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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~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
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
9
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
Risikomanagement
6
Risk management
6
Zinsstruktur
6
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
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Undetermined
15
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Article
38
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
38
Language
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English
38
Author
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Füss, Roland
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
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
Jondeau, Eric
1
Joo, Sunghoon
1
Jordan, James V.
1
Jorion, Philippe
1
Kaeck, Andreas
1
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Published in...
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Journal of banking & finance
Journal of econometrics
590
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
305
Economics letters
245
Econometric reviews
183
Econometric theory
151
The econometrics journal
116
Journal of the American Statistical Association : JASA
105
Applied economics letters
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Economic modelling
73
Journal of applied econometrics
72
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
54
Computational economics
50
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
41
International journal of forecasting
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Insurance / Mathematics & economics
32
Journal of empirical finance
31
Oxford bulletin of economics and statistics
31
Journal of forecasting
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
American journal of agricultural economics
27
Journal of productivity analysis
27
Energy economics
26
Finance research letters
26
Journal of risk and financial management : JRFM
26
Journal of financial econometrics
23
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
The empirical economics letters : a monthly international journal of economics
20
The review of economic studies
20
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ECONIS (ZBW)
38
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
10
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
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