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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Option pricing theory
Zinsstruktur
Estimation theory
25
Schätztheorie
25
Estimation
12
Schätzung
12
Portfolio selection
9
Portfolio-Management
9
Volatilität
6
Correlation
5
Korrelation
5
Portfolio optimization
5
Risiko
5
Risk
5
ARCH model
4
ARCH-Modell
4
Credit risk
4
Forecasting model
4
Kreditrisiko
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Time series analysis
4
Zeitreihenanalyse
4
Basel Accord
3
Basler Akkord
3
Market microstructure
3
Marktmikrostruktur
3
Multivariate Analyse
3
Multivariate analysis
3
Nonparametric statistics
3
Risikomanagement
3
Risk management
3
Statistical distribution
3
Statistische Verteilung
3
Transaction costs
3
Transaktionskosten
3
Yield curve
3
Bias correction
2
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Article
12
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Article in journal
Aufsatz in Zeitschrift
12
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English
12
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Cai, Zongwu
1
Clements, Adam
1
Escobar, Marcos
1
Gräler, Benedikt
1
Han, Chulwoo
1
Hansen, Anne Lundgaard
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Hüttner, Amelie
1
Jondeau, Eric
1
Lahaye, Jérôme
1
Li, Yifan
1
Li, Yong
1
Malik, Sheheryar
1
Meldrum, Andrew
1
Nolte, Ingmar
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
Ren, Yu
1
Rockinger, Michael
1
Scherer, Matthias
1
Stentoft, Lars
1
Vasios, Michalis
1
Voev, Valeri
1
Walker, Patrick S.
1
Xu, Qi
1
Yang, Bingduo
1
Yao, Haixiang
1
Ñíguez, Trino-Manuel
1
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Journal of banking & finance
Journal of econometrics
232
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Econometric reviews
82
Economics letters
57
Econometric theory
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
The econometrics journal
28
International journal of forecasting
21
Economic modelling
20
European journal of operational research : EJOR
20
Computational economics
18
Finance research letters
16
Journal of financial econometrics
16
Quantitative finance
14
Insurance / Mathematics & economics
13
Journal of empirical finance
12
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
10
Journal of econometric methods
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Operations research
9
Journal of forecasting
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of mathematical finance
7
Journal of productivity analysis
7
Journal of risk
7
Applied economics letters
6
International journal of financial engineering
6
Journal of quantitative economics
6
Journal of time series econometrics
6
Annals of finance
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
The journal of risk model validation
5
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ECONIS (ZBW)
12
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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
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:
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
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
Saved in:
9
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:
10
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:
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