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isPartOf:"Journal of urban economics"
subject:"United States"
~isPartOf:"Journal of banking & finance"
~subject:"Capital income"
~subject:"Risk measure"
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Search: subject_exact:"Estimation theory"
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United States
Capital income
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Estimation theory
92
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Rösch, Daniel
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Alexander, Carol
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Aslanidis, Nektarios
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Cameron, Trudy Ann
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Journal of urban economics
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Journal of econometrics
87
The review of economics and statistics
46
Working paper / National Bureau of Economic Research, Inc.
38
Economics letters
32
Insurance / Mathematics & economics
26
Journal of applied econometrics
25
Journal of empirical finance
24
Finance research letters
23
Journal of risk
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of forecasting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of forecasting
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American journal of agricultural economics
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Discussion paper / Tinbergen Institute
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The journal of futures markets
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Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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NBER working paper series
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CREATES research paper
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Discussion paper series / IZA
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Econometric reviews
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Technical working paper / National Bureau of Economic Research
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Discussion paper / Centre for Economic Policy Research
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Journal of macroeconomics
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The European journal of finance
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Computational economics
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Journal of financial econometrics
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SFB 649 discussion paper
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The review of economic studies
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
27
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
4
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
5
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
6
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
7
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
8
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
9
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
10
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio
;
Ergün, Tolga A.
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
Saved in:
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