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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Koop, Gary"
~person:"McMillen, Daniel P."
~subject:"Probability theory"
~subject:"Risikomaß"
~type_genre:"Forschungsbericht"
~type_genre:"Lehrbuch"
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Schätzung
Probability theory
Risikomaß
Theorie
172
Theory
172
Portfolio selection
49
Portfolio-Management
49
Estimation
33
USA
27
United States
27
Bayes-Statistik
24
Bayesian inference
24
Time series analysis
24
Zeitreihenanalyse
24
Forecasting model
20
Prognoseverfahren
20
Estimation theory
14
Schätztheorie
14
CAPM
13
VAR model
13
VAR-Modell
13
Statistical distribution
11
Statistische Verteilung
11
Capital income
10
Kapitaleinkommen
10
Risk measure
10
Stochastic process
10
Stochastischer Prozess
10
Anleihe
9
Bond
9
Markov chain
9
Markov-Kette
9
Risikomanagement
9
Risk management
9
Volatility
9
Volatilität
9
Welt
9
World
9
Econometrics
8
Ökonometrie
8
Chicago (Ill.)
7
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Article
44
Book / Working Paper
1
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Article in journal
Forschungsbericht
Lehrbuch
Aufsatz in Zeitschrift
44
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
13
Working Paper
13
Aufsatz im Buch
3
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Language
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English
45
Author
All
Fabozzi, Frank J.
Koop, Gary
McMillen, Daniel P.
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Serletis, Apostolos
26
Kumbhakar, Subal
25
Wang, Ruodu
24
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Härdle, Wolfgang
17
Phillips, Peter C. B.
16
Moosa, Imad A.
15
Righi, Marcelo Brutti
15
Tsionas, Efthymios G.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Peel, David
14
Rosazza Gianin, Emanuela
14
Embrechts, Paul
13
Engsted, Tom
13
Gallant, A. Ronald
13
Ghysels, Eric
13
Koopman, Siem Jan
13
Račev, Svetlozar T.
13
Tzavalis, Elias
13
Apergēs, Nikolaos
12
Asai, Manabu
12
Bollerslev, Tim
12
Boonen, Tim J.
12
Creedy, John
12
MacDonald, Ronald
12
McAleer, Michael
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Tiwari, Aviral Kumar
12
Auer, Benjamin R.
11
Blundell, Richard W.
11
Brandtner, Mario
11
Chan, Joshua
11
Cheung, Ka Chun
11
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Journal of urban economics
8
Journal of econometrics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
International journal of theoretical and applied finance
3
Annals of operations research
2
Journal of empirical finance
2
Review of quantitative finance and accounting
2
The journal of fixed income
2
Annals of finance
1
Applied economics
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Journal of productivity analysis
1
Journal of regional science
1
Regional science & urban economics
1
The Frank J. Fabozzi series
1
The econometrics journal
1
The journal of asset management
1
The journal of fixed income : JFI
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of real estate finance and economics
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ECONIS (ZBW)
45
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45
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
3
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
4
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
5
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
6
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
7
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
8
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
9
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
10
Conditionally parametric quantile regression for spatial data : an analysis of land values in early nineteenth century Chicago
McMillen, Daniel P.
- In:
Regional science & urban economics
55
(
2015
),
pp. 28-38
Persistent link: https://www.econbiz.de/10011479834
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