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~isPartOf:"The journal of computational finance"
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Quantitative finance
The journal of computational finance
Staff working paper / Bank of Canada
21
International journal of production research
19
European journal of operational research : EJOR
17
Acta Universitatis Lodziensis / Folia oeconomica
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SpringerLink / Bücher
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The journal of portfolio management : JPM
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Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Discussion paper / Center for Economic Research, Tilburg University
11
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IEA Oil Information Statistics
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Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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8
The age of economic measurement : [Workshop at Duke University on 28-30 April 2000]
8
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8
Kom / Kommission der Europäischen Gemeinschaften
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Quantitative approaches to multidimensional poverty measurement
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
3
CME iceberg order detection and prediction
Zotikov, Dmitry
;
Antonov, Anton
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1977-1992
Persistent link: https://www.econbiz.de/10012696802
Saved in:
4
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
5
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Saved in:
6
Improving forecasting performance of realized covariance with extensions of HAR-RCOV model : statistical significance and economic value
Zhang, Yaojie
;
Wei, Yu
;
Liu, Li
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1425-1438
Persistent link: https://www.econbiz.de/10012194796
Saved in:
7
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
Saved in:
8
Robbins-Monro algorithms and variance reduction in finance
Arouna, Bouhari
- In:
The journal of computational finance
7
(
2003/2004
)
2
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001908052
Saved in:
9
Option pricing by transform methods : extensions, unification and error control
Lee, Roger W.
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 51-86
Persistent link: https://www.econbiz.de/10002060743
Saved in:
10
Analytic derivatives of asymmetric Garch models
Levy, George F.
- In:
The journal of computational finance
6
(
2003
)
3
,
pp. 21-63
Persistent link: https://www.econbiz.de/10001753391
Saved in:
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