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subject:"Portfolio selection"
subject:"Risk"
~person:"Phillips, Peter C. B."
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Portfolio selection
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116
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Phillips, Peter C. B.
Härdle, Wolfgang
68
Pesaran, M. Hashem
42
Gollier, Christian
36
Gouriéroux, Christian
32
Platen, Eckhard
32
Lucas, André
31
Franses, Philip Hans
29
Uppal, Raman
27
Ludwig, Alexander
25
Stahlecker, Peter
25
Swanson, Norman R.
25
Huschens, Stefan
24
Maurer, Raimond
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Scaillet, Olivier
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23
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22
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21
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21
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Vries, Casper G. de
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Sentana, Enrique
20
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19
Brandt, Michael W.
18
Castelnuovo, Efrem
18
Engle, Robert F.
18
Heckman, James J.
18
Kanniainen, Vesa
18
Pástor, Ľuboš
18
Allen, Franklin
17
Carletti, Elena
17
Diebold, Francis X.
17
Hens, Thorsten
17
Robert, Christian P.
17
Schmid, Wolfgang
17
Stambaugh, Robert F.
17
Başak, Suleyman
16
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16
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16
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ECONIS (ZBW)
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Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
2
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
3
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
4
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
5
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
7
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
8
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001794764
Saved in:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
10
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
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