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Journal of econometrics
The journal of investing
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ECONIS (ZBW)
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1
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
4
Real estate betas and the implications for asset allocation
Mladina, Peter
- In:
The journal of investing
27
(
2018
)
1
,
pp. 109-120
Persistent link: https://www.econbiz.de/10011937567
Saved in:
5
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
6
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
7
Is beta dead for commodities?
Westgaard, Sjur
;
Steen, Marie
- In:
The journal of investing
26
(
2017
)
4
,
pp. 16-26
Persistent link: https://www.econbiz.de/10011932167
Saved in:
8
Systematic diversification using beta
Bouchey, Paul
;
Li, Tianchuan
;
Nemtchinov, Vassilii
- In:
The journal of investing
26
(
2017
)
3
,
pp. 144-151
Persistent link: https://www.econbiz.de/10011736558
Saved in:
9
Smart currency hedging for smart beta global equities
Boer, Sanne de
- In:
The journal of investing
25
(
2016
)
4
,
pp. 64-78
Persistent link: https://www.econbiz.de/10011687580
Saved in:
10
Investing in the beta space
Pereiro, Luis E.
- In:
The journal of investing
25
(
2016
)
3
,
pp. 9-16
Persistent link: https://www.econbiz.de/10011930571
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