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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"European management journal"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of risk"
~subject:"Comparing effects"
~subject:"Risiko"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Comparing effects
Risiko
Estimation theory
82
Schätztheorie
82
Estimation
26
Schätzung
26
Portfolio selection
24
Portfolio-Management
24
ARCH model
22
ARCH-Modell
22
Risikomaß
21
Risk measure
21
Time series analysis
19
Zeitreihenanalyse
19
Capital income
17
Kapitaleinkommen
17
Volatility
17
Volatilität
17
Forecasting model
16
Prognoseverfahren
16
Statistical distribution
11
Statistische Verteilung
11
Correlation
10
Korrelation
10
Analysis of variance
7
Börsenkurs
7
Risk
7
Share price
7
Varianzanalyse
7
Bayes-Statistik
6
Bayesian inference
6
Bootstrap-Verfahren
6
Credit risk
6
Kreditrisiko
6
CAPM
5
Regression analysis
5
Regressionsanalyse
5
Stochastic process
5
Stochastischer Prozess
5
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4
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13
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Article in journal
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English
13
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Ardia, David
1
Arias-Sema, María A.
1
Auer, Benjamin R.
1
Belhad, Ahmed
1
Bodnar, Taras
1
Boynton, Wentworth
1
Caro-Lopera, Francisco J.
1
Chen, Fang
1
Gatarek, Lukasz
1
Grable, John E.
1
Hoogerheide, Lennart
1
Kabaila, Paul
1
Kim, Jae H.
1
Lamb, John D.
1
Lauria, Davide
1
Leroi-Werelds, Sara
1
Liu, Hening
1
Loubes, Jean-Michel
1
Mainzer, Rheanna
1
Monville, Maura E.
1
Parolya, Nestor
1
Qiao, Xiao
1
Rabbani, Abed G.
1
Schuhmacher, Frank
1
Shamsuddin, Abul
1
Streukens, Sandra
1
Tee, Kaihong
1
Thorsén, Erik
1
Trindade, A. Alexandre
1
Wang, Xinyu
1
Wang, Yongning
1
Xu, Yan
1
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European management journal
Finance research letters
Journal of risk
Journal of econometrics
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Econometric reviews
18
Insurance / Mathematics & economics
12
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
11
Economics letters
10
The econometrics journal
9
European journal of operational research : EJOR
6
Computational economics
5
Econometric theory
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
Journal of banking & finance
5
Operations research
5
Scandinavian actuarial journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Economic modelling
3
Journal of financial econometrics
3
Journal of time series econometrics
3
Regional science & urban economics
3
The journal of risk model validation
3
Computational Management Science : CMS
2
International journal of quality & reliability management
2
International journal of theoretical and applied finance
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of quantitative economics
2
Journal of risk : JOR
2
Journal of the Operational Research Society
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Omega : the international journal of management science
2
Operational research : an international journal
2
Organizational research methods : ORM
2
Review of Pacific Basin financial markets and policies
2
The review of economic studies : RES
2
AEA papers and proceedings
1
American Journal of Health Economics : AJHE official journal of the American Society of Health Economists
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ECONIS (ZBW)
13
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1
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
2
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
3
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
4
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
5
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
Saved in:
6
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
7
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Saved in:
8
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
9
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
10
A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth
;
Chen, Fang
- In:
Finance research letters
25
(
2018
),
pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
Saved in:
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