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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Zeitreihenanalyse"
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Portfolio selection
Risk
Zeitreihenanalyse
Theory
2,238
Theorie
2,237
USA
325
United States
323
Estimation
283
Schätzung
283
Portfolio-Management
266
Time series analysis
262
Estimation theory
212
Schätztheorie
212
Forecasting model
193
Prognoseverfahren
193
Capital income
187
Kapitaleinkommen
187
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181
Volatilität
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Credit risk
152
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116
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90
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90
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84
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84
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82
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81
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584
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Ghysels, Eric
7
Engle, Robert F.
6
Branger, Nicole
5
Leybourne, Stephen James
5
Marcellino, Massimiliano
5
Faff, Robert W.
4
Harvey, Andrew C.
4
Li, Wai Keung
4
Lucas, André
4
Nijman, Theodore E.
4
Perron, Pierre
4
Post, Thierry
4
Taylor, Robert
4
Alexander, Gordon J.
3
Andrews, Donald W. K.
3
Baptista, Alexandre M.
3
Brandtner, Mario
3
Daníelsson, Jón
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Fabozzi, Frank J.
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Gregory, Allan W.
3
Hamilton, James D.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Kwan, Clarence C. Y.
3
McCabe, Brendan Peter Martin
3
Munk, Claus
3
Nogales, Francisco J.
3
Palm, Franz C.
3
Stock, James H.
3
Topaloglou, Nikolas
3
West, Mike
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
500
European journal of operational research : EJOR
482
Insurance / Mathematics & economics
462
NBER working paper series
457
Working paper / National Bureau of Economic Research, Inc.
403
NBER Working Paper
396
Journal of econometrics
369
International journal of forecasting
334
Journal of economic dynamics & control
322
Discussion paper / Tinbergen Institute
267
Journal of forecasting
242
Economic modelling
240
Finance research letters
225
CESifo working papers
220
Discussion paper / Centre for Economic Policy Research
214
Management science : journal of the Institute for Operations Research and the Management Sciences
197
Journal of economic theory
196
Applied economics
193
Econometric theory
191
Finance and stochastics
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
183
Working paper
180
Risks : open access journal
175
International journal of theoretical and applied finance
171
Journal of empirical finance
159
Research paper series / Swiss Finance Institute
158
Journal of financial economics
153
The review of financial studies
148
Computational economics
143
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
143
Quantitative finance
142
Econometric reviews
141
Applied economics letters
140
The journal of finance : the journal of the American Finance Association
138
Journal of risk and uncertainty : JRU
132
International review of economics & finance : IREF
124
Energy economics
119
Journal of economic behavior & organization : JEBO
117
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ECONIS (ZBW)
586
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
6
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
7
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
8
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
9
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
Saved in:
10
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
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