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type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~type_genre:"Collection of articles written by one author"
~type_genre:"Einführung"
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Search: subject_exact:"Estimation theory"
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Estimation theory
25
Schätztheorie
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Estimation
12
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Portfolio selection
9
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9
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6
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Rösch, Daniel
2
Adams, Zeno
1
Baik, Hyeoncheol
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1
Durfee, Antonina V.
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Journal of banking & finance
Journal of econometrics
699
Economics letters
278
Econometric reviews
262
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Econometric theory
161
Econometrics : open access journal
146
The econometrics journal
106
Quantitative economics : QE ; journal of the Econometric Society
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
European journal of operational research : EJOR
99
International journal of forecasting
88
Computational economics
84
Statistics in transition : an international journal of the Polish Statistical Association
73
Insurance / Mathematics & economics
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Economic modelling
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Applied economics letters
66
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of risk and financial management : JRFM
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Journal of time series econometrics
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Finance research letters
55
Risks : open access journal
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Journal of financial econometrics
48
Operations research
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Journal of quantitative economics
46
Journal of econometric methods
42
Quantitative finance
38
International journal of economics and financial issues : IJEFI
37
Operations research letters
36
Journal of forecasting
35
Journal of applied econometrics
34
Journal of economic dynamics & control
34
Journal of empirical finance
29
Scandinavian actuarial journal
28
Energy economics
26
Cambridge working papers in economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics of operations research
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ECONIS (ZBW)
25
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25
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
4
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
5
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
6
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
7
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
8
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
9
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
10
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
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