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subject:"United Kingdom"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~subject:"Estimation"
~subject:"Industrie"
~subject:"Portfolio selection"
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United Kingdom
Estimation
Industrie
Portfolio selection
Estimation theory
86
Schätztheorie
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28
Theorie
21
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21
Portfolio-Management
18
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Füss, Roland
2
Rösch, Daniel
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Adams, Zeno
1
Alexakis, Panayotis
1
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1
Ashworth, John
1
Aslanidis, Nektarios
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Baik, Hyeoncheol
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Journal of banking & finance
Scottish journal of political economy : the journal of the Scottish Economic Society
Journal of econometrics
237
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economics letters
114
Econometric reviews
60
Discussion paper series / IZA
59
Applied economics letters
57
Economic modelling
57
CEMMAP working papers / Centre for Microdata Methods and Practice
54
NBER Working Paper
53
NBER working paper series
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
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48
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Discussion paper / Tinbergen Institute
44
Working paper / Department of Econometrics and Business Statistics, Monash University
38
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36
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IZA Discussion Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Journal of empirical finance
33
CESifo working papers
32
European journal of operational research : EJOR
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Finance research letters
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Quantitative economics : QE ; journal of the Econometric Society
31
The econometrics journal
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Discussion papers / CEPR
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Econometric theory
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
International journal of forecasting
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Computational economics
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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The review of economics and statistics
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Insurance / Mathematics & economics
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Journal of financial econometrics
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Discussion paper / Centre for Economic Policy Research
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
46
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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