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subject:"Welt"
subject:"Capital income"
~subject:"Statistischer Test"
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Welt
Capital income
Statistischer Test
Estimation theory
58
Schätztheorie
58
Estimation
17
Schätzung
17
Portfolio selection
14
Portfolio-Management
14
Kapitaleinkommen
13
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Arnerić, Josip
1
Auer, Benjamin R.
1
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Bongiorno, Christian
1
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1
Challet, Damien
1
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Finance research letters
Journal of econometrics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Economics letters
65
Econometric reviews
62
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Econometric theory
43
The econometrics journal
39
Cowles Foundation discussion paper
33
Cowles Foundation Discussion Paper
26
Econometrics : open access journal
25
Journal of empirical finance
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Applied economics letters
22
Discussion paper / Tinbergen Institute
22
Economic modelling
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Working paper
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Journal of applied econometrics
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Quantitative economics : QE ; journal of the Econometric Society
18
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CREATES research paper
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Cambridge working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
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15
Journal of financial econometrics
14
Journal of forecasting
14
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13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
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CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers of interdisciplinary research project 373
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Journal of banking & finance
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1
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:
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
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:
4
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
5
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
6
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
7
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
8
Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip
;
Matković, Mario
;
Sorić, Petar
- In:
Finance research letters
28
(
2019
),
pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
Saved in:
9
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
Saved in:
10
A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth
;
Chen, Fang
- In:
Finance research letters
25
(
2018
),
pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
Saved in:
11
Evaluating monthly volatility forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel
- In:
Finance research letters
17
(
2016
),
pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
Saved in:
12
Copula function approaches for the analysis of serial and cross dependence in stock returns
Rivieccio, Giorgia
;
De Luca, Giovanni
- In:
Finance research letters
17
(
2016
),
pp. 55-61
Persistent link: https://www.econbiz.de/10011596218
Saved in:
13
The sharpe ratio of estimated efficient portfolios
Kourtis, Apostolos
- In:
Finance research letters
17
(
2016
),
pp. 72-78
Persistent link: https://www.econbiz.de/10011596225
Saved in:
14
Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
10
(
2013
)
4
,
pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
Saved in:
15
The MOSUM of squares test for monitoring variance changes
Hsu, Chih-chiang
- In:
Finance research letters
4
(
2007
)
4
,
pp. 254-260
Persistent link: https://www.econbiz.de/10003702522
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