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  • Search: subject:"variance"
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Year of publication
Subject
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Varianzanalyse 1,816 Theorie 1,806 Analysis of variance 1,804 Theory 1,764 Portfolio selection 1,203 Portfolio-Management 1,196 Volatility 1,082 Volatilität 1,054 Schätztheorie 877 Estimation theory 866 Schätzung 800 Estimation 785 Kapitaleinkommen 563 Capital income 560 Prognoseverfahren 527 Forecasting model 519 Börsenkurs 495 Share price 485 Stochastischer Prozess 430 Stochastic process 426 Zeitreihenanalyse 415 Time series analysis 410 Correlation 391 Korrelation 386 Optionspreistheorie 363 Risk 362 Option pricing theory 359 CAPM 357 Risiko 354 ARCH-Modell 349 ARCH model 348 Multi-level analysis 341 Mehrebenenanalyse 340 VAR model 319 VAR-Modell 310 variance decomposition 299 Risk premium 284 Risikoprämie 283 USA 240 Aktienmarkt 239
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Online availability
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Free 3,392 Undetermined 3,164 CC license 148
Type of publication
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Article 5,194 Book / Working Paper 3,161 Other 32 Journal 2
Type of publication (narrower categories)
All
Article in journal 3,309 Aufsatz in Zeitschrift 3,309 Working Paper 1,228 Graue Literatur 920 Non-commercial literature 920 Arbeitspapier 866 Article 162 Aufsatz im Buch 124 Book section 124 Hochschulschrift 97 Thesis 92 research-article 92 Conference paper 23 Konferenzbeitrag 23 Lehrbuch 14 Collection of articles written by one author 13 Sammlung 13 Textbook 9 Aufsatzsammlung 8 Case study 7 Collection of articles of several authors 7 Fallstudie 7 Forschungsbericht 7 Sammelwerk 7 conceptual-paper 7 review-article 5 Bibliografie enthalten 4 Bibliography included 4 Congress Report 3 Einführung 3 Reprint 3 case-report 3 Amtliche Publikation 2 Amtsdruckschrift 2 Conference Paper 2 Dissertation u.a. Prüfungsschriften 2 Government document 2 Konferenzschrift 2 Preprint 2 Systematic review 2
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Language
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English 5,915 Undetermined 2,262 German 149 Spanish 22 French 15 Portuguese 8 Czech 7 Italian 3 Polish 3 Russian 2 Slovak 2 Hungarian 1 Indonesian 1 Lithuanian 1 Dutch 1 Slovenian 1
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Author
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McAleer, Michael 61 Nielsen, Morten Ørregaard 41 Barndorff-Nielsen, Ole E. 38 MacKinnon, James G. 35 Shephard, Neil 35 Sun, Yixiao 31 Antonakakis, Nikolaos 27 Caporin, Massimiliano 26 Madan, Dilip B. 25 Hansen, Peter Reinhard 24 Yılmaz, Kamil 24 Diebold, Francis X. 23 Hartung, Joachim 22 Menkveld, Albert J. 22 Webb, Matthew 22 Bollerslev, Tim 21 Caporale, Guglielmo Maria 21 Christensen, Kim 21 Schmid, Wolfgang 21 Bodnar, Taras 20 Frahm, Gabriel 20 Lunde, Asger 20 Wong, Wing Keung 19 Carr, Peter 18 Phillips, Peter C.B. 18 Wong, Wing-Keung 18 Zeng, Yan 18 Gupta, Rangan 17 Dreber, Anna 16 Ferrer-i-Carbonell, Ada 16 Ledoit, Olivier 16 Mirdala, Rajmund 16 Podolskij, Mark 16 Yao, Haixiang 16 Alexander, Carol 15 Bonato, Matteo 15 Chang, Chia-Lin 15 Fabozzi, Frank J. 15 Holzmeister, Felix 15 Huber, Jürgen 15
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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 EconWPA 32 C.E.P.R. Discussion Papers 22 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 21 Cowles Foundation for Research in Economics, Yale University 20 Department of Economics, Oxford University 20 National Bureau of Economic Research 18 Tinbergen Instituut 17 Université Paris-Dauphine (Paris IX) 16 Department of Econometrics and Business Statistics, Monash Business School 15 Tilburg University, Center for Economic Research 15 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 14 Henley Business School, University of Reading 14 Institute for the Study of Labor (IZA) 13 Finance Discipline Group, Business School 12 London School of Economics (LSE) 12 CESifo 11 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 11 Institute of Economic Research, Hitotsubashi University 11 Econometric Society 10 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 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 Department of Economics and Finance, College of Business and Economics 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 9 Mathematica Policy Research 9 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 8 School of Economics and Political Science, Universität St. Gallen 8 Society for Computational Economics - SCE 8 University of Bonn, Germany 8 eSocialSciences 8 Agricultural and Applied Economics Association - AAEA 7 Deutsche Bundesbank 7 European Central Bank 7
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Published in...
All
MPRA Paper 119 Journal of econometrics 94 European journal of operational research : EJOR 84 Finance research letters 77 Insurance / Mathematics & economics 69 Management Science 65 Working Paper 63 Annals of the Institute of Statistical Mathematics 56 International journal of theoretical and applied finance 55 Economic modelling 52 Journal of banking & finance 49 Quantitative finance 46 IMF Working Papers 45 CREATES Research Papers 44 Statistics & Probability Letters 43 Applied economics 39 Metrika 39 International Journal of Theoretical and Applied Finance (IJTAF) 38 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 38 Economics letters 36 Working paper 35 Discussion paper / Tinbergen Institute 34 Journal of empirical finance 34 Energy economics 33 IZA Discussion Papers 32 European Journal of Operational Research 31 International review of economics & finance : IREF 31 Research paper series / Swiss Finance Institute 31 Statistical Papers / Springer 31 Econometric reviews 29 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 29 Journal of Multivariate Analysis 28 Applied economics letters 27 Journal of Risk and Financial Management 27 Management science : journal of the Institute for Operations Research and the Management Sciences 27 Computational Statistics 25 Finance and Stochastics 25 International journal of financial engineering 25 Journal of risk and financial management : JRFM 25 Organizational research methods : ORM 25
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Source
All
ECONIS (ZBW) 4,865 RePEc 2,713 EconStor 529 Other ZBW resources 126 BASE 97 USB Cologne (EcoSocSci) 38 USB Cologne (business full texts) 21
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Showing 1 - 10 of 8,389
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/10015376726
Saved in:
Cover Image
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:
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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
Asset allocation with factor-based covariance matrices
Conlon, Thomas; Cotter, John; Kynigakis, Iason - In: European journal of operational research : EJOR 325 (2025) 1, pp. 189-203
Persistent link: https://www.econbiz.de/10015433232
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