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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of banking & finance"
~subject:"1964-1996"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Börsenkurs
1964-1996
Optionspreistheorie
Portfolio-Management
Estimation theory
81
Schätztheorie
81
Estimation
29
Schätzung
28
Portfolio selection
18
Theorie
18
Theory
18
Volatility
13
Volatilität
13
Share price
12
USA
11
United States
11
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
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
Statistical distribution
7
Statistische Verteilung
7
Yield curve
7
Zinsstruktur
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Stochastic process
6
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Undetermined
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Article
37
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Article in journal
Aufsatz in Zeitschrift
37
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English
37
Author
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Rösch, Daniel
2
Alexander, Carol
1
Andersson, Magnus
1
Aslanidis, Nektarios
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Callen, Jeffrey L.
1
Casas, Isabel
1
Chung, Kee H.
1
Claußen, Arndt
1
Coggin, T. Daniel
1
Corhay, Albert
1
DeMiguel, Victor
1
Dotsis, George
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Faff, Robert W.
1
Foster, Michael E.
1
Fung, William
1
Füss, Roland
1
Girardi, Giulio
1
Han, Chulwoo
1
Hu, Jinjin
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Hunter, John Edward
1
Jondeau, Eric
1
Jones, Charles Parker
1
Jong, Frank de
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kemna, Angelien G.
1
Kircher, Felix
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Kourtis, Apostolos
1
Lahaye, Jérôme
1
Lassance, Nathan
1
Levy, Haim
1
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of banking & finance
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
24
European journal of operational research : EJOR
23
Finance research letters
23
Quantitative finance
21
International journal of theoretical and applied finance
20
Economics letters
15
Journal of risk
15
Journal of risk and financial management : JRFM
14
Computational economics
13
Economic modelling
13
Journal of financial econometrics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Risks : open access journal
12
Insurance / Mathematics & economics
11
Journal of financial and quantitative analysis : JFQA
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
Applied economics
9
Financial markets and portfolio management
9
International journal of economics and financial issues : IJEFI
9
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of financial economics
9
Journal of forecasting
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of quantitative finance and accounting
9
The North American journal of economics and finance : a journal of financial economics studies
9
International journal of financial engineering
8
The European journal of finance
8
The journal of computational finance
8
Asia-Pacific financial markets
7
Econometric reviews
7
Econometrics : open access journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Finance and stochastics
7
International journal of forecasting
7
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ECONIS (ZBW)
37
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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 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:
4
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:
5
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:
6
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:
7
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:
8
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
Saved in:
9
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
10
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
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