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Theorie
Statistical method
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Stübinger, Johannes
2
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Ding, Rui
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Quantitative finance
Staff working paper / Bank of Canada
21
International journal of production research
18
Acta Universitatis Lodziensis / Folia oeconomica
16
European journal of operational research : EJOR
16
SpringerLink / Bücher
16
The journal of portfolio management : JPM
13
Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
12
Springer-Lehrbuch
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Discussion paper / Tinbergen Institute
9
Europäische Hochschulschriften / 5
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
9
Discussion paper / Center for Economic Research, Tilburg University
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The age of economic measurement : [Workshop at Duke University on 28-30 April 2000]
8
Working paper / National Bureau of Economic Research, Inc.
8
Lehrbuch
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NBER working paper series
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Quantitative approaches to multidimensional poverty measurement
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The journal of computational finance
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The journal of economic methodology
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Journal of econometrics
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Springer eBook Collection
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The journal of investing : JOI
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International journal of forecasting
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Jahrbücher für Nationalökonomie und Statistik
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Journal of the American Statistical Association : JASA
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NBER Working Paper
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Statystyka i ryzyko
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Theory and Decision Library B, Mathematical and Statistical Methods
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Theory and Decision Library, Series B: Mathematical and Statistical Methods
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Wirtschaft und Statistik : WISTA
5
A Chapman & Hall book
4
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
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f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
3
CME iceberg order detection and prediction
Zotikov, Dmitry
;
Antonov, Anton
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1977-1992
Persistent link: https://www.econbiz.de/10012696802
Saved in:
4
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
5
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Saved in:
6
Improving forecasting performance of realized covariance with extensions of HAR-RCOV model : statistical significance and economic value
Zhang, Yaojie
;
Wei, Yu
;
Liu, Li
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1425-1438
Persistent link: https://www.econbiz.de/10012194796
Saved in:
7
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
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