//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ANOVA model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
20
Varianzanalyse
20
Portfolio selection
12
Portfolio-Management
12
Theorie
11
Theory
11
Capital income
8
Kapitaleinkommen
8
Correlation
6
Estimation theory
6
Korrelation
6
Schätztheorie
6
Volatility
6
Volatilität
6
Forecasting model
5
Prognoseverfahren
5
ARCH model
3
ARCH-Modell
3
CAPM
3
Estimation
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Exchange rate risk
2
Factor analysis
2
Faktorenanalyse
2
HAR
2
Minimum variance portfolio
2
Risiko
2
Risk
2
Wishart distribution
2
Währungsrisiko
2
1993-1998
1
1996-1998
1
Aktienindex
1
Asset pricing
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
20
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
20
Author
All
Caporin, Massimiliano
2
Gribisch, Bastian
2
Ranaldo, Angelo
2
Adcock, Christopher
1
Bessler, Wolfgang
1
Bodnar, Taras
1
Bonato, M.
1
Bonato, Matteo
1
Bond, Shaun A.
1
Bongiorno, Christian
1
Byström, Hans N. E.
1
Candelon, Bertrand
1
Challet, Damien
1
Conlon, Thomas
1
De Nard, Gianluca
1
Djupsjöbacka, Daniel
1
Galeano, Pedro
1
Golosnoy, Vasyl
1
Gouriéroux, Christian
1
Gupta, Arjun K.
1
Hartkopf, Jan Patrick
1
Hjalmarsson, Erik
1
Hurlin, Christophe
1
Jouneau, Frédéric
1
Liesenfeld, Roman
1
Liu, Siqi
1
Mangat, Manveer Kaur
1
Melia, Adrian
1
Pape, Katharina
1
Peñaranda, Francisco
1
Reschenhofer, Erhard
1
Satchell, Stephen
1
Scherer, Bernd
1
Seifert, Miriam
1
Sentana, Enrique
1
Song, Xiaojing
1
Stark, Thomas
1
Tippett, Mark
1
Tokpavi, S.
1
Turtle, Harry J.
1
more ...
less ...
Published in...
All
Discussion paper series / IZA
Journal of empirical finance
The European journal of finance
Journal of econometrics
36
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Finance research letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
International journal of hospitality management
11
Journal of banking & finance
11
Economics letters
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Econometric reviews
9
European journal of operational research : EJOR
8
Journal of the American Statistical Association : JASA
8
Organizational research methods : ORM
8
Quantitative finance
8
The review of financial studies
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
7
The review of economics and statistics
7
International journal of productivity and quality management : IJPQM
6
Journal of business ethics : JOBE
6
Statistical papers
6
Applied mathematical finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic modelling
5
Marketing : ZFP ; journal of research and management
5
Risks : open access journal
5
The econometrics journal
5
The journal of finance : the journal of the American Finance Association
5
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
4
Die Betriebswirtschaft : DBW
4
Econometric theory
4
Industrial marketing management : the international journal for industrial and high-tech firms
4
International journal of business excellence
4
Journal of advertising : official publication of the American Academy of Advertising
4
Journal of advertising research
4
Journal of business research : JBR
4
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
3
Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
Saved in:
4
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
5
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
26
(
2020
)
9
,
pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
Saved in:
6
Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Journal of empirical finance
59
(
2020
),
pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
Saved in:
7
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
8
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
9
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
10
Monitoring multivariate variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->