//--> //--> //--> //-->
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
subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of banking & finance"
~subject:"Risiko"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
Risiko
Statistical distribution
Estimation theory
74
Schätztheorie
74
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
Prognoseverfahren
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistische Verteilung
7
USA
7
United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
6
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
18
Language
All
English
18
Author
All
Rösch, Daniel
2
Brailsford, Timothy J.
1
Cenedese, Gino
1
Claußen, Arndt
1
Clements, Adam
1
Ergün, Tolga A.
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Gao, Jiti
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Kircher, Felix
1
Li, Yifan
1
Lönnbark, Carl
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Pitera, Marcin
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Sarno, Lucio
1
Schlütter, Sebastian
1
Schmelzle, Martin
1
Schmidt, Thorsten
1
Siburg, Karl Friedrich
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Stoimenov, Pavel
1
Tsiakas, Ilias
1
Töws, Eugen
1
Vasios, Michalis
1
Voev, Valeri
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of econometrics
133
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
72
Insurance / Mathematics & economics
62
Economics letters
51
Econometric theory
38
Econometric reviews
32
Journal of the American Statistical Association : JASA
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Statistics in transition : an international journal of the Polish Statistical Association
27
The econometrics journal
26
European journal of operational research : EJOR
22
Applied economics
20
Journal of empirical finance
20
Risks : open access journal
19
Finance research letters
18
Computational economics
17
Econometrics : open access journal
16
Oxford bulletin of economics and statistics
16
Journal of risk
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics letters
14
Astin bulletin : the journal of the International Actuarial Association
14
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
14
Journal of financial econometrics
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of risk and financial management : JRFM
13
Quantitative finance
13
Economic modelling
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of applied econometrics
12
Statistical papers
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Scandinavian actuarial journal
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
8
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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:
4
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:
5
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->