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subject:"Time series analysis"
~isPartOf:"Quantitative finance"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Theorie
Entropie
4
Entropy
4
Theory
4
Aktienmarkt
1
Asset pricing
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
CAPM
1
Decision under uncertainty
1
Diversification
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Diversification ratio
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Diversifikation
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Economic activities
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Economics of information
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Efficient market hypothesis
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Effizienzmarkthypothese
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Entscheidung unter Unsicherheit
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Estimation
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Financial crisis
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Finanzkrise
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Information
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Information theory
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Informationsökonomik
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Market efficiency
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Maximum diversification indexation
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Maximum entropy
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Portfolio-Management
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Rao's quadratic entropy
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Risiko
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Aufsatz in Zeitschrift
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Ahn, Kwangwon
1
Brouty, Xavier
1
Carmichael, Benoît
1
Garcin, Matthieu
1
García-Feijóo, Luis
1
Koumou, Gilles Boevi
1
Lee, Daeyong
1
Moran, Kevin
1
Sohn, Sungbin
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Viale, Ariel M.
1
Yang, B.
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Quantitative finance
Journal of econometrics
20
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
13
Advances in econometrics
12
Applying maximum entropy to econometric problems
11
Econometric reviews
11
Computational economics
10
Economics letters
10
Insurance / Mathematics & economics
10
Journal of economic theory
10
American journal of agricultural economics
9
Finance research letters
8
International journal of production research
8
Energy economics
7
Economic modelling
6
International journal of production economics
6
Journal of economic behavior & organization : JEBO
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Games and economic behavior
5
Networks and spatial economics : a journal of infrastructure modeling and computation
5
Annals of operations research
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical social sciences
4
Mathematics and financial economics
4
Mathematics of operations research
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The journal of network theory in finance
4
Applied economics
3
Econometrics : open access journal
3
Economic systems research : journal of the International Input-Output Association
3
European review of agricultural economics : ERAE
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Finance and stochastics
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ECONIS (ZBW)
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1
A statistical test of market efficiency based on information theory
Brouty, Xavier
;
Garcin, Matthieu
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 1003-1018
Persistent link: https://www.econbiz.de/10014304430
Saved in:
2
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
3
Stock market uncertainty and economic fundamentals : an entropy-based approach
Ahn, Kwangwon
;
Lee, Daeyong
;
Sohn, Sungbin
;
Yang, B.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10012194751
Saved in:
4
Rao's quadratic entropy and maximum diversification indexation
Carmichael, Benoît
;
Koumou, Gilles Boevi
;
Moran, Kevin
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1017-1031
Persistent link: https://www.econbiz.de/10011911262
Saved in:
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