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  • Search: subject_exact:"Analysis of variance"
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Year of publication
Subject
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Analysis of variance 1,795 Varianzanalyse 1,788 Theorie 683 Theory 682 Schätztheorie 457 Estimation theory 456 Volatility 419 Volatilität 418 Portfolio selection 322 Portfolio-Management 322 Estimation 272 Schätzung 271 Correlation 258 Korrelation 258 Forecasting model 207 Prognoseverfahren 207 Zeitreihenanalyse 199 Capital income 198 Kapitaleinkommen 198 Time series analysis 198 ARCH model 151 ARCH-Modell 151 Börsenkurs 151 Share price 150 USA 119 United States 119 Regressionsanalyse 112 Monte Carlo simulation 110 Monte-Carlo-Simulation 110 analysis of variance 110 Stochastic process 105 Stochastischer Prozess 105 Regression analysis 103 Option pricing theory 98 Optionspreistheorie 98 Statistical test 94 Statistischer Test 94 CAPM 85 Risk 83 Risiko 80
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Online availability
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Free 669 Undetermined 463 CC license 26
Type of publication
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Article 1,128 Book / Working Paper 825
Type of publication (narrower categories)
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Article in journal 955 Aufsatz in Zeitschrift 955 Graue Literatur 397 Non-commercial literature 397 Working Paper 372 Arbeitspapier 369 Aufsatz im Buch 71 Book section 71 Hochschulschrift 61 Thesis 50 research-article 17 Lehrbuch 11 Collection of articles written by one author 9 Sammlung 9 Article 8 Textbook 8 Aufsatzsammlung 4 Collection of articles of several authors 4 Forschungsbericht 4 Sammelwerk 4 Bibliografie enthalten 3 Bibliography included 3 Case study 3 Einführung 3 Fallstudie 3 Reprint 3 case-report 2 Conference paper 1 Dissertation u.a. Prüfungsschriften 1 Konferenzbeitrag 1 Konferenzschrift 1 Market information 1 Marktinformation 1 Mehrbändiges Werk 1 Multi-volume publication 1 Report 1 Systematic review 1 Tabelle 1 conceptual-paper 1 viewpoint 1
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Language
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English 1,762 German 102 Undetermined 77 French 6 Spanish 4 Czech 1 Polish 1 Slovenian 1
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Author
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Schmid, Wolfgang 15 Caporin, Massimiliano 12 Hafner, Christian M. 12 Bauwens, Luc 11 Bodnar, Taras 11 Hartung, Joachim 11 Christensen, Kim 10 Croux, Christophe 10 Golosnoy, Vasyl 10 Gribisch, Bastian 10 Herwartz, Helmut 10 Hodrick, Robert J. 10 Kapetanios, George 10 Liesenfeld, Roman 10 Linton, Oliver 10 Fengler, Matthias 9 Gao, Jiti 9 Podolskij, Mark 9 Bonato, Matteo 8 Ferrer-i-Carbonell, Ada 8 Inoue, Atsushi 8 Oomen, Roel C. A. 8 Opschoor, Anne 8 Voev, Valeri 8 Watanabe, Toshiaki 8 Amisano, Gianni 7 Barndorff-Nielsen, Ole E. 7 Boudt, Kris 7 Dijk, Dick van 7 Geweke, John 7 Gupta, Rangan 7 Hansen, Peter Reinhard 7 Lucas, André 7 McAleer, Michael 7 Okhrin, Yarema 7 Paterlini, Sandra 7 Patton, Andrew J. 7 Potter, Simon M. 7 Zhang, Xiaoyan 7 Andersen, Torben 6
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Institution
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National Bureau of Economic Research 14 European Central Bank 3 Queen Mary College / Department of Economics 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Centre for Analytical Finance <Århus> 2 Forschungsinstitut zur Zukunft der Arbeit 2 International Food Policy Research Institute (IFPRI) 2 International Monetary Fund (IMF) 2 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 2 University of Canterbury / Dept. of Economics and Finance 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1 Dalhousie University / Research Seminar 1 Departamento de Economia, Universidade de Évora 1 Department of Agricultural Economics, University of Khartoum 1 Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign 1 Dipartimento di Studi Sullo Sviluppo Economico (DISSE), Università degli Studi di Macerata 1 Econometrisch Instituut <Rotterdam> 1 Economic Research Service, Department of Agriculture 1 Economics Research, World Bank Group 1 European University Institute / Department of Economics 1 Fachbuchverlag Leipzig in Carl Hanser GmbH & Co. KG 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Cost and Management Accountants 1 Internationaler Währungsfonds 1 Judge Institute of Management Studies 1 London School of Economics (LSE) 1 London School of Economics and Political Science 1 Mathematica Policy Research 1 Research Seminar on Multivariate Statistical Analysis <1, 1972, Halifax, Nova Scotia> 1 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 1 Springer-Verlag GmbH 1 USDA, ARS 1 Université Paris-Dauphine (Paris IX) 1 Université de Montréal / Département de sciences économiques 1 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 1 Vereinte Nationen / Economic and Social Commission for Western Asia 1 Victoria University of Wellington / School of Economics and Finance 1 Weierstraß-Institut für Angewandte Analysis und Stochastik 1
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Published in...
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Journal of econometrics 48 Finance research letters 19 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 19 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 18 International journal of theoretical and applied finance 16 Discussion paper / Tinbergen Institute 14 Economics letters 14 Journal of banking & finance 14 Journal of empirical finance 14 Journal of financial econometrics : official journal of the Society for Financial Econometrics 14 NBER working paper series 14 Working paper 14 Econometric reviews 13 Journal of financial econometrics 13 NBER Working Paper 13 Working paper / National Bureau of Economic Research, Inc. 13 Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series 12 Organizational research methods : ORM 12 Applied economics 11 Econometric theory 11 International journal of hospitality management 11 International journal of productivity and quality management : IJPQM 11 Quantitative finance 11 SFB 649 discussion paper 11 Applied mathematical finance 10 International journal of forecasting 10 CEMMAP working papers / Centre for Microdata Methods and Practice 9 CREATES research paper 9 Economic modelling 9 European journal of operational research : EJOR 9 Journal of the American Statistical Association : JASA 9 Mathematical finance : an international journal of mathematics, statistics and financial theory 9 The European journal of finance 9 Applied economics letters 8 Computational economics 8 Operations research letters 8 The review of financial studies 8 Working paper / Department of Econometrics and Business Statistics, Monash University 8 Psychometrika 7 Research paper series / Swiss Finance Institute 7
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Source
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ECONIS (ZBW) 1,802 RePEc 74 USB Cologne (EcoSocSci) 37 Other ZBW resources 21 EconStor 11 BASE 8
Showing 1 - 10 of 1,953
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Functional repeated measures analysis of variance and its application
Kuryło, Katarzyna; Smaga, Łukasz - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 185-204
This paper is inspired by medical studies in which the same patients with multiple sclerosis are examined at several successive visits (doctor's appointments) and described by fractional anisotropy tract profiles, which can be represented as f unctions. Since the observations for each patient...
Persistent link: https://www.econbiz.de/10015125582
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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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Graph-based methods for forecasting realized covariances
Zhang, Chao; Pu, Xingyue; Cucuringu, Mihai; Dong, Xiaowen - 2025
Persistent link: https://www.econbiz.de/10015339744
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The conditional autoregressive F-riesz model for realized covariance matrices
Opschoor, Anne; Lucas, André; Rossini, Luca - 2025
Persistent link: https://www.econbiz.de/10015271649
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Empowering Arab women through wage equality : a comprehensive analysis of wage disparities and strategies for promoting equal pay in the Arab region
Vereinte Nationen / Economic and Social Commission for … - 2025
Persistent link: https://www.econbiz.de/10015372626
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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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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. It then introduces the concept of "bariance," an...
Persistent link: https://www.econbiz.de/10015376726
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Improving minimum-variance portfolio through shrinkage of large covariance matrices
Shi, Fangquan; Shu, Lianjie; He, Fangyi - In: Economic modelling 144 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015193796
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Covariate adjustment in stratified experiments
Cytrynbaum, Max - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 971-998
This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special cases. Regression adjustment with treatment‐covariate...
Persistent link: https://www.econbiz.de/10015189773
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