Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of risk"
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
Non-stationary correlation mat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
2
Correlation
2
Estimation theory
2
Kapitaleinkommen
2
Korrelation
2
Schätztheorie
2
Autocorrelation
1
Autokorrelation
1
Corporate disclosure
1
Covariance matrix
1
Information value
1
Informationswert
1
Measurement
1
Messung
1
Original research
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risk
1
Sharpe ratio
1
Statistical test
1
Statistischer Test
1
Unternehmenspublizität
1
covariance matrix
1
iShares
1
information content
1
risk factor disclosures
1
similarity measures
1
textual analysis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Tilmann, Lukas
1
Walther, Martin J.
1
Wright, John
1
Yam, Sheung Chi Phillip
1
Yung, Siu Pang
1
Published in...
All
Journal of risk
Annals of the Institute of Statistical Mathematics
10
Journal of Multivariate Analysis
10
Journal of econometrics
8
Econometrics
7
Physica A: Statistical Mechanics and its Applications
7
IMF Working Papers
6
Post-Print / HAL
6
MPRA Paper
5
Computational Statistics & Data Analysis
4
Documents de travail du Centre d'Economie de la Sorbonne
4
Economics Series Working Papers / Department of Economics, Oxford University
4
Journal of Applied Statistics
4
Metrika
4
Quantitative finance
4
Statistics & Probability Letters
4
Working Paper Series
4
Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
4
Econometrics : open access journal
3
Economics discussion papers
3
Research Discussion Papers / Suomen Pankki
3
Statistical Papers / Springer
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Tinbergen Institute Discussion Papers
3
Working Paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CREATES research paper
2
Cambridge working papers in economics
2
Computational Statistics
2
Cowles Foundation Discussion Papers
2
Darmstadt Discussion Papers in Economics
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Tinbergen Institute
2
Discussion papers / Department of Economics, University of Copenhagen
2
Empirical Economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energies
2
LSE Research Online Documents on Economics
2
Risks
2
Risks : open access journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A test for the equality of multiple Sharpe ratios
Wright, John
;
Yam, Sheung Chi Phillip
;
Yung, Siu Pang
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013262931
Saved in:
2
The informativeness of risk factor disclosures : estimating the covariance matrix of stock returns using similarity measures
Tilmann, Lukas
;
Walther, Martin J.
- In:
Journal of risk
25
(
2023
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014546363
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
