//--> //--> //-->
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:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~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"
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:"Theory"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Public choice
CAPM
Capital income
Deutschland
Schätzung
Spieltheorie
Volatility
Theorie
9
Theory
9
Credit risk
3
Handelsvolumen der Börse
3
Kreditrisiko
3
Trading volume
3
Börsenkurs
2
Dauer
2
Duration
2
Forecasting model
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
ARCH model
1
ARCH-Modell
1
Adverse Selektion
1
Adverse selection
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Asset correlation
1
Asset-Backed Securities
1
Asset-backed securities
1
Australia
1
Australien
1
Basel Accord
1
Basler Akkord
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
6
Language
All
English
6
Author
All
Hautsch, Nikolaus
Rösch, Daniel
Garcia, René
8
Prokopczuk, Marcel
7
Branger, Nicole
5
Marquering, Wessel A.
5
Almeida, Caio
4
Ardison, Kym
4
Caporin, Massimiliano
4
Gouriéroux, Christian
4
Herwartz, Helmut
4
Hollstein, Fabian
4
Jacobsen, Ben
4
Koopman, Siem Jan
4
Min, Byoung-Kyu
4
Taylor, Stephen
4
Vicente, Jose
4
Voev, Valeri
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Baillie, Richard
3
Balvers, Ronald J.
3
Christiansen, Charlotte
3
Faff, Robert W.
3
Harvey, Campbell R.
3
Harvey, David I.
3
Härdle, Wolfgang
3
Jacobs, Kris
3
Kang, Kyu Ho
3
Kim, Dongcheol
3
Levy, Haim
3
Leybourne, Stephen James
3
Liu, Xiaochun
3
Post, Thierry
3
Rossi, Eduardo
3
Rubio, Gonzalo
3
Schotman, Peter C.
3
Sercu, Piet
3
Wang, Yudong
3
Zhou, Guofu
3
Alexander, Carol
2
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Die Betriebswirtschaft : DBW
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of forecasting
1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10010233604
Saved in:
4
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:
5
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->