Search Results - subject:"Analysis of covariance"

Narrow search

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

A factor-based estimation of integrated covariance matrix with noisy high-frequency data

Sun, Yucheng; Xu, Wen - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 770-784

Persistent link: https://www.econbiz.de/10013534498

High-dimensional realized covariance estimation : a parametric approach

Buccheri, G.; Mboussa Anga, G. - In: Quantitative finance 22 (2022) 11, pp. 2093-2107

Persistent link: https://www.econbiz.de/10013490925

Robust inference in models identified via heteroskedasticity

Lewis, Daniel J. - In: The review of economics and statistics 104 (2022) 3, pp. 510-524

Persistent link: https://www.econbiz.de/10013281462

Local projection variance impulse response

Kawakatsu, Hiroyuki - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1219-1244

Persistent link: https://www.econbiz.de/10012819528

Variance risk and the idiosyncratic volatility puzzle

Qadan, Mahmoud; Shuval, Kerem - In: Finance research letters 45 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014578075

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

Methodological threat or myth? : evaluating the current state of evidence on common method variance in human resource management research

Bozionelos, Nikos; Simmering, Marcia J. - In: Human resource management journal : HRMJ ; the … 32 (2022) 1, pp. 194-215

Persistent link: https://www.econbiz.de/10012816029

A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors

Vinzelberg, Anja; Auer, Benjamin R. - In: The journal of risk finance : JRF 23 (2022) 1, pp. 55-84

Persistent link: https://www.econbiz.de/10012797861

Threshold Incentives and Sales Variance

Sohoni, Milind G.; Chopra, Sunil; Mohan, Usha; … - 2022

In this paper, we analyze the impact of two forms of commonly used threshold-based incentive schemes on the observed sales variability. The first form of the incentive comprises an additional marginal payment on crossing a specified sales threshold and the second form of the incentive scheme...

Persistent link: https://www.econbiz.de/10014235452

A service of the

zbw