//--> //--> //-->
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
~person:"Ledoit, Olivier"
~person:"Malec, Peter"
~subject:"Capital income"
~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:"Korrelationsanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Correlation
9
Korrelation
9
Portfolio selection
7
Portfolio-Management
7
Theorie
6
Theory
6
Kapitaleinkommen
5
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Volatility
3
Volatilität
3
Analysis of variance
2
Börsenkurs
2
GARCH
2
Markowitz portfolio selection
2
Share price
2
Varianzanalyse
2
dynamic conditional correlations
2
nonlinear shrinkage
2
1972-2011
1
Aktienmarkt
1
CAPM
1
Composite likelihood
1
DCC
1
Dynamic conditional correlation
1
Dynamic conditional correlations
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Forecasting model
1
Intraday (co-)variation risk
1
Intraday data
1
Local method of moments
1
Markowitz port-folio selection
1
Markowitz’s portfolio selection
1
Method of moments
1
Momentenmethode
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Ledoit, Olivier
Malec, Peter
McMillan, David G.
8
Christiansen, Charlotte
5
Asai, Manabu
4
Aslanidis, Nektarios
4
Demirer, Rıza
4
Gribisch, Bastian
4
Kakushadze, Zura
4
Koopman, Siem Jan
4
Lucas, André
4
Wolf, Michael
4
Anderson, Randy I.
3
Bouri, Elie
3
Chiang, Thomas C.
3
Christoffersen, Peter F.
3
Corsi, Fulvio
3
Diebold, Francis X.
3
Janus, Paweł
3
McAleer, Michael
3
Sheppard, Kevin
3
Ur Rehman, Mobeen
3
Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
Amendola, Alessandra
2
Anatolyev, Stanislav
2
Asgharian, Hossein
2
Baruník, Jozef
2
Bauwens, Luc
2
Bekaert, Geert
2
Berger, Theo
2
Birau, Ramona
2
Bollerslev, Tim
2
Božović, Miloš
2
Broman, Markus S.
2
Buccheri, Giuseppe
2
Chang, Chia-Lin
2
Chung, Y. Peter
2
Clements, Adam
2
Conlon, Thomas
2
Cotter, John
2
more ...
less ...
Published in...
All
Journal of applied econometrics
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
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
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:
4
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
5
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 603-621
Persistent link: https://www.econbiz.de/10001806971
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->