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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Branger, Nicole"
~person:"Chou, Ray Yeutien"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Deutschland
Schätzung
Spieltheorie
Volatility
Theorie
16
Theory
16
Portfolio selection
9
Portfolio-Management
9
Volatilität
5
Kapitaleinkommen
4
Credit risk
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Forecasting model
3
Kreditrisiko
3
Prognoseverfahren
3
Risiko
3
Risk
3
Stochastic process
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Stochastischer Prozess
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2
Ambiguity
2
Börsenkurs
2
Correlation
2
Factor analysis
2
Faktorenanalyse
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Korrelation
2
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2
Risk premium
2
Robust control
2
Robust statistics
2
Robustes Verfahren
2
Share price
2
Stock market
2
Yield curve
2
Zinsstruktur
2
1/N rule
1
Ankündigungseffekt
1
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Aufsatz in Zeitschrift
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13
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English
12
German
1
Author
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Branger, Nicole
Chou, Ray Yeutien
Hautsch, Nikolaus
Rösch, Daniel
Prokopczuk, Marcel
7
Hollstein, Fabian
4
Jacobsen, Ben
4
Marquering, Wessel A.
4
Min, Byoung-Kyu
4
Taylor, Stephen
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Baillie, Richard
3
Balvers, Ronald J.
3
Caporin, Massimiliano
3
Christiansen, Charlotte
3
Faff, Robert W.
3
Harvey, Campbell R.
3
Harvey, David I.
3
Kim, Dongcheol
3
Levy, Haim
3
Leybourne, Stephen James
3
Post, Thierry
3
Rubio, Gonzalo
3
Sercu, Piet
3
Wang, Yudong
3
Zhou, Guofu
3
Alexander, Carol
2
Asgharian, Hossein
2
Barone-Adesi, Giovanni
2
Bekaert, Geert
2
Bessler, Wolfgang
2
Bollerslev, Tim
2
Cenesizoglu, Tolga
2
Chang, Eric Chieh
2
Chiang, I-Hsuan Ethan
2
Chiang, Raymond
2
Cho, Dooyeon
2
Chue, Timothy K.
2
Clare, Andrew D.
2
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Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of empirical finance
Journal of economic dynamics & control
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of applied econometrics
2
Journal of financial and quantitative analysis : JFQA
2
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Oxford bulletin of economics and statistics
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of fixed income
1
The review of financial studies
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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
International stochastic discount factors and covariance risk
Branger, Nicole
;
Herold, Michael
;
Muck, Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
Saved in:
3
Optimal granularity for portfolio choice
Branger, Nicole
;
Lučivjanská, Katarína
; …
- In:
Journal of empirical finance
50
(
2019
),
pp. 125-146
Persistent link: https://www.econbiz.de/10012169950
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
Risk evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
Saved in:
6
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
7
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
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
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:
10
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:
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