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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomanagement"
~subject:"Schätzung"
~subject:"United States"
~subject:"Yield curve"
~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
Risikomanagement
Schätzung
United States
Yield curve
Estimation theory
74
Schätztheorie
74
Estimation
28
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
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Börsenkurs
9
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nonparametric statistics
7
Statistical distribution
7
Statistische Verteilung
7
USA
7
Portfolio optimization
6
Risk management
6
Zinsstruktur
6
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
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42
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Aufsatz in Zeitschrift
Article in journal
42
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English
42
Author
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Füss, Roland
2
Schuermann, Til
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
Gräler, Benedikt
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
Hüttner, Amelie
1
Ioannides, Michalis
1
Jafry, Yusuf
1
Jondeau, Eric
1
Joo, Sunghoon
1
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Journal of banking & finance
Journal of econometrics
592
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
305
Economics letters
245
Econometric reviews
189
Econometric theory
151
The econometrics journal
116
Journal of the American Statistical Association : JASA
105
Applied economics letters
87
Economic modelling
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Journal of applied econometrics
74
Applied economics
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
71
Quantitative economics : QE ; journal of the Econometric Society
64
The review of economics and statistics
55
Computational economics
51
Econometrics : open access journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
European journal of operational research : EJOR
44
International journal of forecasting
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Insurance / Mathematics & economics
36
Journal of empirical finance
32
Journal of forecasting
31
Oxford bulletin of economics and statistics
31
American journal of agricultural economics
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Energy economics
27
Journal of productivity analysis
27
Finance research letters
26
Journal of risk and financial management : JRFM
26
Journal of financial econometrics
24
Journal of economic dynamics & control
22
Journal of financial and quantitative analysis : JFQA
22
Regional science & urban economics
21
International journal of economics and financial issues : IJEFI
20
Journal of econometric methods
20
Quantitative finance
20
The empirical economics letters : a monthly international journal of economics
20
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ECONIS (ZBW)
42
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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
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:
8
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
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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