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subject:"Zeitreihenanalyse"
~isPartOf:"Finance research letters"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
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Zeitreihenanalyse
Bayesian inference
Kapitaleinkommen
Statistical distribution
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
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Ardia, David
2
Auer, Benjamin R.
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Schuhmacher, Frank
2
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1
Beechey, Meredith Jane
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Hafner, Christian M.
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Kamali, Rezvan
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1
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Finance research letters
Journal of econometrics
423
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Econometric theory
184
Economics letters
174
Discussion paper / Tinbergen Institute
116
Econometric reviews
116
Working paper / Department of Econometrics and Business Statistics, Monash University
82
International journal of forecasting
81
CREATES research paper
66
Econometrics : open access journal
65
Applied economics letters
63
Journal of forecasting
63
Journal of the American Statistical Association : JASA
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Insurance / Mathematics & economics
57
NBER Working Paper
56
The econometrics journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
52
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48
Cowles Foundation discussion paper
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
Applied economics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
CEMMAP working papers / Centre for Microdata Methods and Practice
43
Journal of empirical finance
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Journal of applied econometrics
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of time series econometrics
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NBER working paper series
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SFB 649 discussion paper
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Statistics in transition : an international journal of the Polish Statistical Association
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EUI working paper / ECO
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Journal of risk and financial management : JRFM
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Discussion papers of interdisciplinary research project 373
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
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:
3
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
4
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:
5
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
6
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:
7
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
Saved in:
8
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
9
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
10
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
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