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  • Search: subject_exact:"Varianzanalyse"
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Year of publication
Subject
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Varianzanalyse 1,899 Analysis of variance 1,774 Theorie 726 Theory 692 Schätztheorie 489 Estimation theory 480 Volatilität 432 Volatility 429 Portfolio-Management 343 Portfolio selection 339 Schätzung 293 Estimation 277 Korrelation 271 Correlation 265 Prognoseverfahren 217 Zeitreihenanalyse 216 Forecasting model 212 Kapitaleinkommen 205 Time series analysis 205 Capital income 202 ARCH-Modell 159 Börsenkurs 158 ARCH model 154 Share price 151 USA 128 United States 119 Regressionsanalyse 116 Monte Carlo simulation 112 Monte-Carlo-Simulation 112 Stochastischer Prozess 109 Stochastic process 108 Optionspreistheorie 102 Regression analysis 102 Option pricing theory 99 Statistischer Test 99 Statistical test 95 CAPM 91 Multivariate Analyse 84 Risiko 84 Risk 84
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Online availability
All
Free 697 Undetermined 390 CC license 27
Type of publication
All
Article 1,028 Book / Working Paper 871
Type of publication (narrower categories)
All
Article in journal 938 Aufsatz in Zeitschrift 938 Working Paper 434 Graue Literatur 402 Non-commercial literature 402 Arbeitspapier 374 Aufsatz im Buch 73 Book section 73 Hochschulschrift 62 Thesis 50 Lehrbuch 12 Collection of articles written by one author 9 Sammlung 9 Textbook 8 Aufsatzsammlung 5 Bibliografie enthalten 4 Bibliography included 4 Collection of articles of several authors 4 Forschungsbericht 4 Sammelwerk 4 Case study 3 Einführung 3 Fallstudie 3 Reprint 3 Conference paper 2 Konferenzbeitrag 2 Article 1 Dissertation u.a. Prüfungsschriften 1 Doctoral Thesis 1 Konferenzschrift 1 Market information 1 Marktinformation 1 Mehrbändiges Werk 1 Multi-volume publication 1 Research Report 1 Systematic review 1 Tabelle 1 Übersichtsarbeit 1
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Language
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English 1,773 German 109 Undetermined 9 French 5 Spanish 2 Polish 1 Slovenian 1
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Author
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Kapetanios, George 15 Schmid, Wolfgang 15 Christensen, Kim 13 Hafner, Christian M. 13 Caporin, Massimiliano 12 Ferrer-i-Carbonell, Ada 12 Herwartz, Helmut 12 Bauwens, Luc 11 Bodnar, Taras 11 Golosnoy, Vasyl 11 Gribisch, Bastian 11 Hartung, Joachim 11 Liesenfeld, Roman 11 Croux, Christophe 10 Hodrick, Robert J. 10 Linton, Oliver 10 Voev, Valeri 10 Fengler, Matthias 9 Gao, Jiti 9 Opschoor, Anne 9 Podolskij, Mark 9 Bonato, Matteo 8 Hansen, Peter Reinhard 8 Hautsch, Nikolaus 8 Inoue, Atsushi 8 Oomen, Roel C. A. 8 Potter, Simon M. 8 Watanabe, Toshiaki 8 Zeileis, Achim 8 Barndorff-Nielsen, Ole E. 7 Bollerslev, Tim 7 Boudt, Kris 7 Dijk, Dick van 7 Frondel, Manuel 7 Grobys, Klaus 7 Gupta, Rangan 7 Kyj, Lada M. 7 Lucas, André 7 Mammen, Enno 7 McAleer, Michael 7
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Institution
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National Bureau of Economic Research 14 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 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 Econometrisch Instituut <Rotterdam> 1 European Central Bank 1 European University Institute / Department of Economics 1 Fachbuchverlag Leipzig in Carl Hanser GmbH & Co. KG 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institute of Cost and Management Accountants 1 Internationaler Währungsfonds 1 Judge Institute of Management Studies 1 London School of Economics and Political Science 1 Research Seminar on Multivariate Statistical Analysis <1, 1972, Halifax, Nova Scotia> 1 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 1 Springer-Verlag GmbH 1 Université de Montréal / Département de sciences économiques 1 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 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 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 21 Finance research letters 20 Journal of financial econometrics 19 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 19 Economics letters 16 International journal of theoretical and applied finance 16 Discussion paper / Tinbergen Institute 15 Journal of empirical finance 15 Working paper 15 Journal of banking & finance 14 Journal of financial econometrics : official journal of the Society for Financial Econometrics 14 NBER working paper series 14 Quantitative finance 14 Econometric reviews 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 forecasting 11 International journal of hospitality management 11 Journal of the American Statistical Association : JASA 11 SFB 649 discussion paper 11 Applied mathematical finance 10 European journal of operational research : EJOR 10 CEMMAP working papers / Centre for Microdata Methods and Practice 9 CREATES research paper 9 Economic modelling 9 International journal of productivity and quality management : IJPQM 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 SFB 649 Discussion Paper 8 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 8 The review of economics and statistics 8 The review of financial studies 8
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Source
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ECONIS (ZBW) 1,799 EconStor 63 USB Cologne (EcoSocSci) 37
Showing 1 - 10 of 1,899
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Graph-based methods for forecasting realized covariances
Zhang, Chao; Pu, Xingyue; Cucuringu, Mihai; Dong, Xiaowen - In: Journal of financial econometrics 23 (2025) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10015339744
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A common component of Fama and French factor variances
Fathi, Masoumeh; Grobys, Klaus; Äijö, Janne - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015359779
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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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Dynamic load impact on protocols in mesh : an ANOVA test evaluation
Alameri, Ibrahim; Komárková, Jitka; Al-Hadhrami, Tawfik - In: Scientific papers of the University of Pardubice 32 (2025) 3, pp. 1-12
This paper takes a deep dive into mesh routing protocols, unraveling how they hold up under the pressures of varying node densities and the hustle and bustle of mobility. This paper included robust and advanced non-parametric statistical tests-think Kruskal-Wallis and Mann-Whitney-to figure out...
Persistent link: https://www.econbiz.de/10015426557
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Eine Ikonographie thermodynamischer Systemwirkungen für die Analyse von "Handlungen"
Krcal, Hans-Christian - 2025
Thermodynamic laws are dominant and not deniable, we need to consider those in the context of system theory. From the system's perspective the entropy issue is decisive for the evaluation of future economic options and constraints. The paper sensitizes for entropic adequate firm acts in regard...
Persistent link: https://www.econbiz.de/10015437882
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Multivariate dynamic mixed-frequency density pooling for financial forecasting
Virbickaitė, Audronė; Lopes, Hedibert Freitas; … - In: International journal of forecasting 41 (2025) 3, pp. 1184-1198
Persistent link: https://www.econbiz.de/10015441556
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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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The conditional autoregressive F-riesz model for realized covariance matrices
Opschoor, Anne; Lucas, André; Rossini, Luca - In: Journal of financial econometrics 23 (2025) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10015271649
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Formulation of estimator for population mean in stratified successive sampling using memory-based information
Majumder, Sanjoy; Bandyopadhyay, Arnab; Gupta, Arindam - In: Statistics in transition : an international journal of … 26 (2025) 2, pp. 39-56
In study described in this article, we developed a memory type estimator for the population mean in stratified successive sampling. We used the past sample information together with the current sample information through hybrid exponentially weighted moving averages statistics. We have also used...
Persistent link: https://www.econbiz.de/10015447227
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Variance decomposition and cryptocurrency return prediction
Lee, Suzanne S.; Wang, Minho - In: Journal of financial and quantitative analysis : JFQA 60 (2025) 4, pp. 1859-1890
Persistent link: https://www.econbiz.de/10015451355
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