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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Portfolio selection"
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Prognoseverfahren
USA
Portfolio selection
Estimation theory
86
Schätztheorie
86
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
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Auer, Benjamin R.
2
Chiu, Wan-Yi
2
Kim, Tae-hwan
2
Nimalendran, Mahendrarajah
2
Schuhmacher, Frank
2
Bazdresch, Santiago
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Finance research letters
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Journal of econometrics
122
International journal of forecasting
117
Journal of forecasting
74
The review of economics and statistics
45
Economics letters
43
Working paper / National Bureau of Economic Research, Inc.
36
Journal of banking & finance
32
Discussion paper / Tinbergen Institute
29
Journal of applied econometrics
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Journal of empirical finance
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
European journal of operational research : EJOR
23
Applied economics
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Insurance / Mathematics & economics
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Journal of financial and quantitative analysis : JFQA
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
American journal of agricultural economics
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CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper
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Econometric reviews
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NBER working paper series
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The econometrics journal
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Discussion paper
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Journal of financial econometrics
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Journal of risk
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Journal of the American Statistical Association : JASA
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Quantitative finance
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The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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Discussion paper series / IZA
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Econometric theory
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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CEMMAP working papers / Centre for Microdata Methods and Practice
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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
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
3
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
4
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:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
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