Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Varianzanalyse"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Varianzanalyse
1,850
Analysis of variance
1,726
Theorie
712
Theory
678
Schätztheorie
464
Estimation theory
455
Volatilität
419
Volatility
416
Portfolio-Management
325
Portfolio selection
321
Schätzung
286
Estimation
270
Korrelation
264
Correlation
258
Prognoseverfahren
211
Zeitreihenanalyse
208
Forecasting model
206
Kapitaleinkommen
199
Time series analysis
198
Capital income
196
ARCH-Modell
156
Börsenkurs
156
ARCH model
151
Share price
150
USA
126
United States
117
Monte Carlo simulation
111
Monte-Carlo-Simulation
111
Regressionsanalyse
111
Stochastischer Prozess
106
Stochastic process
105
Optionspreistheorie
100
Statistischer Test
99
Regression analysis
98
Option pricing theory
97
Statistical test
94
CAPM
88
Multivariate Analyse
81
Risiko
81
Risikomaß
81
more ...
less ...
Online availability
All
Free
683
Undetermined
368
CC license
23
Type of publication
All
Article
988
Book / Working Paper
866
Type of publication (narrower categories)
All
Article in journal
909
Aufsatz in Zeitschrift
909
Working Paper
429
Graue Literatur
396
Non-commercial literature
396
Arbeitspapier
369
Aufsatz im Buch
71
Book section
71
Hochschulschrift
63
Thesis
51
Lehrbuch
11
Collection of articles written by one author
9
Sammlung
9
Textbook
8
Aufsatzsammlung
4
Bibliografie enthalten
4
Bibliography included
4
Collection of articles of several authors
4
Forschungsbericht
4
Sammelwerk
4
Case study
3
Einführung
3
Fallstudie
3
Reprint
3
Article
1
Conference paper
1
Dissertation u.a. Prüfungsschriften
1
Doctoral Thesis
1
Konferenzbeitrag
1
Konferenzschrift
1
Market information
1
Marktinformation
1
Mehrbändiges Werk
1
Multi-volume publication
1
Research Report
1
Systematic review
1
Tabelle
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,728
German
108
Undetermined
10
French
5
Spanish
2
Polish
1
Slovenian
1
more ...
less ...
Author
All
Kapetanios, George
15
Schmid, Wolfgang
15
Hafner, Christian M.
13
Caporin, Massimiliano
12
Ferrer-i-Carbonell, Ada
12
Herwartz, Helmut
12
Bauwens, Luc
11
Bodnar, Taras
11
Christensen, Kim
11
Golosnoy, Vasyl
11
Gribisch, Bastian
11
Hartung, Joachim
11
Liesenfeld, Roman
11
Croux, Christophe
10
Hodrick, Robert J.
10
Linton, Oliver
10
Voev, Valeri
10
Fengler, Matthias
9
Gao, Jiti
9
Podolskij, Mark
9
Hautsch, Nikolaus
8
Inoue, Atsushi
8
Oomen, Roel C. A.
8
Opschoor, Anne
8
Potter, Simon M.
8
Watanabe, Toshiaki
8
Zeileis, Achim
8
Barndorff-Nielsen, Ole E.
7
Bollerslev, Tim
7
Bonato, Matteo
7
Boudt, Kris
7
Dijk, Dick van
7
Frondel, Manuel
7
Hansen, Peter Reinhard
7
Kyj, Lada M.
7
Lucas, André
7
Mammen, Enno
7
McAleer, Michael
7
Nielsen, Morten Ørregaard
7
Okhrin, Yarema
7
more ...
less ...
Institution
All
National Bureau of Economic Research
14
Queen Mary College / Department of Economics
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Centre for Analytical Finance <Århus>
2
Forschungsinstitut zur Zukunft der Arbeit
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Canterbury / Dept. of Economics and Finance
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Dalhousie University / Research Seminar
1
Econometrisch Instituut <Rotterdam>
1
European Central Bank
1
European University Institute / Department of Economics
1
Fachbuchverlag Leipzig in Carl Hanser GmbH & Co. KG
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institute of Cost and Management Accountants
1
Internationaler Währungsfonds
1
Judge Institute of Management Studies
1
London School of Economics and Political Science
1
Research Seminar on Multivariate Statistical Analysis <1, 1972, Halifax, Nova Scotia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer-Verlag GmbH
1
Université de Montréal / Département de sciences économiques
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Victoria University of Wellington / School of Economics and Finance
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
more ...
less ...
Published in...
All
Journal of econometrics
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Finance research letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of theoretical and applied finance
16
Discussion paper / Tinbergen Institute
14
Economics letters
14
Journal of banking & finance
14
Journal of empirical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
NBER working paper series
14
Working paper
14
Econometric reviews
13
Journal of financial econometrics
13
NBER Working Paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Organizational research methods : ORM
12
Applied economics
11
Econometric theory
11
International journal of hospitality management
11
Quantitative finance
11
SFB 649 discussion paper
11
Applied mathematical finance
10
International journal of forecasting
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
CREATES research paper
9
Economic modelling
9
European journal of operational research : EJOR
9
International journal of productivity and quality management : IJPQM
9
Journal of the American Statistical Association : JASA
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
Applied economics letters
8
Computational economics
8
Operations research letters
8
SFB 649 Discussion Paper
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Research paper series / Swiss Finance Institute
7
more ...
less ...
Source
All
ECONIS (ZBW)
1,752
EconStor
63
USB Cologne (EcoSocSci)
39
Showing
91
-
100
of
1,854
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
92
Forecasting international stock market variances
Bekaert, Geert
;
Xu, Nancy
;
Ye, Tiange
-
2024
Persistent link: https://www.econbiz.de/10014536734
Saved in:
93
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
94
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
95
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Chang, Jinyuan
;
Hu, Qiao
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10015074488
Saved in:
96
Time-varying minimum variance portfolio
Fan, Qingliang
;
Wu, Ruike
;
Yang, Yanrong
;
Zhong, Wei
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10015074503
Saved in:
97
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
98
Forecasting large realized covariance matrices : the benefits of factor models and shrinkage
Alves, Rafael P.
;
Brito, Diego S. de
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 696-742
Persistent link: https://www.econbiz.de/10015045177
Saved in:
99
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
100
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
