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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Robust statistics"
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Prognoseverfahren
USA
Robust statistics
Estimation theory
86
Schätztheorie
86
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
Theorie
21
Theory
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Portfolio selection
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Kim, Tae-hwan
2
Nimalendran, Mahendrarajah
2
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bonato, Matteo
1
Boudoukh, Jacob
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Chen, Hui
1
Chernov, Mikhail
1
Conley, Timothy G.
1
Dutta, Sumanjay
1
Eckbo, B. Espen
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1
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1
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1
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1
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Hartkopf, Jan Patrick
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Huo, Lijuan
1
Itō, Takatoshi
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Jain, Shashi
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1
Kambouroudis, Dimos
1
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1
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1
Lin, Wen-ling Tsai
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1
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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
143
Journal of econometrics
132
International journal of forecasting
116
Journal of forecasting
74
Economics letters
52
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of applied econometrics
31
Discussion paper / Tinbergen Institute
30
European journal of operational research : EJOR
29
Journal of the American Statistical Association : JASA
27
Econometric theory
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
NBER working paper series
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Discussion paper series / IZA
22
KBI
22
Applied economics
21
CREATES research paper
20
The econometrics journal
20
American journal of agricultural economics
19
Econometric reviews
19
Journal of banking & finance
19
Journal of empirical finance
19
Discussion paper / Center for Economic Research, Tilburg University
17
Insurance / Mathematics & economics
17
Journal of financial and quantitative analysis : JFQA
17
Working paper
17
Discussion paper
16
NBER Working Paper
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Journal of macroeconomics
15
Oxford bulletin of economics and statistics
15
The journal of futures markets
15
Applied economics letters
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Cahiers du Département d'Econométrie
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
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:
4
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:
5
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:
6
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:
7
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:
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
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
Saved in:
10
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
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