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subject:"Prognoseverfahren"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Time series analysis
Schätztheorie
Estimation theory
25
Estimation
12
Schätzung
12
Portfolio selection
9
Portfolio-Management
9
Volatility
6
Volatilität
6
Correlation
5
Korrelation
5
Portfolio optimization
5
Risiko
5
Risk
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Credit risk
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Basel Accord
3
Basler Akkord
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Market microstructure
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Multivariate Analyse
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Multivariate analysis
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomanagement
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Risk management
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Statistical distribution
3
Statistische Verteilung
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Transaction costs
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25
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Rösch, Daniel
2
Adams, Zeno
1
Baik, Hyeoncheol
1
Cai, Zongwu
1
Claußen, Arndt
1
Clements, Adam
1
Durfee, Antonina V.
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fenech, Jean-Pierre
1
Füss, Roland
1
Gao, Jiti
1
Glück, Thorsten
1
Gouriéroux, Christian
1
Griffin, Jim
1
Gräler, Benedikt
1
Han, Chulwoo
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Hüttner, Amelie
1
Jondeau, Eric
1
Joo, Sunghoon
1
Kircher, Felix
1
Lahaye, Jérôme
1
Lassance, Nathan
1
Lee, Kangbok
1
Li, Yifan
1
Li, Yong
1
Lu, Yang
1
Malik, Sheheryar
1
Meldrum, Andrew
1
Nakashima, Kiyotaka
1
Nolte, Ingmar
1
Oberoi, Jaideep
1
Oduro, Samuel D.
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
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Journal of banking & finance
Journal of econometrics
699
Economics letters
278
Econometric reviews
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Econometric theory
149
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
The econometrics journal
101
European journal of operational research : EJOR
98
International journal of forecasting
88
Computational economics
77
Insurance / Mathematics & economics
72
Economic modelling
70
Applied economics letters
65
Discussion papers / CEPR
65
Discussion paper / Centre for Economic Policy Research
63
Finance research letters
58
Journal of time series econometrics
56
Applied economics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Operations research
47
Journal of quantitative economics
46
Working paper / National Bureau of Economic Research, Inc.
44
Journal of financial econometrics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of econometric methods
39
Journal of economic dynamics & control
37
NBER working paper series
36
Operations research letters
36
Journal of forecasting
33
Quantitative finance
32
Journal of empirical finance
28
Scandinavian actuarial journal
26
SpringerLink / Bücher
26
Energy economics
25
Journal of applied econometrics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Mathematics of operations research
24
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
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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
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
5
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:
6
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:
7
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:
8
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:
9
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
10
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
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