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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Discussion paper"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Portfolio-Management
Estimation theory
253
Schätztheorie
253
Schätzung
51
Estimation
50
Theorie
50
Theory
50
Statistik
47
Time series analysis
31
Zeitreihenanalyse
31
Korrelation und Regression
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Schätzmethodik und Testmethodik
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56
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Auer, Benjamin R.
2
Chiu, Wan-Yi
2
Kim, Tae-hwan
2
Nimalendran, Mahendrarajah
2
Schmid, Timo
2
Schuhmacher, Frank
2
Tzavidis, Nikos
2
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bodnar, Taras
1
Bongiorno, Christian
1
Botosaru, Irene
1
Boudoukh, Jacob
1
Boynton, Wentworth
1
Challet, Damien
1
Chambers, Raymond L.
1
Charemza, Wojciech
1
Chen, Fang
1
Chen, Hui
1
Chernov, Mikhail
1
Conley, Timothy G.
1
Davidson, Russell
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Deadman, Derek F.
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Doko Tchatoka, Firmin
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Groß, Markus
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Grubb, David
1
Guo, Biao
1
Götz, Thomas B.
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Han, Yingwei
1
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Discussion paper
Finance research letters
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Journal of econometrics
122
International journal of forecasting
117
Journal of forecasting
76
The review of economics and statistics
45
Economics letters
43
Working paper / National Bureau of Economic Research, Inc.
36
Journal of banking & finance
32
Discussion paper / Tinbergen Institute
29
Journal of applied econometrics
29
Journal of empirical finance
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
European journal of operational research : EJOR
23
Applied economics
22
Insurance / Mathematics & economics
21
Journal of financial and quantitative analysis : JFQA
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
American journal of agricultural economics
19
CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric reviews
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NBER working paper series
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The econometrics journal
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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ECONIS (ZBW)
56
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1
Time-varying linear transformation models with fixed effects and endogeneity for short panels
Sokollu, Senay
;
Botosaru, Irene
;
Muris, Chris
-
2022
Persistent link: https://www.econbiz.de/10012880118
Saved in:
2
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
3
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
4
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
5
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
6
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
7
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
8
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
9
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
10
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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