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subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation theory"
~subject:"United States"
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Volatilität
Estimation theory
United States
Analysis of variance
11
Varianzanalyse
11
Volatility
8
Theorie
7
Theory
7
Capital income
6
Correlation
6
Estimation
6
Kapitaleinkommen
6
Korrelation
6
Schätzung
6
Portfolio selection
5
Portfolio-Management
5
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Share price
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Realized variance
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3
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2
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2
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2
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2
Monte Carlo simulation
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Monte-Carlo-Simulation
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Realized covariance
2
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Time series analysis
2
Variance risk premia
2
Zeitreihenanalyse
2
Aktienindex
1
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Anderson, Heather M.
1
De Nard, Gianluca
1
Engle, Robert F.
1
Guo, Hui
1
Hu, Jinjin
1
Kaeck, Andreas
1
Ledoit, Olivier
1
Li, Yifan
1
Liao, Yin
1
Moura, Guilherme Valle
1
Nolte, Ingmar
1
Prokopczuk, Marcel
1
Qiu, Buhui
1
Rodrigues, Paulo Jorge Maurício
1
Ruiz, Esther
1
Santos, André A. P.
1
Seeger, Norman
1
Symeonidis, Lazaros
1
Vasios, Michalis
1
Voev, Valeri
1
Wang, Hao
1
Wese Simen, Chardin
1
Wolf, Michael
1
Xing, Xin
1
Xu, Qi
1
Yang, Yaning
1
Zhou, Hao
1
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Journal of banking & finance
Journal of econometrics
29
Finance research letters
10
Journal of financial econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Working paper / National Bureau of Economic Research, Inc.
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
International journal of hospitality management
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of empirical finance
7
Journal of the American Statistical Association : JASA
7
The review of financial studies
7
International journal of forecasting
6
Quantitative finance
6
The review of economics and statistics
6
Discussion paper / Tinbergen Institute
5
Econometric reviews
5
Economic modelling
5
European journal of operational research : EJOR
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
SFB 649 discussion paper
5
The European journal of finance
5
The journal of finance : the journal of the American Finance Association
5
CORE discussion papers : DP
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
International journal of theoretical and applied finance
4
NBER Working Paper
4
NBER working paper series
4
Risks : open access journal
4
Working paper
4
Working paper series / University of Zurich, Department of Economics
4
Applied mathematical finance
3
CREATES research paper
3
Financial markets and portfolio management
3
Journal of business ethics : JOBE
3
Journal of forecasting
3
Reihe Quantitative Ökonomie : Ökon
3
Research paper series / Swiss Finance Institute
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
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ECONIS (ZBW)
9
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
3
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
4
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
5
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
6
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
7
Options-implied variance and future stock returns
Guo, Hui
;
Qiu, Buhui
- In:
Journal of banking & finance
44
(
2014
),
pp. 93-113
Persistent link: https://www.econbiz.de/10010410375
Saved in:
8
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin
;
Hu, Jinjin
;
Yang, Yaning
- In:
Journal of banking & finance
46
(
2014
),
pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
Saved in:
9
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Saved in:
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