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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"USA"
~subject:"Zinsstruktur"
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Subject
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Schätztheorie
Estimation theory
USA
Zinsstruktur
Theory
2,991
Theorie
2,990
Time series analysis
353
Zeitreihenanalyse
353
Estimation
285
Schätzung
285
Portfolio selection
270
Portfolio-Management
270
Volatility
234
Volatilität
234
United States
229
Forecasting model
187
Prognoseverfahren
187
Capital income
186
Kapitaleinkommen
186
CAPM
167
Credit risk
152
Kreditrisiko
152
Börsenkurs
147
Share price
147
Nichtparametrisches Verfahren
145
Nonparametric statistics
145
Statistical test
138
Statistischer Test
138
Stochastic process
129
Stochastischer Prozess
129
Regression analysis
123
Regressionsanalyse
123
Risiko
119
Risk
119
Bank
118
Statistical distribution
111
Statistische Verteilung
111
Risikomaß
104
Risk measure
104
Yield curve
101
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Online availability
All
Undetermined
43
Type of publication
All
Article
666
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
663
Aufsatz in Zeitschrift
663
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
6
Conference proceedings
5
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
672
Author
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Chib, Siddhartha
6
Diebold, Francis X.
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Duan, Jin-Chuan
5
Franses, Philip Hans
5
Kohn, Robert
5
Koop, Gary
5
Steel, Mark F. J.
5
Baltagi, Badi H.
4
Berger, Allen N.
4
Chen, Songnian
4
Granger, C. W. J.
4
King, Maxwell L.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Allen, Linda
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Christensen, Bent Jesper
3
Donald, Stephen G.
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Newey, Whitney K.
3
Ohtani, Kazuhiro
3
Okunev, John
3
Osiewalski, Jacek
3
Paap, Richard
3
Pesaran, M. Hashem
3
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Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of banking & finance
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,519
Economics letters
581
Discussion paper / Centre for Economic Policy Research
414
European journal of operational research : EJOR
353
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
329
The review of economics and statistics
323
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
322
The American economic review
318
Econometric theory
293
Working paper
282
American journal of agricultural economics
281
The review of financial studies
253
The journal of finance : the journal of the American Finance Association
250
Journal of monetary economics
224
Discussion paper series / IZA
223
Journal of applied econometrics
222
Applied economics
220
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Finance and economics discussion series
194
Journal of political economy
190
CESifo working papers
184
NBER working paper series
180
Southern economic journal
180
Journal of money, credit and banking : JMCB
179
Série des documents de travail / Centre de Recherche en Économie et Statistique
179
Journal of financial economics
177
International economic review
172
Journal of economic dynamics & control
168
Econometric reviews
162
Discussion paper / Tinbergen Institute
155
International journal of production research
148
Discussion paper
146
Economic inquiry : journal of the Western Economic Association International
145
Journal of quantitative economics : official journal of the Indian Econometric Society
143
Journal of macroeconomics
138
The economic journal : the journal of the Royal Economic Society
136
Europäische Hochschulschriften / 5
133
The journal of futures markets
133
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ECONIS (ZBW)
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1
Information acquisition costs and credit spreads
Jaskowski, Marcin
;
Rettl, Daniel A.
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462460
Saved in:
2
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Leverage and the cost of capital for US banks
Clark, Brian
;
Jones, Jonathan
;
Malmquist, David H.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
Saved in:
5
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
6
Regressive effects of payment card pricing and merchant cost pass-through in the United States and Canada
Felt, Marie-Hélène
;
Hayashi, Fumiko
;
Stavins, Joanna
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491711
Saved in:
7
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
8
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
9
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
10
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
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