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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Schätzung
Share price
Volatilität
Theorie
1,608
Theory
1,608
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
105
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105
USA
94
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91
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91
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88
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88
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84
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82
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81
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81
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81
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81
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75
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75
Cointegration
72
Kointegration
72
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71
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71
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68
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English
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Aït-Sahalia, Yacine
8
Bollerslev, Tim
6
Diebold, Francis X.
6
Koop, Gary
6
Tauchen, George Eugene
6
Gallant, A. Ronald
5
Andersen, Torben
4
Ghysels, Eric
4
Hallin, Marc
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Renault, Eric
4
Steel, Mark F. J.
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Gouriéroux, Christian
3
Grammig, Joachim
3
Hansen, Lars Peter
3
Heckman, James J.
3
Hong, Yongmiao
3
Liao, Yuan
3
Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Rahbek, Anders
3
Robinson, Peter M.
3
Sasaki, Yuya
3
Schorfheide, Frank
3
Taylor, Robert
3
Timmermann, Allan
3
Yu, Jun
3
Zhang, Zhengjun
3
Arvanitis, Stelios
2
Atkinson, Scott Estes
2
Banerjee, Anindya
2
Bauwens, Luc
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,987
NBER working paper series
1,025
NBER Working Paper
867
Discussion paper / Centre for Economic Policy Research
777
European journal of operational research : EJOR
649
Economics letters
548
Journal of banking & finance
548
Applied economics
547
Working paper
487
Journal of economic dynamics & control
458
Discussion paper series / IZA
439
CESifo working papers
429
The review of financial studies
409
The journal of finance : the journal of the American Finance Association
407
The American economic review
406
Economic modelling
383
Finance research letters
370
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
368
Journal of financial economics
361
Applied economics letters
336
Insurance / Mathematics & economics
325
Journal of monetary economics
309
Discussion paper / Tinbergen Institute
302
American journal of agricultural economics
300
Discussion paper
293
Journal of international money and finance
285
The review of economics and statistics
279
Journal of empirical finance
266
Europäische Hochschulschriften / 5
259
International journal of theoretical and applied finance
252
International review of economics & finance : IREF
250
Computers & operations research : and their applications to problems of world concern ; an international journal
248
Mathematical finance : an international journal of mathematics, statistics and financial theory
245
Finance and economics discussion series
244
Journal of political economy
232
Journal of applied econometrics
230
Management science : journal of the Institute for Operations Research and the Management Sciences
230
Journal of macroeconomics
229
International review of financial analysis
226
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ECONIS (ZBW)
343
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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