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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~subject:"ARCH-Modell"
~subject:"sampling distribution"
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Stochastischer Prozess
Volatility
ARCH-Modell
sampling distribution
Estimation theory
6
Schätztheorie
6
Portfolio selection
2
Portfolio-Management
2
Sampling
2
Statistical distribution
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Statistische Verteilung
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Stichprobenerhebung
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1975-2000
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ARCH model
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Aktienmarkt
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Correlation
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Investitionsrisiko
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Investment risk
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Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Stock market
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Theorie
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Theory
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Time series analysis
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Welt
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high-dimensional asymptotics
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optimal portfolio
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parameter uncertainty
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Universitat Pompeu Fabra / Departament d'Economia i Empresa
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
National Bureau of Economic Research
11
Birkbeck College / Department of Economics
4
Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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University of Chicago / Graduate School of Business
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University of Chicago / Graduate School of Business / Department of Economics
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University of Exeter / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of Cleveland
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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London School of Economics and Political Science
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School of Economics <Bundoora, Victoria> / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
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Springer Fachmedien Wiesbaden
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State University of New York at Albany / Department of Economics
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Symposium on Operations Research <24, 1999, Magdeburg>
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of California, San Diego / Department of Economics
1
University of Strathclyde / Department of Economics
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University of Waterloo / Department of Economics
1
Universität Trier
1
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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