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  • Search: subject:"Variance"
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Year of publication
Subject
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Varianzanalyse 639 Analysis of variance 634 Theorie 577 Theory 535 Schätztheorie 367 Estimation theory 357 Volatility 317 Volatilität 309 Portfolio-Management 290 Portfolio selection 285 Schätzung 284 Estimation 261 Prognoseverfahren 184 Forecasting model 176 variance decomposition 163 Kapitaleinkommen 162 Correlation 161 Korrelation 160 Capital income 159 Zeitreihenanalyse 157 Time series analysis 151 Börsenkurs 133 Share price 124 VAR model 114 Mehrebenenanalyse 112 Multi-level analysis 112 Risiko 109 Risk 109 VAR-Modell 109 CAPM 106 ARCH-Modell 104 ARCH model 103 Dekompositionsverfahren 92 Risikoprämie 89 Risk premium 89 Stochastischer Prozess 88 Decomposition method 86 Stochastic process 84 Monte Carlo simulation 81 Variance Decomposition 80
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Online availability
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Free 3,372 CC license 141
Type of publication
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Book / Working Paper 2,541 Article 802 Other 29
Type of publication (narrower categories)
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Working Paper 1,073 Graue Literatur 743 Non-commercial literature 743 Arbeitspapier 714 Article in journal 397 Aufsatz in Zeitschrift 397 Article 160 Thesis 42 Hochschulschrift 29 Conference paper 5 Forschungsbericht 5 Konferenzbeitrag 5 Aufsatzsammlung 3 Collection of articles of several authors 3 Sammelwerk 3 Amtliche Publikation 2 Aufsatz im Buch 2 Book section 2 Conference Paper 2 Congress Report 2 Preprint 2 Audio- / visual Ressource 1 Collection of articles written by one author 1 Konferenzschrift 1 Report 1 Research Report 1 Sammlung 1 Statistics 1 Statistik 1 research-article 1 technical-paper 1
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Language
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English 2,459 Undetermined 840 German 28 Spanish 16 French 7 Czech 6 Portuguese 6 Italian 3 Polish 2 Hungarian 1 Indonesian 1 Lithuanian 1 Dutch 1 Russian 1 Slovak 1
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Author
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McAleer, Michael 42 Nielsen, Morten Ørregaard 33 MacKinnon, James G. 29 Barndorff-Nielsen, Ole E. 27 Shephard, Neil 27 Sun, Yixiao 21 Menkveld, Albert J. 20 Hartung, Joachim 19 Yılmaz, Kamil 19 Phillips, Peter C.B. 18 Webb, Matthew 18 Antonakakis, Nikolaos 17 Diebold, Francis X. 17 Bollerslev, Tim 16 Caporale, Guglielmo Maria 16 Caporin, Massimiliano 16 Christensen, Kim 16 Frahm, Gabriel 15 Hansen, Peter Reinhard 15 Dreber, Anna 14 Mirdala, Rajmund 14 Ferrer-i-Carbonell, Ada 13 Holzmeister, Felix 13 Huber, Jürgen 13 Johannesson, Magnus 13 Kirchler, Michael 13 Neusüß, Sebastian 13 Razen, Michael 13 Weitzel, Utz 13 Wong, Wing-Keung 13 Alexander, Carol 12 Ledoit, Olivier 12 Podolskij, Mark 12 Dette, Holger 11 Dufour, Jean-Marie 11 Knapp, Guido 11 Linton, Oliver 11 Lunde, Asger 11 Watanabe, Toshiaki 11 Yilmaz, Kamil 11
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 119 International Monetary Fund (IMF) 48 School of Economics and Management, University of Aarhus 45 HAL 40 Cowles Foundation for Research in Economics, Yale University 20 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 20 National Bureau of Economic Research 18 Tinbergen Instituut 17 Department of Econometrics and Business Statistics, Monash Business School 15 Department of Economics, Oxford University 15 Tilburg University, Center for Economic Research 15 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 14 Henley Business School, University of Reading 13 London School of Economics (LSE) 12 CESifo 11 Finance Discipline Group, Business School 11 Institute of Economic Research, Hitotsubashi University 11 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 10 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 10 Collegio Carlo Alberto, Università degli Studi di Torino 9 Department of Economics and Business, Universitat Pompeu Fabra 9 East Asian Bureau of Economic Research (EABER) 9 Economics Group, Nuffield College, University of Oxford 9 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 8 eSocialSciences 8 Agricultural and Applied Economics Association - AAEA 7 Deutsche Bundesbank 7 Econometric Society 7 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 7 European Central Bank 7 Institute for the Study of Labor (IZA) 7 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 7 Université Paris-Dauphine (Paris IX) 7 Zentrum für Europäische Wirtschaftsforschung (ZEW) 7 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 7 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 6 Department of Economics, University of California-San Diego (UCSD) 6 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 6 Erasmus University Rotterdam, Econometric Institute 6 Tinbergen Institute 6
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Published in...
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MPRA Paper 119 Working Paper 61 IMF Working Papers 45 CREATES Research Papers 44 Discussion paper / Tinbergen Institute 31 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 29 Journal of Risk and Financial Management 27 IZA Discussion Papers 26 Working paper 26 Journal of risk and financial management : JRFM 24 CEMMAP working papers / Centre for Microdata Methods and Practice 23 Post-Print / HAL 23 Tinbergen Institute Discussion Papers 23 Cowles Foundation Discussion Papers 20 Technical Report 20 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 20 Tinbergen Institute Discussion Paper 20 CREATES research paper 19 Research paper series / Swiss Finance Institute 19 NBER working paper series 18 NBER Working Paper 17 Risks : open access journal 17 Working Papers / HAL 17 Discussion paper series / IZA 16 cemmap working paper 16 Discussion Paper / Tilburg University, Center for Economic Research 15 Economics Bulletin 15 Economics Series Working Papers / Department of Economics, Oxford University 15 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 15 CESifo Working Paper 14 CIRANO Working Papers 14 Cahiers de recherche 14 Queen's Economics Department working paper 14 ZEW Discussion Papers 14 CESifo Working Paper Series 13 Econometrics : open access journal 13 Risks 13 SFB 649 discussion paper 13 ICMA Centre Discussion Papers in Finance 12 LSE Research Online Documents on Economics 12
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Source
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ECONIS (ZBW) 1,487 RePEc 1,261 EconStor 524 BASE 87 USB Cologne (business full texts) 9 Other ZBW resources 4
Showing 1 - 10 of 3,372
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On Bessel's correction : unbiased sample variance, the "bariance," and a novel runtime-optimized estimator
Reichel, Felix - 2025
Bessel's correction adjusts the denominator in the sample variance formula from n to n − 1 to produce an unbiased … estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations … part using simulation reveals that the run-time of estimating population variance can be shortened when using an …
Persistent link: https://www.econbiz.de/10015376726
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Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed - In: Journal of empirical finance 79 (2024), pp. 1-32
Persistent link: https://www.econbiz.de/10015179565
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Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha; Filipović, Damir; Pasricha, Puneet - 2024
Persistent link: https://www.econbiz.de/10014485759
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Are accelerators akin to breweries or wineries? : a Bayesian variance decomposition of accelerator and cohort effects
Avnimelech, Gil; Dushnitsky, Gary; Ellsaesser, Florian; … - In: Strategic management journal 46 (2025) 2, pp. 534-579
Persistent link: https://www.econbiz.de/10015386846
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A common component of Fama and French factor variances
Fathi, Masoumeh; Grobys, Klaus; Äijö, Janne - 2025
Persistent link: https://www.econbiz.de/10015359779
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Exchange rate volatility, stock prices and returns in BRICS : the moderating effect of inflation with wavelength analysis
Umoru, David; Igbinovia, Beauty; Odegha, Benjamin - 2025
conducted. The Markov-regime model was estimated for robustness check. The wavelet scale W1 exhibited a variance of 574.7375 and … a relative percentage of 20.95% in explaining stock price variability, whereas wavelet scale W3 had a variance of 288 ….5577 and a relative proportion of 15.54%, and wavelet scale W2 had a variance of 159.5644 and a relative proportion of 8 …
Persistent link: https://www.econbiz.de/10015402817
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Cover Image
On Bessel's correction: Unbiased sample variance, the "bariance," and a novel runtime-optimized estimator
Reichel, Felix - 2025
Bessel's correction adjusts the denominator in the sample variance formula from n to n - 1 to produce an unbiased … estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations … part using simulation reveals that the run-time of estimating population variance can be shortened when using an …
Persistent link: https://www.econbiz.de/10015407463
Saved in:
Cover Image
Variance of the generalized regression estimator under measurement error
Brakel, Jan A. van den; Michiels, John - 2025
Persistent link: https://www.econbiz.de/10015407679
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Exchange rate volatility, stock prices and returns in BRICS: The moderating effect of inflation with wavelength analysis
Umoru, David; Igbinovia, Beauty; Odegha, Benjamin - In: Economic Forum 15 (2025) 1, pp. 38-57
conducted. The Markov-regime model was estimated for robustness check. The wavelet scale W1 exhibited a variance of 574.7375 and … a relative percentage of 20.95% in explaining stock price variability, whereas wavelet scale W3 had a variance of 288 ….5577 and a relative proportion of 15.54%, and wavelet scale W2 had a variance of 159.5644 and a relative proportion of 8 …
Persistent link: https://www.econbiz.de/10015408469
Saved in:
Cover Image
Science or scientism? : on the momentum illusion
Grobys, Klaus - In: Annals of finance 20 (2024) 4, pp. 479-519
Persistent link: https://www.econbiz.de/10015188762
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