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Analysis of variance
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Journal of advertising research
The European journal of finance
Journal of econometrics
36
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
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Journal of empirical finance
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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International journal of hospitality management
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1
Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
Saved in:
2
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
26
(
2020
)
9
,
pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
Saved in:
3
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras
;
Gupta, Arjun K.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
Saved in:
4
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
5
Implications of market microstructure for realized variance measurement
Djupsjöbacka, Daniel
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10003954407
Saved in:
6
Children's responses to gender-role stereotyped advertisements
Bakir, Aysen
;
Blodgett, Jeffrey G.
;
Rose, Gregory
- In:
Journal of advertising research
48
(
2008
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10003742677
Saved in:
7
The advertising impact of an interactive TV program on the recall of an embedded commercial
Cauberghe, Verolien
;
Pelsmacker, Patrick de
- In:
Journal of advertising research
48
(
2008
)
3
,
pp. 352-362
Persistent link: https://www.econbiz.de/10003768832
Saved in:
8
The impact of SMS advertising on members of a virtual community
Nantel, Jacques
;
Sekhavat, Yasha
- In:
Journal of advertising research
48
(
2008
)
3
,
pp. 363-374
Persistent link: https://www.econbiz.de/10003768834
Saved in:
9
Advertising creativity matters
Dahlén, Micael
;
Rosengren, Sara
;
Törn, Fredrik
- In:
Journal of advertising research
48
(
2008
)
3
,
pp. 392-403
Persistent link: https://www.econbiz.de/10003768840
Saved in:
10
Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.
;
Satchell, Stephen
- In:
The European journal of finance
12
(
2006
)
4
,
pp. 313-332
Persistent link: https://www.econbiz.de/10003338137
Saved in:
11
Orthogonal GARCH and covariance matrix forecasting : the Nordic stock markets during the Asian financial crisis 1997 - 1998
Byström, Hans N. E.
- In:
The European journal of finance
10
(
2004
)
1
,
pp. 44-67
Persistent link: https://www.econbiz.de/10001957603
Saved in:
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