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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"1963-1986"
~subject:"ARCH model"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1963-1986
ARCH model
Yield curve
Estimation theory
81
Schätztheorie
81
Estimation
29
Schätzung
28
Portfolio selection
18
Portfolio-Management
18
Theorie
18
Theory
18
Volatility
13
Volatilität
13
Share price
12
USA
11
United States
11
Time series analysis
10
Zeitreihenanalyse
10
ARCH-Modell
9
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Capital income
8
Credit risk
8
Kapitaleinkommen
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Option pricing theory
7
Optionspreistheorie
7
Statistical distribution
7
Statistische Verteilung
7
Zinsstruktur
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Stochastic process
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Aufsatz in Zeitschrift
Article in journal
28
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English
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Adams, Zeno
1
Alexander, Carol
1
Aslanidis, Nektarios
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Callen, Jeffrey L.
1
Casas, Isabel
1
Chung, Kee H.
1
Coggin, T. Daniel
1
Corhay, Albert
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Faff, Robert W.
1
Fung, William
1
Füss, Roland
1
Girardi, Giulio
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Gräler, Benedikt
1
Hamid, Alain
1
Hansen, Anne Lundgaard
1
Hunter, John Edward
1
Hüttner, Amelie
1
Ioannides, Michalis
1
Jondeau, Eric
1
Jones, Charles Parker
1
Jong, Frank de
1
Jordan, James V.
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Liljeblom, Eva
1
Lin, Binghuan
1
Löflund, Anders
1
Lönnbark, Carl
1
Malik, Sheheryar
1
Mansi, Sattar
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of banking & finance
Journal of econometrics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Econometric theory
36
Economics letters
29
Journal of empirical finance
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Finance research letters
20
Econometric reviews
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of forecasting
17
Economic modelling
15
International journal of forecasting
15
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics
14
The North American journal of economics and finance : a journal of financial economics studies
14
The econometrics journal
14
Applied economics
13
Journal of financial and quantitative analysis : JFQA
12
Journal of mathematical finance
12
Journal of risk
12
Quantitative finance
12
Applied economics letters
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Econometrics : open access journal
11
Journal of risk and financial management : JRFM
11
The review of financial studies
11
Journal of financial economics
10
Journal of time series econometrics
10
Applied financial economics
9
Computational economics
9
International review of financial analysis
9
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
9
International journal of theoretical and applied finance
8
International review of economics & finance : IREF
8
The European journal of finance
8
The journal of finance : the journal of the American Finance Association
8
Annals of financial economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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ECONIS (ZBW)
28
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1
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:
2
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
3
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
4
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
5
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
6
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
- In:
Journal of banking & finance
67
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
Saved in:
7
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
8
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
9
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
10
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
Saved in:
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