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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Balvers, Ronald J."
~person:"Bollerslev, Tim"
~person:"Fabozzi, Frank J."
~person:"Geman, Hélyette"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Deutschland
Kapitaleinkommen
Portfolio-Management
Schätzung
Spieltheorie
Volatility
Theorie
21
Theory
21
Portfolio selection
9
Credit risk
4
Kreditrisiko
4
Statistical distribution
4
Statistische Verteilung
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Forecasting model
3
Prognoseverfahren
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Volatilität
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Arbitrage Pricing
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Commodity derivative
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Cost of capital
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Factor analysis
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Kapitalkosten
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Multivariate Verteilung
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Risk measure
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Welt
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1986-1996
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Aufsatz in Zeitschrift
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English
17
German
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Author
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Balvers, Ronald J.
Bollerslev, Tim
Fabozzi, Frank J.
Geman, Hélyette
Hautsch, Nikolaus
Rösch, Daniel
Branger, Nicole
7
Prokopczuk, Marcel
7
Gouriéroux, Christian
6
Post, Thierry
5
Christiansen, Charlotte
4
Faff, Robert W.
4
Harvey, Campbell R.
4
Hollstein, Fabian
4
Jacobsen, Ben
4
Levy, Haim
4
Marquering, Wessel A.
4
Min, Byoung-Kyu
4
Taylor, Stephen
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Baillie, Richard
3
Baptista, Alexandre M.
3
Caporin, Massimiliano
3
Daníelsson, Jón
3
Elton, Edwin J.
3
Garcia, René
3
Gordy, Michael B.
3
Gribisch, Bastian
3
Gruber, Martin Jay
3
Harvey, David I.
3
Herrera, Rodrigo
3
Kim, Dongcheol
3
Koedijk, Kees
3
Kwan, Clarence C. Y.
3
Laurent, Jean-Paul
3
Levy, Moshe
3
Leybourne, Stephen James
3
Malliaris, Anastasios G.
3
Monfort, Alain
3
Moreno, Manuel
3
Munk, Claus
3
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Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of empirical finance
Journal of econometrics
7
Journal of economic dynamics & control
5
Journal of international money and finance
5
The journal of fixed income
5
Applied economics
4
International journal of theoretical and applied finance
4
Journal of applied econometrics
4
The journal of finance : the journal of the American Finance Association
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Annals of operations research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of fixed income : JFI
3
The journal of portfolio management : JPM
3
The journal of portfolio management : a publication of Institutional Investor
3
Advances in futures and options research : a research annual
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Finance research letters
2
International economic review
2
Journal of financial and quantitative analysis : JFQA
2
Journal of forecasting
2
The review of economics and statistics
2
Annals of finance
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Applied mathematical finance
1
Computational economics
1
Economics letters
1
Energy economics
1
Financial analysts' journal : FAJ
1
Finanzmarkt und Portfolio-Management
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
3
Temperature shocks and the cost of equity capital : implications for climate change perceptions
Balvers, Ronald J.
;
Du, Ding
;
Zhao, Xiaobing
- In:
Journal of banking & finance
77
(
2017
),
pp. 18-34
Persistent link: https://www.econbiz.de/10011814343
Saved in:
4
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
5
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
6
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
7
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
8
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
9
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
10
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
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