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~isPartOf:"Finance research letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Varianzanalyse"
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Capital income
Zeitreihenanalyse
Analysis of variance
16
Varianzanalyse
16
Volatility
8
Volatilität
8
Estimation theory
7
Schätztheorie
7
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Option pricing theory
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Optionspreistheorie
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Alexeev, Vitali
1
Bednarek, Ziemowit
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Cao, Jiling
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Chen, Jun
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Gallegati, Marco
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Gallegati, Mauro
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Gupta, Rangan
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Hartkopf, Jan Patrick
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Patel, Pratish
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Reh, Laura
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Salisu, Afees A.
1
Song, Yuping
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Tao, Yunqing
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Finance research letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
18
Journal of financial econometrics
9
Journal of empirical finance
8
Journal of banking & finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Tinbergen Institute
6
International journal of forecasting
6
Working paper
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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
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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
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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
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CEA_372Cass working paper series
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Cardiff economics working papers
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CoFE Discussion Paper
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CoFE discussion papers
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Econometric Institute research papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finmap working paper
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of business economics and management
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Journal of time series econometrics
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NBER working paper series
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Quantitative economics : QE ; journal of the Econometric Society
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Reihe Quantitative Ökonomie : Ökon
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Review of managerial science
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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
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:
3
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
4
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:
5
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:
6
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:
7
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
8
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:
9
Wavelet variance analysis of output in G-7 countries
Gallegati, Marco
;
Gallegati, Mauro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009513650
Saved in:
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