//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of financial studies"
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:"analysis of variance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
47
Varianzanalyse
44
Estimation theory
19
Schätztheorie
19
Volatility
19
Volatilität
19
Correlation
17
Korrelation
17
Theorie
17
Theory
17
Time series analysis
13
Zeitreihenanalyse
13
Estimation
11
Portfolio selection
11
Portfolio-Management
11
Capital income
10
Kapitaleinkommen
10
Schätzung
10
Forecasting model
9
Prognoseverfahren
9
Market microstructure
8
Marktmikrostruktur
8
USA
8
United States
8
Börsenkurs
7
Share price
7
Noise Trading
6
Noise trading
6
Statistical test
6
Statistischer Test
6
High frequency data
5
Minimum variance portfolio
5
Risikoprämie
5
Risk premium
5
CAPM
4
Factor analysis
4
Faktorenanalyse
4
High-frequency data
4
Induktive Statistik
4
Martingal
4
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Undetermined
5
Author
All
Patton, Andrew J.
5
Zheng, Xinghua
3
Bai, Jushan
2
Bollerslev, Tim
2
Christensen, Kim
2
Kong, Xin-Bing
2
Li, Yingying
2
Liu, Zhi
2
Podolskij, Mark
2
Quaedvlieg, Rogier
2
Amado, Cristina
1
Bandi, Federico M.
1
Bondarenko, Oleg
1
Cahan, Ercument
1
Cai, T. Tony
1
Caliński, T.
1
Chan, Louis K. C.
1
Chen, Jiaqi
1
Chen, Song Xi
1
Christensen, Kimberly
1
Christoffersen, Peter F.
1
Clinet, Simon
1
Czajka, S.
1
D'Amour, Alexander
1
Dai, Chaoxing
1
Ding, Peng
1
Ding, Yi
1
Engle, Robert F.
1
Feller, Avi
1
Feng, Phoenix
1
Fengler, Matthias
1
Francq, Christian
1
Gençay, Ramazan
1
George, Thomas J.
1
Gribisch, Bastian
1
Hartkopf, Jan Patrick
1
He, Jing
1
Heston, Steven L.
1
Hollstein, Fabian
1
Hu, Jianchang
1
more ...
less ...
Published in...
All
Statistical Papers / Springer
Journal of econometrics
The review of financial studies
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
11
SFB 649 discussion paper
11
Economics letters
10
International journal of productivity and quality management : IJPQM
10
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
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
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
6
Global COE Hi-Stat discussion paper series
6
International journal of business excellence
6
more ...
less ...
Source
All
ECONIS (ZBW)
44
RePEc
5
Showing
1
-
10
of
49
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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
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
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->