//--> //--> //--> //-->
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:"International journal of business excellence"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial econometrics"
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:"analysis of variance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
31
Varianzanalyse
31
Theorie
17
Theory
17
Correlation
10
Korrelation
10
Portfolio selection
10
Portfolio-Management
10
Volatility
9
Volatilität
9
Estimation theory
8
Schätztheorie
8
Estimation
7
Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
6
Kapitaleinkommen
6
Option pricing theory
5
Optionspreistheorie
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
CAPM
4
Factor analysis
4
Faktorenanalyse
4
Forecasting model
4
Prognoseverfahren
4
Share price
4
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
factor models
3
forecasting
3
realized covariance
3
realized variance
3
ANOVA
2
China
2
Comparison
2
Deutschland
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
De Nard, Gianluca
2
Gardiol, Lucien
2
Hoogland, J. K.
2
Neumann, C. D. D.
2
Agrawal, Raj
1
Aistleitner, Christoph
1
Alves, Rafael P.
1
Bares, Pierre-Antoine
1
Bauwens, Luc
1
Brito, Diego S. de
1
Calzolari, Giorgio
1
Cenesizoglu, Tolga
1
Chan, Ngai Hang
1
Cipollini, Fabrizio
1
Cont, R.
1
Digalwar, Abhijeet K.
1
Fonseca, José da
1
Gallo, Giampiero M.
1
Gibson, Rajna
1
Gijo, E. V.
1
Gorgi, P.
1
Grasselli, Martino
1
Griffin, Jim
1
Gu, Xinhua
1
Guhr, Thomas
1
Gyger, S.
1
Halbleib, Roxana
1
Hansen, Peter Reinhard
1
Hofer, Markus
1
Hui, Cho H.
1
Ibrushi, Denada
1
Ielpo, Florian
1
Janus, Paweł
1
Jiang, Binyan
1
Koopman, Siem Jan
1
Korn, Ralf
1
Ledoit, Olivier
1
Lee, Jooh
1
Li, Benbo
1
Liu, Cheng
1
more ...
less ...
Published in...
All
International journal of business excellence
International journal of theoretical and applied finance
Journal of financial econometrics
Journal of econometrics
36
Finance research letters
15
Working paper
15
Discussion paper / Tinbergen Institute
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Journal of empirical finance
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
11
Economics letters
10
International journal of productivity and quality management : IJPQM
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Psychometrika
10
Econometric reviews
9
European journal of operational research : EJOR
9
Quantitative finance
9
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
7
Journal of Industrial Engineering International
7
Journal of industrial engineering international
7
The European journal of finance
7
The review of economics and statistics
7
CORE discussion papers : DP
6
CREATES research paper
6
Global COE Hi-Stat discussion paper series
6
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Forecasting large realized covariance matrices : the benefits of factor models and shrinkage
Alves, Rafael P.
;
Brito, Diego S. de
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 696-742
Persistent link: https://www.econbiz.de/10015045177
Saved in:
4
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
5
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
6
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
Saved in:
7
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
8
Bayesian nonparametric estimation of ex post variance
Griffin, Jim
;
Liu, Jia
;
Maheu, John M.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 823-859
Persistent link: https://www.econbiz.de/10012799051
Saved in:
9
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
10
Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->