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source:"edz"
~isPartOf:"CORE discussion papers : DP"
~language:"eng"
~source:"econis"
~subject:"Portfolio selection"
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Portfolio selection
ARCH model
35
ARCH-Modell
35
Volatility
14
Volatilität
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Theorie
11
Theory
11
Estimation theory
9
Schätztheorie
9
Time series analysis
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Markov chain
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Schätzung
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Capital income
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ARMA model
3
ARMA-Modell
3
Analysis of variance
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Bayes-Statistik
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Bayesian inference
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Capital market returns
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Dynamic conditional correlations
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EGARCH
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Bauwens, Luc
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Ben Omrane, Walid
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Giot, Pierre
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Hafner, Christian M.
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Herwartz, Helmut
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Maxand, Simone
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Petitjean, Mikael
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Rengifo, Erick W.
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CORE discussion papers : DP
Journal of banking & finance
18
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
13
Journal of empirical finance
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Journal of international financial markets, institutions & money
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Economic modelling
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The journal of asset management
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International review of financial analysis
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Journal of risk and financial management : JRFM
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Energy economics
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International journal of forecasting
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Research in international business and finance
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Working paper series / University of Zurich, Department of Economics
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The European journal of finance
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Energy Economics and Policy : IJEEP
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International journal of finance & economics : IJFE
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Research paper series / Swiss Finance Institute
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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Annals of financial economics
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Cogent economics & finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics letters
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Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
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2
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326698
Saved in:
3
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003278446
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