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subject:"Volatilität"
subject:"Yield curve"
~isPartOf:"Journal of banking & finance"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Yield curve
Statistische Verteilung
Estimation theory
75
Schätztheorie
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Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
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Alexander, Carol
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Clements, Adam
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Faff, Robert W.
1
Girardi, Giulio
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Golosnoy, Vasyl
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Gräler, Benedikt
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Hamid, Alain
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Hansen, Anne Lundgaard
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Hartmann-Wendels, Thomas
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1
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1
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1
Kaeck, Andreas
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Kanniainen, Juho
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Kim, Joocheol
1
Kim, Joseph H. T.
1
Lahaye, Jérôme
1
Li, Yifan
1
Lin, Binghuan
1
Malik, Sheheryar
1
Mansi, Sattar
1
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Miller, Patrick
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Nolte, Ingmar
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Okhrin, Yarema
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Paolella, Marc S.
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Preve, Daniel P. A.
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1
Rockinger, Michael
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Sarno, Lucio
1
Scherer, Matthias
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Journal of banking & finance
Journal of econometrics
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Economics letters
49
Discussion paper / Tinbergen Institute
46
Insurance / Mathematics & economics
45
Econometric reviews
44
Econometric theory
39
Journal of empirical finance
30
The econometrics journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
International journal of forecasting
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Finance research letters
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Journal of financial econometrics
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of the American Statistical Association : JASA
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CREATES research paper
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Econometrics : open access journal
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Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of theoretical and applied finance
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Quantitative finance
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Journal of risk and financial management : JRFM
17
Discussion papers of interdisciplinary research project 373
16
Journal of forecasting
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SFB 649 discussion paper
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Applied economics
15
European journal of operational research : EJOR
15
Journal of mathematical finance
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
The North American journal of economics and finance : a journal of financial economics studies
15
Computational economics
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
NBER Working Paper
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Risks : open access journal
14
Applied economics letters
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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
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:
3
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:
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
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:
6
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:
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
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
- In:
Journal of banking & finance
67
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
Saved in:
9
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:
10
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
Saved in:
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