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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Share price
Portfolio selection
Statistischer Test
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
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Derivat
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3
Correlation
3
Estimation error
3
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Achab, Massil
1
Bacry, E.
1
Broby, Daniel
1
Caccioli, Fabio
1
Cang, Yuquan
1
Chen, May-Ru
1
Chung, Munki
1
Fabozzi, Frank J.
1
Glasserman, Paul
1
Guo, Meihui
1
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1
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1
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1
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1
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1
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1
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1
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1
Kondor, Imre
1
Lee, Yongjae
1
Liu, Guangying
1
Ma, Guiyuan
1
Mathew, Thomas
1
Muzy, J. F.
1
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1
Nolte, Ingmar
1
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1
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1
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1
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1
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1
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1
Sun, Yuying
1
Söhl, Jakob
1
Tsiotas, Georgios
1
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1
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1
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Quantitative finance
Journal of econometrics
208
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometric reviews
61
Economics letters
58
Econometric theory
44
The econometrics journal
39
Journal of banking & finance
31
Econometrics : open access journal
25
Journal of empirical finance
25
Economic modelling
23
Finance research letters
22
European journal of operational research : EJOR
20
Quantitative economics : QE ; journal of the Econometric Society
20
Journal of financial econometrics
19
Applied economics letters
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Insurance / Mathematics & economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of risk
14
Computational economics
13
Journal of forecasting
13
International journal of forecasting
12
Journal of risk and financial management : JRFM
12
Journal of the American Statistical Association : JASA
12
Applied economics
11
Journal of applied econometrics
11
Journal of financial economics
11
Financial markets and portfolio management
10
International journal of theoretical and applied finance
10
Journal of financial and quantitative analysis : JFQA
10
Journal of time series econometrics
10
The review of financial studies
10
International journal of economics and financial issues : IJEFI
9
Risks : open access journal
9
The European journal of finance
9
The journal of finance : the journal of the American Finance Association
9
Cambridge working papers in economics
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ECONIS (ZBW)
16
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1
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
4
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
6
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
7
Noise fit, estimation error and a Sharpe information criterion
Paulsen, Dirk
;
Söhl, Jakob
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1027-1043
Persistent link: https://www.econbiz.de/10012262656
Saved in:
8
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
9
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
10
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
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