//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Varianzanalyse"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Analysis of variance
11
Varianzanalyse
11
Estimation theory
5
Forecasting model
5
Prognoseverfahren
5
Schätztheorie
5
Volatility
5
Volatilität
5
Portfolio selection
4
Portfolio-Management
4
Time series analysis
4
Correlation
3
Hedging
3
Korrelation
3
Estimation
2
Global minimum variance portfolio
2
Kapitaleinkommen
2
Minimum variance portfolio
2
Option pricing theory
2
Optionspreistheorie
2
Realized volatility
2
Regression hedge
2
Risikomaß
2
Risk measure
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Aktienmarkt
1
Bet against beta
1
CAPM
1
COVID-19
1
China
1
China's financial markets
1
Coronavirus
1
Decomposition method
1
Dekompositionsverfahren
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bednarek, Ziemowit
1
Cao, Jiling
1
Gupta, Rangan
1
Hartkopf, Jan Patrick
1
Kim, Jeong-Hoon
1
Kim, See-Woo
1
Luo, Xin
1
Patel, Pratish
1
Pierdzioch, Christian
1
Reh, Laura
1
Salisu, Afees A.
1
Tao, Yunqing
1
Zhang, WenJun
1
Zou, Kai
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
18
Journal of financial econometrics
9
Journal of empirical finance
8
Journal of banking & finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Tinbergen Institute
6
International journal of forecasting
6
Working paper
6
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
5
Econometric reviews
4
Journal of forecasting
4
CORE discussion papers : DP
3
CREATES research paper
3
Economic modelling
3
Economics letters
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Quantitative finance
3
SFB 649 discussion paper
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of finance : the journal of the American Finance Association
3
Working paper series / University of Zurich, Department of Economics
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied economics letters
2
CEA_372Cass working paper series
2
Cardiff economics working papers
2
CoFE Discussion Paper
2
CoFE discussion papers
2
Econometric Institute research papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finmap working paper
2
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of business economics and management
2
Journal of time series econometrics
2
NBER Working Paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Reihe Quantitative Ökonomie : Ökon
2
Review of managerial science
2
SFB 649 Discussion Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
2
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:
3
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
4
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->