//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Analysis of variance"
~subject:"Capital income"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Varianzanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
Capital income
Theorie
Varianzanalyse
247
Theory
114
Portfolio selection
92
Portfolio-Management
92
Volatility
91
Volatilität
91
Estimation theory
71
Schätztheorie
71
Correlation
69
Korrelation
69
Kapitaleinkommen
67
Zeitreihenanalyse
55
Time series analysis
54
Estimation
53
Schätzung
53
Forecasting model
50
Prognoseverfahren
50
Börsenkurs
32
Share price
32
ARCH model
27
ARCH-Modell
27
CAPM
23
Multivariate Analyse
22
Multivariate analysis
22
Decomposition method
20
Dekompositionsverfahren
20
Statistical distribution
18
Statistische Verteilung
18
Realized variance
16
Risikomaß
15
Risk measure
15
Stochastic process
15
Stochastischer Prozess
15
Faktorenanalyse
14
Risikoprämie
14
Risk premium
14
USA
14
more ...
less ...
Online availability
All
Undetermined
Free
495
Type of publication
All
Article
222
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
218
Aufsatz in Zeitschrift
218
Graue Literatur
17
Non-commercial literature
17
Arbeitspapier
16
Working Paper
16
Aufsatz im Buch
4
Book section
4
Hochschulschrift
4
Lehrbuch
3
Aufsatzsammlung
1
Textbook
1
more ...
less ...
Language
All
English
237
German
10
Author
All
Ledoit, Olivier
7
Wolf, Michael
7
De Nard, Gianluca
6
Gribisch, Bastian
5
Patton, Andrew J.
5
Bodnar, Taras
4
Chiu, Wan-Yi
4
Engle, Robert F.
3
Fengler, Matthias
3
Grobys, Klaus
3
Gupta, Rangan
3
Hartkopf, Jan Patrick
3
Sheppard, Kevin
3
Wese Simen, Chardin
3
Zheng, Xinghua
3
Backhaus, Klaus
2
Bai, Jushan
2
Bauwens, Luc
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Caloia, Francesco Giuseppe
2
Cipollini, Andrea
2
Dew-Becker, Ian
2
Erichson, Bernd
2
Gensler, Sonja
2
Giglio, Stefano
2
Giudice Rodriguez, Marius del
2
Golosnoy, Vasyl
2
Halbleib, Roxana
2
Han, Bingyan
2
Herwartz, Helmut
2
Huber, Frank
2
Inoue, Atsushi
2
Kim, Jeong-Hoon
2
Kong, Xin-Bing
2
Kuo, Chun-Hung
2
Le, Anh
2
Li, Yingying
2
Liu, Zhi
2
Lucas, André
2
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
1
Springer-Verlag GmbH
1
Published in...
All
Journal of econometrics
25
Journal of financial econometrics
13
Finance research letters
12
Journal of empirical finance
9
Journal of banking & finance
8
European journal of operational research : EJOR
7
International journal of forecasting
6
Quantitative finance
6
Discussion paper / Centre for Economic Policy Research
5
Working paper series / University of Zurich, Department of Economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
SpringerLink / Bücher
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economics letters
3
Insurance / Mathematics & economics
3
International review of financial analysis
3
Operations research letters
3
Review of derivatives research
3
The European journal of finance
3
The journal of computational finance
3
The review of economics and statistics
3
Annals of financial economics
2
Applied economics
2
Econometric reviews
2
Economic modelling
2
Economics letters
2
Energy economics
2
Financial markets and portfolio management
2
International journal of financial engineering
2
International journal of productivity and quality management : IJPQM
2
International review of economics & finance : IREF
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of financial markets
2
Journal of mathematical finance
2
Mathematics and financial economics
2
Oxford bulletin of economics and statistics
2
The journal of asset management
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
247
Showing
1
-
10
of
247
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
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:
5
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
6
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:
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
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
9
The pricing of variance risks in agricultural futures markets : do jumps matter?
He, Xinyue
;
Bian, Siyu
;
Serra, Teresa
- In:
European review of agricultural economics
50
(
2023
)
4
,
pp. 1428-1452
Persistent link: https://www.econbiz.de/10014331348
Saved in:
10
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->