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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomaß"
~subject:"Schätzung"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Nichtparametrisches Verfahren
Risikomaß
Schätzung
United States
Estimation theory
74
Schätztheorie
74
Estimation
28
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
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Time series analysis
10
Zeitreihenanalyse
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Prognoseverfahren
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Credit risk
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Risk measure
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Capital income
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Nonparametric statistics
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Statistical distribution
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USA
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Portfolio optimization
6
Risikomanagement
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Risk management
6
Yield curve
6
Zinsstruktur
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Option pricing theory
5
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Aufsatz in Zeitschrift
Article in journal
40
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English
40
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Füss, Roland
2
Rösch, Daniel
2
Adams, Zeno
1
Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chan, Kam C.
1
Clare, Andrew D.
1
Claußen, Arndt
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Gao, Jiti
1
Girardi, Giulio
1
Glück, Thorsten
1
Gouriéroux, Christian
1
Griffin, Jim
1
Han, Chulwoo
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Hanson, Samuel G.
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Ioannides, Michalis
1
Jondeau, Eric
1
Joo, Sunghoon
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kim, Minjoo
1
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Journal of banking & finance
Journal of econometrics
595
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
305
Economics letters
243
Econometric reviews
189
Econometric theory
152
The econometrics journal
117
Journal of the American Statistical Association : JASA
105
Applied economics letters
87
Economic modelling
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Journal of applied econometrics
74
Applied economics
72
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
70
Quantitative economics : QE ; journal of the Econometric Society
64
Computational economics
55
The review of economics and statistics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Econometrics : open access journal
50
International journal of forecasting
45
European journal of operational research : EJOR
44
Insurance / Mathematics & economics
43
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Journal of forecasting
32
Oxford bulletin of economics and statistics
31
Finance research letters
30
Journal of empirical finance
29
Journal of risk and financial management : JRFM
29
American journal of agricultural economics
27
Journal of productivity analysis
27
Energy economics
26
Journal of risk
26
Journal of financial econometrics
25
Journal of econometric methods
22
International journal of economics and financial issues : IJEFI
21
Journal of economic dynamics & control
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Regional science & urban economics
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Journal of financial and quantitative analysis : JFQA
20
Risks : open access journal
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ECONIS (ZBW)
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1
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:
2
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
3
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
4
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
5
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:
6
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
7
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:
8
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
9
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:
10
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:
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