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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Estimation"
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Search: subject_exact:"Varianzanalyse"
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Capital income
Estimation
Analysis of variance
48
Varianzanalyse
48
Estimation theory
25
Schätztheorie
25
Volatility
22
Volatilität
22
Correlation
20
Korrelation
20
Time series analysis
17
Zeitreihenanalyse
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14
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Theorie
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13
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Minimum variance portfolio
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Börsenkurs
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Noise Trading
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Noise trading
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Realized variance
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Statistical test
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Statistischer Test
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4
Dekompositionsverfahren
4
Factor analysis
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Faktorenanalyse
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Patton, Andrew J.
2
Amado, Cristina
1
Bednarek, Ziemowit
1
Bollerslev, Tim
1
Cai, T. Tony
1
Christensen, Kim
1
Dai, Chaoxing
1
Feng, Phoenix
1
Fengler, Matthias
1
Francq, Christian
1
Gupta, Rangan
1
Hollstein, Fabian
1
Hou, Xinmeng
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1
Jing, Bingyi
1
Kastner, Gregor
1
Kong, Xin-Bing
1
Lam, Clifford
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1
Liu, Lily Y.
1
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1
Lu, Kun
1
Luo, Xin
1
Mammen, Enno
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1
Oh, Jong-Min
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Patel, Pratish
1
Pelger, Markus
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Quaedvlieg, Rogier
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Salisu, Afees A.
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Wese Simen, Chardin
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Finance research letters
Journal of econometrics
Journal of banking & finance
9
Journal of empirical finance
9
Discussion paper / Tinbergen Institute
8
Journal of financial econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Applied economics letters
5
International journal of forecasting
5
Quantitative finance
5
SFB 649 discussion paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Global COE Hi-Stat discussion paper series
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NBER working paper series
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Economic modelling
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NBER Working Paper
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The journal of finance : the journal of the American Finance Association
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Working paper series / University of Zurich, Department of Economics
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Cardiff economics working papers
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Discussion paper / Centre for Economic Policy Research
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Discussion paper series / IZA
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Econometric reviews
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Economics working paper
2
Energy economics
2
European journal of operational research : EJOR
2
Europäische Hochschulschriften / 5
2
Financial markets and portfolio management
2
Finmap working paper
2
International journal of theoretical and applied finance
2
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of applied econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative economics : QE ; journal of the Econometric Society
2
Reihe Quantitative Ökonomie : Ökon
2
Research paper series / Swiss Finance Institute
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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
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
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:
4
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:
5
High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
6
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
7
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
8
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
9
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:
10
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
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