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~isPartOf:"Journal of risk"
~isPartOf:"Sociological Methods & Research"
~subject:"1994-2007"
~subject:"Portfolio selection"
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Search: subject_exact:"Standard error"
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1994-2007
Portfolio selection
standard error
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Estimation theory
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Aktienindex
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bias
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coherence
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consistency
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delta method
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efficiency
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expected shortfall (ES)
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influence functions
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maximum likelihood estimator (MLE)
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modified expected shortfall (mES)
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Ceylan, Özcan
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Martin, R. Douglas
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Journal of risk
Sociological Methods & Research
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International review of financial analysis
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ECONIS (ZBW)
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1
Nonparametric versus parametric expected shortfall
Martin, R. Douglas
;
Zhang, Shengyu
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012117478
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2
Time-varying volatility asymmetry : a conditioned HAR-RV (CJ) EGARCH-M model
Ceylan, Özcan
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 21-49
Persistent link: https://www.econbiz.de/10010476249
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