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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"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1963-1986
ARCH model
Yield curve
Estimation theory
82
Schätztheorie
82
Estimation
29
Schätzung
28
Portfolio selection
18
Portfolio-Management
18
Theorie
18
Theory
18
Volatility
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Volatilität
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Share price
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Time series analysis
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ARCH-Modell
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Correlation
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Capital income
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Kapitaleinkommen
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Kreditrisiko
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Risikomaß
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Statistical distribution
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Statistische Verteilung
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Zinsstruktur
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Portfolio optimization
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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
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Chung, Kee H.
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Coggin, T. Daniel
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Hansen, Anne Lundgaard
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Hunter, John Edward
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Hüttner, Amelie
1
Ioannides, Michalis
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Jondeau, Eric
1
Jones, Charles Parker
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Jong, Frank de
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Jordan, James V.
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Kaeck, Andreas
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Kanniainen, Juho
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Kemna, Angelien G.
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Lahaye, Jérôme
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Löflund, Anders
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Malik, Sheheryar
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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
48
Econometric theory
36
Economics letters
29
Journal of empirical finance
27
Discussion paper / Tinbergen Institute
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Finance research letters
20
Econometric reviews
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of forecasting
17
CREATES research paper
15
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
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
NBER Working Paper
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The review of financial studies
11
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
CORE discussion papers : DP
10
Cambridge working papers in economics
10
Journal of financial economics
10
Journal of time series econometrics
10
Quantitative finance
10
SFB 649 discussion paper
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Applied financial economics
9
International review of financial analysis
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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
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:
7
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:
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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