//--> //--> //--> //-->
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:"The European journal of finance"
~isPartOf:"The review of financial studies"
~language:"deu"
~language:"eng"
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:"Kovarianzanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
15
Varianzanalyse
15
USA
7
United States
7
Theorie
6
Theory
6
Volatility
5
Volatilität
5
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
Capital income
3
Correlation
3
Estimation theory
3
Kapitaleinkommen
3
Korrelation
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Aktie
2
Börsenkurs
2
CAPM
2
Share
2
Share price
2
1963-2016
1
1973-1997
1
1986-1989
1
1990-2002
1
1993-1998
1
1996-1998
1
1996-2009
1
1996-2012
1
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Constant elasticity of variance (CEV)
1
Core
1
Covariance matrix cleaning
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
German
English
Author
All
Bodnar, Taras
1
Bonato, M.
1
Bond, Shaun A.
1
Bongiorno, Christian
1
Byström, Hans N. E.
1
Caporin, Massimiliano
1
Challet, Damien
1
Chan, Louis K. C.
1
Christoffersen, Peter F.
1
Djupsjöbacka, Daniel
1
George, Thomas J.
1
Gupta, Arjun K.
1
Heston, Steven L.
1
Hwang, Chuan-yang
1
Jacobs, Kris
1
Karceski, Jason
1
Kozhan, Roman
1
Lakonishok, Josef
1
Levy, Haim
1
Levy, Moshe
1
Liu, Siqi
1
Melia, Adrian
1
Neuberger, Anthony
1
Patton, Andrew J.
1
Ranaldo, Angelo
1
Rossi, Alberto
1
Satchell, Stephen
1
Schneider, Paul
1
Song, Xiaojing
1
Timmermann, Allan
1
Tippett, Mark
1
Todorov, Viktor
1
Weller, Brian M.
1
more ...
less ...
Published in...
All
The European journal of finance
The review of financial studies
Journal of econometrics
36
Working paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Journal of financial econometrics
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Finance research letters
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
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
Econometric reviews
9
European journal of operational research : EJOR
8
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
8
Quantitative finance
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
The review of economics and statistics
7
CORE discussion papers : DP
6
CREATES research paper
6
Global COE Hi-Stat discussion paper series
6
International journal of productivity and quality management : IJPQM
6
Journal of business ethics : JOBE
6
Research paper series / Swiss Finance Institute
6
Statistical papers
6
Working papers in economics and statistics
6
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
Saved in:
2
Risk price variation : the missing half of empirical asset pricing
Patton, Andrew J.
;
Weller, Brian M.
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5127-5184
Persistent link: https://www.econbiz.de/10013400158
Saved in:
3
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
26
(
2020
)
9
,
pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
Saved in:
4
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras
;
Gupta, Arjun K.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
Saved in:
5
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
6
The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
Saved in:
7
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
8
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
9
Variance risk-premium dynamics : the role of jumps
Todorov, Viktor
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 345-383
Persistent link: https://www.econbiz.de/10003941654
Saved in:
10
Implications of market microstructure for realized variance measurement
Djupsjöbacka, Daniel
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10003954407
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->