Alexander
2
Harvey, Andrew C.
2
Li, Degui
2
Onatski, Alexei
2
Abergel, Frédéric
1
Agosto, Arianna
1
Allen, David
1
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1
Candelon, Bertrand
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Chiang, I-Hsuan Ethan
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Nard, Gianluca
1
Ding, Wenliang
1
Fuhrer, Adrian
1
Gillen, Benjamin J.
1
Gouriéroux, Christian
1
Gu, Xinhua
1
Hafner, Christian M.
1
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Hock, Thorsten
1
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Kapetanios, George
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Kristensen, Dennis
1
Laurent, Jean-Paul
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Li, Yuning
1
Liao, Yin
1
Lizieri, Colin
1
Mango, Fabiomassimo
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Marsh, Terry Alan
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Journal of empirical finance
Cambridge working papers in economics
Journal of econometrics
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
34
Journal of banking & finance
22
Finance research letters
20
Discussion paper / Tinbergen Institute
18
European journal of operational research : EJOR
18
Journal of the American Statistical Association : JASA
16
Econometric theory
13
Journal of financial econometrics
13
Journal of risk
13
NBER Working Paper
13
Applied economics letters
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Discussion paper
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / National Bureau of Economic Research, Inc.
12
International journal of forecasting
11
SFB 649 discussion paper
11
Computational economics
10
Econometrics : open access journal
10
Insurance / Mathematics & economics
10
International journal of economics and financial issues : IJEFI
10
Quantitative finance
10
Risks : open access journal
10
The European journal of finance
10
The econometrics journal
10
Working paper
10
Applied economics
9
Journal of applied econometrics
9
Journal of forecasting
9
NBER working paper series
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
CESifo working papers
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Economic modelling
8
International journal of theoretical and applied finance
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Journal of international money and finance
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
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:
4
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:
5
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:
6
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
7
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
8
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
9
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
10
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
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