Search Results - subject:"Analysis of covariance"

Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods

Fičura, Milan; Witzany, Jiří - In: Finance a úvěr 66 (2016) 4, pp. 278-301

Persistent link: https://www.econbiz.de/10011532802

Forecasting pain and discomport for canines with disease for establishing appropriate medication levels

Miori, Virginia M.; Miao, Zhenpeng; Qu, Yingdao - In: Advances in business and management forecasting 11 (2016), pp. 51-99

Persistent link: https://www.econbiz.de/10011535410

Evaluating factor pricing models using high-frequency panels

Chang, Yoosoon; Choi, Yongok; Kim, Hwagyun; Park, Joon Y. - In: Quantitative economics : QE ; journal of the … 7 (2016) 3, pp. 889-933

Persistent link: https://www.econbiz.de/10011793568

Integration of directional distance formulation of DEA and canonical correlation

Shetty, Udaya; Pakkala, T. P. M. - In: International journal of business performance and … 8 (2016) 1, pp. 66-77

Persistent link: https://www.econbiz.de/10011610209

Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error

Park, Sujin; Hong, Seok Young; Linton, Oliver - In: Journal of econometrics 191 (2016) 2, pp. 325-347

Persistent link: https://www.econbiz.de/10011610563

Valuation of options on discretely sampled variance : a general analytic approximation

Drimus, Gabriel; Farkas, Walter; Gourier, Elise - In: The journal of computational finance 20 (2016) 2, pp. 39-66

Persistent link: https://www.econbiz.de/10011656703

Determining optimal portfolio in a three-asset portfolio mix in Nigeria

Offiong, Amenawo Ikpa; Riman, Hodo B.; Eyo, Eyoanwan E. - In: Journal of mathematical finance 6 (2016) 4, pp. 524-540

Persistent link: https://www.econbiz.de/10011656939

On the weight sign of the global minimum variance portfolio

Chiu, Wan-Yi; Jiang, Ching-hai - In: Finance research letters 19 (2016), pp. 241-246

Persistent link: https://www.econbiz.de/10011657693

Institutional investing and feedback effects in capital markets

Rous, Jan Martin - 2016

Die Mehrheit des globalen Finanzvermögens wird heute von professionellen Asset Managern investiert, welche häufig vergleichbare Prozesse und quantitative Techniken anwenden. Dies trifft vor allem auf die strategische Asset-Allokation auf Asset-Klassen, Regionen und Währungen zu. Am weitesten...

Persistent link: https://www.econbiz.de/10011561377

The determinants of long-term corporate debt issuances

Badoer, Dominique C.; James, Christopher M. - In: The journal of finance : the journal of the American … 71 (2016) 1, pp. 457-492

Persistent link: https://www.econbiz.de/10011561934

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