//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Stochastic process"
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:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Schätzung
Statistical distribution
Stochastic process
Estimation theory
57
Schätztheorie
57
Estimation
22
Volatility
18
Volatilität
18
Portfolio selection
17
Portfolio-Management
17
Forecasting model
12
Prognoseverfahren
12
Time series analysis
11
Zeitreihenanalyse
11
Correlation
9
Korrelation
9
Option pricing theory
9
Optionspreistheorie
9
Stochastischer Prozess
9
Risikomaß
8
Risk measure
8
Statistische Verteilung
8
Börsenkurs
7
Market microstructure
7
Marktmikrostruktur
7
Share price
7
Capital income
6
Credit risk
6
Kapitaleinkommen
6
Kreditrisiko
6
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
ARCH model
5
ARCH-Modell
5
CAPM
5
Derivat
5
Derivative
5
Nichtparametrisches Verfahren
5
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Ren, Yu
2
Achab, Massil
1
Adams, Zeno
1
Bacry, E.
1
Baik, Hyeoncheol
1
Buccheri, G.
1
Cai, Zongwu
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chu, Chih-Kang
1
Chung, Munki
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Fenech, Jean-Pierre
1
Füss, Roland
1
Gao, Jiti
1
Gerlach, Richard H.
1
Glück, Thorsten
1
Gouriéroux, Christian
1
Griffin, Jim
1
Guo, Meihui
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Huang, Shih-Feng
1
Hwang, Ruey-Ching
1
Jiang, Zhi-Qiang
1
Jondeau, Eric
1
Joo, Sunghoon
1
Kane, Hayden
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lahaye, Jérôme
1
Lassance, Nathan
1
Lee, Kangbok
1
Lee, Yongjae
1
more ...
less ...
Published in...
All
Journal of banking & finance
Quantitative finance
Journal of econometrics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Economics letters
94
Econometric reviews
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Economic modelling
39
Insurance / Mathematics & economics
37
Discussion papers / CEPR
31
International journal of forecasting
29
European journal of operational research : EJOR
28
The econometrics journal
28
Econometric theory
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Finance research letters
27
Computational economics
26
Applied economics letters
24
Journal of financial econometrics
24
Applied economics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Discussion paper / Centre for Economic Policy Research
17
Journal of risk
15
Operations research
15
Journal of empirical finance
14
Journal of quantitative economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of applied econometrics
13
Journal of economic dynamics & control
13
Journal of time series econometrics
12
Energy economics
11
Journal of forecasting
11
Journal of mathematical finance
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Operations research letters
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Scandinavian actuarial journal
9
The journal of risk model validation
9
Journal of econometric methods
8
Letters in spatial and resource sciences : LSRS
8
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
2
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
3
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
4
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
5
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:
6
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:
7
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->