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isPartOf:"Journal of advertising research"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Search: subject_exact:"ANOVA model"
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Analysis of variance
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Bakir, Aysen
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Blodgett, Jeffrey G.
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Bos, Charles S.
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Journal of advertising research
Applied mathematical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
36
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Journal of financial econometrics
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Industrial marketing management : the international journal for industrial and high-tech firms
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International journal of business excellence
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Journal of advertising : official publication of the American Academy of Advertising
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Journal of business research : JBR
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ECONIS (ZBW)
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1
Is the variance swap rate affine in the spot variance? : evidence from S&P500 data
Mancino, M. E.
;
Scotti, S.
;
Toscano, G.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 288-316
Persistent link: https://www.econbiz.de/10012425324
Saved in:
2
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
3
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
4
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
5
A new variance reduction technique for estimating value-at-risk
Korn, Ralf
;
Pupashenko, Mykhailo
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
Saved in:
6
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
7
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
8
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
9
Options on realized variance in Log-OU models
Drimus, Gabriel
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 477-494
Persistent link: https://www.econbiz.de/10009710936
Saved in:
10
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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