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subject:"Portfolio selection"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Estimation"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
ARCH-Modell
Estimation
Multivariate Verteilung
27
Multivariate distribution
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13
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11
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11
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Journal of econometrics
Insurance / Mathematics & economics
23
Applied economics
22
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22
The North American journal of economics and finance : a journal of financial economics studies
21
Economic modelling
19
Journal of banking & finance
18
International review of financial analysis
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14
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International review of economics & finance : IREF
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
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6
Journal of international financial markets, institutions & money
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5
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Robustness in econometrics
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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1
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
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2
Partial identification and inference in censored quantile regression
Fan, Yanqin
;
Liu, Ruixuan
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012110350
Saved in:
3
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly
;
Li, Tong
;
Oka, Tatsushi
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
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4
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
5
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
6
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
Saved in:
7
Copula-based multivariate GARCH model with uncorrelated dependent errors
Lee, Tae-hwy
;
Long, Xiangdong
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10003858572
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