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subject:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Hautsch, Nikolaus"
~person:"Peleg, Bezalel"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"Basler Akkord"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Estimation
Public choice
Basler Akkord
CAPM
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Schätzung
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Theorie
107
Theory
107
Game theory
20
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13
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13
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11
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11
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10
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English
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Baillie, Richard
Hautsch, Nikolaus
Peleg, Bezalel
Rösch, Daniel
Güth, Werner
43
Gupta, Rangan
41
Gil-Alaña, Luis A.
39
Caporale, Guglielmo Maria
36
Jarrow, Robert A.
36
Kelly, Jerry S.
35
Le Breton, Michel
35
Campbell, Donald E.
34
Fudenberg, Drew
33
Fabozzi, Frank J.
31
Madan, Dilip B.
31
Samuelson, Larry
31
Palfrey, Thomas R.
29
Serletis, Apostolos
29
McAleer, Michael
28
Tijs, Stef
28
Bollerslev, Tim
27
Binmore, Ken
26
Gersbach, Hans
26
Levine, David K.
26
Wohar, Mark E.
26
Jackson, Matthew O.
25
Kumbhakar, Subal
25
Timmermann, Allan
25
Frey, Bruno S.
24
Sen, Arunava
24
Buchanan, James M.
23
Ghysels, Eric
23
Renault, Eric
23
Alesina, Alberto
22
Morris, Stephen
22
Nitsan, Shemuʾel
22
Saari, Donald
22
Hansen, Lars Peter
21
Peters, Hans J. M.
21
Roth, Alvin E.
21
Suzumura, Kōtarō
21
Zhou, Guofu
21
Chiarella, Carl
20
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4
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4
Journal of empirical finance
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Review of economic design : RED
3
Economics letters
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Die Betriebswirtschaft : DBW
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European financial management : the journal of the European Financial Management Association
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European journal of operational research : EJOR
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Finance research letters
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Finanzmarkt und Portfolio-Management
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Gabler Edition Wissenschaft
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International game theory review
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Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic theory
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of mathematical economics
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Market microstructure and liquidity
1
Mathematical social sciences
1
Research in economics : an international review of economics
1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
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Theory and decision : an international journal for multidisciplinary advances in decision science
1
Theory and decision library / C : TDL
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ECONIS (ZBW)
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1
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
2
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:
3
A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf
;
Rösch, Daniel
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
Saved in:
4
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
5
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
6
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
7
Judgments aggregation by a sequential majority procedure
Peleg, Bezalel
;
Zamir, Shemuʾel
- In:
Mathematical social sciences
95
(
2018
),
pp. 37-46
Persistent link: https://www.econbiz.de/10012130812
Saved in:
8
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:
9
Feasible elimination procedures in social choice : an axiomatic characterization
Peleg, Bezalel
;
Peters, Hans J. M.
- In:
Research in economics : an international review of economics
71
(
2017
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10011746801
Saved in:
10
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
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