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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of banking & finance"
~subject:"Autocorrelation"
~subject:"Estimation theory"
~subject:"Portfolio selection"
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Search: subject_exact:"Robuste Statistik"
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Autocorrelation
Estimation theory
Portfolio selection
Robust statistics
24
Robustes Verfahren
24
Theorie
14
Theory
14
Portfolio-Management
6
Schätztheorie
6
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
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4
Regression analysis
4
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4
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Ambiguity
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Autokorrelation
3
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Method of moments
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Momentenmethode
3
Neue politische Ökonomie
3
Public choice
3
Spieltheorie
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
Incomplete information
2
Learning process
2
Lernprozess
2
Robust control
2
Statistical test
2
Statistischer Test
2
Stochastic volatility
2
Unvollkommene Information
2
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2
Volatilität
2
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1
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13
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Phillips, Peter C. B.
4
Sun, Yixiao
3
Branger, Nicole
2
Jin, Sainan
2
Larsen, Linda Sandris
2
Andrews, Donald W. K.
1
Dalla, Violetta
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Farinelli, Simone
1
Ferrando, Sebastian
1
Ferreira, Manuel
1
Frick, Mira
1
Giraitis, Liudas
1
Griffin, Jim
1
Hu, Jinjin
1
Iijima, Ryota
1
Ishii, Yuhta
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kwon, Soonwoo
1
Munk, Claus
1
Oberoi, Jaideep
1
Oduro, Samuel D.
1
Rossello, Damiano
1
Rubtsov, Alexey
1
Thoeny, Markus
1
Tibiletti, Luisa
1
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1
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Cowles Foundation discussion paper
Journal of banking & finance
European journal of operational research : EJOR
40
Journal of econometrics
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
KBI
20
Economics letters
15
Insurance / Mathematics & economics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Econometric theory
14
Cahiers du Département d'Econométrie
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of the American Statistical Association : JASA
12
Operations research
11
Quantitative finance
11
NBER Working Paper
10
NBER working paper series
10
Operations research letters
10
Discussion paper / Center for Economic Research, Tilburg University
9
Finance research letters
9
Discussion paper series / IZA
7
Discussion papers of interdisciplinary research project 373
7
IZA Discussion Paper
7
Journal of economic dynamics & control
7
Journal of financial econometrics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production research
6
Journal of forecasting
6
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
6
The journal of asset management
6
Department of Economics discussion paper series / University of Oxford
5
Economics discussion papers
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Mathematics and financial economics
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Mathematics of operations research
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Metrika : international journal for theoretical and applied statistics
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Scandinavian actuarial journal
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ECONIS (ZBW)
13
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1
Stability and robustness in misspecified learning models
Frick, Mira
;
Iijima, Ryota
;
Ishii, Yuhta
-
2020
-
This version: May 13, 2020
Persistent link: https://www.econbiz.de/10012319462
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.
;
Kwon, Soonwoo
-
2019
-
Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
Saved in:
4
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
5
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
6
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
7
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
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
Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole
;
Larsen, Linda Sandris
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
Saved in:
10
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Saved in:
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