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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of banking & finance"
~subject:"Opportunity cost"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Opportunity cost
Volatility
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatilität
13
Time series analysis
11
Zeitreihenanalyse
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10
ARCH model
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ARCH-Modell
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Börsenkurs
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Correlation
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Korrelation
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Share price
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Credit risk
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Kreditrisiko
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Risikomaß
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Risk measure
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Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical distribution
7
Statistische Verteilung
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United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
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Zinsstruktur
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Option pricing theory
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English
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Ahking, Francis W.
1
Alexander, Carol
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Chan, Kam C.
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Gao, Jiti
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hanson, Samuel G.
1
Hartmann-Wendels, Thomas
1
Jondeau, Eric
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Li, Yifan
1
Lin, Binghuan
1
Lönnbark, Carl
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
Rockinger, Michael
1
Sarno, Lucio
1
Schuermann, Til
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Stentoft, Lars
1
Taylor, Stephen
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Journal of banking & finance
Journal of econometrics
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
International journal of forecasting
120
Journal of forecasting
78
Economics letters
61
Discussion paper / Tinbergen Institute
47
The review of economics and statistics
46
Working paper / National Bureau of Economic Research, Inc.
40
Journal of empirical finance
37
Econometric reviews
36
CREATES research paper
32
Journal of applied econometrics
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Econometric theory
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
The econometrics journal
26
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Applied economics
24
Economic modelling
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
NBER working paper series
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Quantitative finance
21
American journal of agricultural economics
20
Finance research letters
20
Journal of the American Statistical Association : JASA
19
Discussion paper
18
Journal of financial econometrics
18
The journal of futures markets
18
Working paper
18
European journal of operational research : EJOR
17
Journal of financial and quantitative analysis : JFQA
17
Oxford bulletin of economics and statistics
16
The journal of finance : the journal of the American Finance Association
16
Computational economics
15
Discussion paper / Centre for Economic Policy Research
15
Discussion paper series / IZA
15
Discussion papers / CEPR
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
7
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
8
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
9
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
10
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
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