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~subject:"Capital income"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Varianzanalyse"
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Capital income
Analysis of variance
47
Varianzanalyse
47
Estimation theory
24
Schätztheorie
24
Volatility
22
Volatilität
22
Correlation
19
Korrelation
19
Time series analysis
17
Zeitreihenanalyse
17
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14
Prognoseverfahren
14
Theorie
14
Theory
14
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13
Portfolio-Management
13
Estimation
12
Schätzung
12
Kapitaleinkommen
10
Market microstructure
8
Marktmikrostruktur
8
Minimum variance portfolio
7
Noise Trading
6
Noise trading
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Stochastic process
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Stochastischer Prozess
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Börsenkurs
5
High frequency data
5
Realized variance
5
Share price
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Statistical test
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Statistischer Test
5
Factor analysis
4
Faktorenanalyse
4
Hedging
4
High-frequency data
4
Induktive Statistik
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4
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Bednarek, Ziemowit
1
Cai, T. Tony
1
Dai, Chaoxing
1
Feng, Phoenix
1
Hollstein, Fabian
1
Hu, Jianchang
1
Jing, Bingyi
1
Kastner, Gregor
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Lam, Clifford
1
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Liu, Lily Y.
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1
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1
Luo, Xin
1
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1
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1
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1
Tao, Yunqing
1
Wese Simen, Chardin
1
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1
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1
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Finance research letters
Journal of econometrics
Journal of empirical finance
7
Journal of banking & finance
6
Journal of financial econometrics
6
Discussion paper / Tinbergen Institute
5
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of forecasting
3
Quantitative finance
3
The journal of finance : the journal of the American Finance Association
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Working paper series / University of Zurich, Department of Economics
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Cardiff economics working papers
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Econometric reviews
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Economic modelling
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NBER Working Paper
2
NBER working paper series
2
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2
SFB 649 discussion paper
2
The review of financial studies
2
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2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annals of economics and finance
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Applied economics letters
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Australian journal of management
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ECONIS (ZBW)
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1
A new measure of realized volatility : inertial and reverse realized semivariance
Luo, Xin
;
Tao, Yunqing
;
Zou, Kai
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
Saved in:
2
High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
3
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
4
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
5
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
6
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
7
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit
;
Patel, Pratish
- In:
Finance research letters
24
(
2018
),
pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
Saved in:
8
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
Saved in:
9
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
10
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
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