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source:"econis"
subject:"Statistical theory"
~isPartOf:"Finance research letters"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Statistical theory
Prognoseverfahren
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Estimation theory
62
Schätztheorie
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Estimation
18
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18
Portfolio selection
15
Portfolio-Management
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Finance research letters
Journal of econometrics
211
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Journal of forecasting
73
Economics letters
68
Econometric reviews
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Discussion paper / Tinbergen Institute
50
Econometric theory
46
Journal of empirical finance
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
CREATES research paper
24
The econometrics journal
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Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER Working Paper
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Journal of financial econometrics
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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Econometrics : open access journal
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Journal of banking & finance
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Europäische Hochschulschriften / 5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper
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European journal of operational research : EJOR
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working papers / Rutgers University, Department of Economics
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Discussion paper / Center for Economic Research, Tilburg University
14
Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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Technical working paper / National Bureau of Economic Research
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Cowles Foundation discussion paper
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International economic review
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1
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
2
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
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:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
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:
7
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
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
10
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
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