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~isPartOf:"65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings"
~isPartOf:"Finance research letters"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
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Estimation theory
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Analysis of variance
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65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings
Finance research letters
Journal of econometrics
22
Journal of empirical finance
10
European journal of operational research : EJOR
8
Journal of financial econometrics
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of the American Statistical Association : JASA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working paper series / University of Zurich, Department of Economics
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
International journal of theoretical and applied finance
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Quantitative finance
5
Working paper
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Economic modelling
4
International journal of forecasting
4
SFB 649 discussion paper
4
Applied economics
3
CORE discussion papers : DP
3
CREATES research paper
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Economics letters
3
Financial markets and portfolio management
3
Insurance / Mathematics & economics
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Operations research letters
3
Reihe Quantitative Ökonomie : Ökon
3
Research paper series / Swiss Finance Institute
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The European journal of finance
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The econometrics journal
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Annals of finance
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Annals of financial economics
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Computational Management Science : CMS
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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
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:
3
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:
4
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
5
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
6
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit
;
Patel, Pratish
- In:
Finance research letters
24
(
2018
),
pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
Saved in:
7
On the weight sign of the global minimum variance portfolio
Chiu, Wan-Yi
;
Jiang, Ching-hai
- In:
Finance research letters
19
(
2016
),
pp. 241-246
Persistent link: https://www.econbiz.de/10011657693
Saved in:
8
Minimum mean variance portfolio of Croatian stocks
Broz, Tanja
;
Ridzak, Tomislav
- In:
65th Anniversary Conference of the Institute of …
,
(pp. 699-707)
.
2005
Persistent link: https://www.econbiz.de/10003177435
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