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~isPartOf:"Journal of econometrics"
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Search: subject:"analysis of variance"
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Analysis of variance
46
Varianzanalyse
43
Estimation theory
21
Schätztheorie
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Volatility
18
Volatilität
18
Correlation
17
Korrelation
17
Estimation
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Theorie
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Minimum variance portfolio
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Factor analysis
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43
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Patton, Andrew J.
4
Zheng, Xinghua
3
Bai, Jushan
2
Bollerslev, Tim
2
Christensen, Kim
2
Kong, Xin-Bing
2
Li, Yingying
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Liu, Zhi
2
Podolskij, Mark
2
Quaedvlieg, Rogier
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dai, Chaoxing
1
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1
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1
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1
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Statistical Papers / Springer
Journal of econometrics
Applied economics letters
Working paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Journal of financial econometrics
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Working paper / National Bureau of Economic Research, Inc.
12
Finance research letters
11
International journal of hospitality management
11
Journal of banking & finance
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SFB 649 discussion paper
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Economics letters
10
International journal of productivity and quality management : IJPQM
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER working paper series
10
Psychometrika
10
Econometric reviews
9
European journal of operational research : EJOR
8
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
8
Quantitative finance
8
The review of financial studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
International journal of forecasting
7
Journal of Industrial Engineering International
7
Journal of industrial engineering international
7
The European journal of finance
7
The review of economics and statistics
7
CORE discussion papers : DP
6
CREATES research paper
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Global COE Hi-Stat discussion paper series
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International journal of business excellence
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ECONIS (ZBW)
43
RePEc
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1
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
2
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
3
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
4
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
5
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
6
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
7
Overlap in observational studies with high-dimensional covariates
D'Amour, Alexander
;
Ding, Peng
;
Feller, Avi
;
Lei, Lihua
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 644-654
Persistent link: https://www.econbiz.de/10012619253
Saved in:
8
High dimensional minimum variance portfolio estimation under statistical factor models
Ding, Yi
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012619723
Saved in:
9
High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
10
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
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