//--> //--> //-->
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:"Discussion paper series / IZA"
~isPartOf:"Journal of empirical finance"
~type:"article"
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_exact:"ANOVA model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
13
Varianzanalyse
13
Portfolio selection
10
Portfolio-Management
10
Theorie
10
Theory
10
Capital income
7
Kapitaleinkommen
7
Correlation
4
Forecasting model
4
Korrelation
4
Prognoseverfahren
4
CAPM
3
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Factor analysis
2
Faktorenanalyse
2
Minimum variance portfolio
2
Multivariate Analyse
2
Multivariate analysis
2
Risiko
2
Risk
2
Wishart distribution
2
Asset pricing
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bootstrapping
1
Börsenkurs
1
Capital market returns
1
Characteristic-sorted portfolios
1
Conditional covariances
1
Conditional moment restrictions
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Gribisch, Bastian
2
Adcock, Christopher
1
Bessler, Wolfgang
1
Bonato, Matteo
1
Candelon, Bertrand
1
Caporin, Massimiliano
1
Conlon, Thomas
1
De Nard, Gianluca
1
Galeano, Pedro
1
Golosnoy, Vasyl
1
Gouriéroux, Christian
1
Hartkopf, Jan Patrick
1
Hjalmarsson, Erik
1
Hurlin, Christophe
1
Jouneau, Frédéric
1
Liesenfeld, Roman
1
Mangat, Manveer Kaur
1
Pape, Katharina
1
Peñaranda, Francisco
1
Ranaldo, Angelo
1
Reschenhofer, Erhard
1
Scherer, Bernd
1
Seifert, Miriam
1
Sentana, Enrique
1
Stark, Thomas
1
Tokpavi, S.
1
Turtle, Harry J.
1
Wang, Kainan
1
Wied, Dominik
1
Zhao, Zhao
1
more ...
less ...
Published in...
All
Discussion paper series / IZA
Journal of empirical finance
Journal of econometrics
36
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Finance research letters
11
International journal of hospitality management
11
Journal of banking & finance
11
Economics letters
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
Econometric reviews
9
European journal of operational research : EJOR
8
Journal of the American Statistical Association : JASA
8
Organizational research methods : ORM
8
Quantitative finance
8
The review of financial studies
8
Applied economics
7
Applied economics letters
7
International journal of forecasting
7
The European journal of finance
7
The review of economics and statistics
7
International journal of productivity and quality management : IJPQM
6
Journal of business ethics : JOBE
6
Statistical papers
6
Applied mathematical finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic modelling
5
Marketing : ZFP ; journal of research and management
5
Risks : open access journal
5
The econometrics journal
5
The journal of finance : the journal of the American Finance Association
5
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
4
Die Betriebswirtschaft : DBW
4
Econometric theory
4
Industrial marketing management : the international journal for industrial and high-tech firms
4
International journal of business excellence
4
Journal of advertising : official publication of the American Academy of Advertising
4
Journal of advertising research
4
Journal of business research : JBR
4
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
3
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
4
Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Journal of empirical finance
59
(
2020
),
pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
Saved in:
5
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
6
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
7
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
8
Monitoring multivariate variance changes
Pape, Katharina
;
Wied, Dominik
;
Galeano, Pedro
- In:
Journal of empirical finance
39
(
2016
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Saved in:
9
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of empirical finance
38
(
2016
),
pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
Saved in:
10
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
11
Sampling error and double shrinkage estimation of minimum variance portfolio
Candelon, Bertrand
;
Hurlin, Christophe
;
Tokpavi, S.
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10009615665
Saved in:
12
A note on the returns from minimum variance investing
Scherer, Bernd
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 652-660
Persistent link: https://www.econbiz.de/10009306537
Saved in:
13
Econometrics of efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
- In:
Journal of empirical finance
6
(
1999
)
1
,
pp. 87-118
Persistent link: https://www.econbiz.de/10001426354
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->