//--> //--> //--> //-->
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
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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
Capital income
Zeitreihenanalyse
Analysis of variance
24
Varianzanalyse
24
Estimation theory
11
Schätztheorie
11
Time series analysis
10
Correlation
9
Korrelation
9
Volatility
9
Volatilität
9
Forecasting model
8
Kapitaleinkommen
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Theorie
8
Theory
8
Estimation
5
Schätzung
5
Minimum variance portfolio
4
Decomposition method
3
Dekompositionsverfahren
3
Hedging
3
Aktienmarkt
2
Factor analysis
2
Faktorenanalyse
2
Global minimum variance portfolio
2
High-dimensional covariance matrix
2
Large covariance matrix
2
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Option pricing theory
2
Optionspreistheorie
2
Realized variance
2
Realized volatility
2
Regression hedge
2
Risikomaß
2
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Alfelt, Gustav
1
Bandi, Federico M.
1
Bednarek, Ziemowit
1
Bodnar, Taras
1
Cao, Jiling
1
Fryzlewicz, Piotr
1
Gupta, Rangan
1
Hallin, Marc
1
Hartkopf, Jan Patrick
1
Hotta, Luiz K.
1
Javed, Farrukh
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
Li, Degui
1
Li, Yu-Ning
1
Lunde, Asger
1
Luo, Xin
1
Mazzeu, João H. G.
1
Oh, Jong-Min
1
Patel, Pratish
1
Pereira, Pedro L. Valls
1
Pierdzioch, Christian
1
Reh, Laura
1
Russell, Jeffrey R.
1
Salisu, Afees A.
1
Shephard, Neil G.
1
Sheppard, Kevin
1
Sun, Yucheng
1
Tao, Yunqing
1
Trucíos, Carlos
1
Tyrcha, Joanna
1
Wright, Jonathan H.
1
Xu, Wen
1
Yang, Chen
1
Zevallos, Mauricio
1
Zhang, WenJun
1
Zou, Kai
1
more ...
less ...
Published in...
All
Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
18
Journal of financial econometrics
9
Journal of empirical finance
8
Journal of banking & finance
7
Discussion paper / Tinbergen Institute
6
International journal of forecasting
6
Working paper
6
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
5
Econometric reviews
4
Journal of forecasting
4
CORE discussion papers : DP
3
CREATES research paper
3
Economic modelling
3
Economics letters
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Quantitative finance
3
SFB 649 discussion paper
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of finance : the journal of the American Finance Association
3
Working paper series / University of Zurich, Department of Economics
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied economics letters
2
CEA_372Cass working paper series
2
Cardiff economics working papers
2
CoFE Discussion Paper
2
CoFE discussion papers
2
Econometric Institute research papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finmap working paper
2
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of business economics and management
2
Journal of time series econometrics
2
NBER Working Paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Reihe Quantitative Ökonomie : Ökon
2
Review of managerial science
2
SFB 649 Discussion Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
3
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:
4
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:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
6
A new measure of realized volatility : inertial and reverse realized semivariance
Luo, Xin
;
Tao, Yunqing
;
Zou, Kai
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
Saved in:
7
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
Saved in:
8
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
9
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->