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isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Analysis of covariance"
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Analysis of variance
13
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13
Theorie
8
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8
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5
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5
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4
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International journal of theoretical and applied finance
Journal of econometrics
36
Finance research letters
15
Working paper
15
Journal of financial econometrics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Tinbergen Institute
13
Journal of empirical finance
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
International journal of hospitality management
11
Journal of banking & finance
11
SFB 649 discussion paper
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
NBER working paper series
10
Econometric reviews
9
European journal of operational research : EJOR
9
Quantitative finance
9
Journal of the American Statistical Association : JASA
8
NBER Working Paper
8
Organizational research methods : ORM
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
Applied economics letters
7
International journal of forecasting
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 productivity and quality management : IJPQM
6
Journal of business ethics : JOBE
6
Research paper series / Swiss Finance Institute
6
Statistical papers
6
Working papers in economics and statistics
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1
Shrinkage estimation of mean-variance portfolio
Liu, Yan
;
Chan, Ngai Hang
;
Ng, Chi Tim
;
Wong, Samuel Po …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453866
Saved in:
2
A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing
Aistleitner, Christoph
;
Hofer, Markus
;
Tichy, Robert F.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009685903
Saved in:
3
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
4
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
5
A generalized normal mean-variance mixture for return processes in finance
Luciano, Elisa
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 415-440
Persistent link: https://www.econbiz.de/10008904364
Saved in:
6
A closer look at the Epps effect
Renò, Roberto
- In:
International journal of theoretical and applied finance
6
(
2003
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001769120
Saved in:
7
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
8
Mean-variance hedging for partially observed drift processes
Pham, Huyên
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10001578695
Saved in:
9
Local scale invariance and contingent claim pricing
Hoogland, J. K.
;
Neumann, C. D. D.
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001554193
Saved in:
10
Local scale invariance and contingent claim pricing, [Teil] II: Path-dependent contingent claims
Hoogland, J. K.
;
Neumann, C. D. D.
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001554199
Saved in:
11
A large deviation approach to portfolio management
Gardiol, Lucien
;
Gibson, Rajna
;
Bares, Pierre-Antoine
; …
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 547
Persistent link: https://www.econbiz.de/10001524312
Saved in:
12
A large deviation approach to portfolio management
Gardiol, Lucien
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 617-639
Persistent link: https://www.econbiz.de/10001526853
Saved in:
13
Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10001526858
Saved in:
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