//--> //--> //-->
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:"Journal of financial econometrics"
~person:"Shi, Yanlin"
~person:"Wolf, Michael"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Welt
ARCH model
3
ARCH-Modell
3
Theory
3
Capital income
2
Kapitaleinkommen
2
dynamic conditional correlations
2
nonlinear shrinkage
2
Analysis of variance
1
Correlation
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
GARCH
1
Korrelation
1
Markowitz port-folio selection
1
Markowitz portfolio selection
1
Multivariate Analyse
1
Multivariate analysis
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Varianzanalyse
1
Volatility
1
Volatilität
1
asymmetric effect
1
cross-section of returns
1
factor models
1
heteroskedasticity
1
multivariate GARCH
1
volatility forecasting
1
zero-drift GARCH
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Shi, Yanlin
Wolf, Michael
Ledoit, Olivier
2
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Christensen, Kim
1
De Nard, Gianluca
1
Fabozzi, Francesco A.
1
Francq, Christian
1
Gorgi, P.
1
Hansen, Anne Lundgaard
1
Hansen, Peter Reinhard
1
Ibrushi, Denada
1
Janus, Paweł
1
Koopman, Siem Jan
1
Liu, Jinjing
1
Maheu, John M.
1
Peng, Shige
1
Qiu, Yue
1
Sheppard, Kevin
1
Siggaard, Mathias Voldum
1
Stoyanov, Stoyan V.
1
Veliyev, Bezirgen
1
Wong, Woon K.
1
Xie, Tian
1
Xu, Wen
1
Yang, Shuzhen
1
Yao, Jianfeng
1
Yu, Jun
1
Zakoïan, Jean-Michel
1
Zamenjani, Azam Shamsi
1
Zhao, Zhao
1
Zhou, Qiankun
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Cogent economics & finance
1
Economic modelling
1
Finance research letters
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Risks : open access journal
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
2
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:
3
Efficient sorting : a more powerful test for cross-sectional anomalies
Ledoit, Olivier
;
Wolf, Michael
;
Zhao, Zhao
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 645-686
Persistent link: https://www.econbiz.de/10012152240
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->