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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of productivity analysis"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Nichtparametrisches Verfahren
Estimation theory
135
Schätztheorie
135
Theorie
46
Theory
46
Schätzung
38
Technical efficiency
32
Technische Effizienz
32
Production function
25
Produktionsfunktion
25
Nonparametric statistics
21
Portfolio selection
18
Portfolio-Management
18
USA
14
United States
14
Volatilität
13
Efficiency
12
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
11
Zeitreihenanalyse
11
Effizienz
10
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
Regression analysis
9
Regressionsanalyse
9
Share price
9
Statistical distribution
9
Statistische Verteilung
9
Credit risk
8
Kreditrisiko
8
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8
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8
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61
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Article in journal
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61
Conference paper
1
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1
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English
61
Author
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Simar, Léopold
4
Zelenyuk, Valentin
3
Feng, Guohua
2
Füss, Roland
2
Gao, Jiti
2
Parmeter, Christopher F.
2
Adams, Zeno
1
Akhavein, Jalal D.
1
Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chen, Baoline
1
Chen, Kuan-chen
1
Chung, Ming-tai
1
Clare, Andrew D.
1
Clements, Adam
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Dumont, Michel
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Fox, Kevin J.
1
Färe, Rolf
1
Girardi, Giulio
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Gouriéroux, Christian
1
Griffin, Jim
1
Griffiths, William E.
1
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Journal of banking & finance
Journal of productivity analysis
Journal of econometrics
524
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
212
Economics letters
178
Econometric reviews
138
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Economic modelling
69
Applied economics letters
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative economics : QE ; journal of the Econometric Society
57
Journal of applied econometrics
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics
50
International journal of forecasting
43
European journal of operational research : EJOR
38
Econometrics : open access journal
37
Computational economics
34
Journal of empirical finance
34
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of risk and financial management : JRFM
28
Journal of forecasting
27
The review of economics and statistics
27
Energy economics
25
Finance research letters
24
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
Journal of financial econometrics
22
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of econometric methods
17
Journal of economic dynamics & control
17
Journal of risk
16
The empirical economics letters : a monthly international journal of economics
16
Operations research
15
The review of economic studies
15
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ECONIS (ZBW)
61
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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 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:
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 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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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