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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Estimation
Nichtparametrisches Verfahren
Estimation theory
74
Schätztheorie
74
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatilität
13
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Share price
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Credit risk
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Kreditrisiko
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Risikomaß
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Risk measure
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Capital income
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Kapitaleinkommen
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Nonparametric statistics
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Statistical distribution
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Statistische Verteilung
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USA
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United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
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Option pricing theory
5
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Article
48
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Article in journal
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48
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English
48
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Füss, Roland
2
Taylor, Stephen
2
Adams, Zeno
1
Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chung, Kee H.
1
Clare, Andrew D.
1
Clements, Adam
1
Corhay, Albert
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Fung, William
1
Gao, Jiti
1
Girardi, Giulio
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Gouriéroux, Christian
1
Griffin, Jim
1
Hamid, Alain
1
Han, Chulwoo
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Hanson, Samuel G.
1
Hartmann-Wendels, Thomas
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Journal of banking & finance
Journal of econometrics
533
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
216
Economics letters
182
Econometric reviews
138
Econometric theory
133
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Economic modelling
71
Applied economics letters
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Journal of applied econometrics
57
Quantitative economics : QE ; journal of the Econometric Society
57
Applied economics
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International journal of forecasting
43
Journal of empirical finance
40
European journal of operational research : EJOR
39
Econometrics : open access journal
37
Computational economics
34
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of forecasting
29
Journal of risk and financial management : JRFM
29
The review of economics and statistics
28
Finance research letters
26
Energy economics
25
International journal of economics and financial issues : IJEFI
25
Quantitative finance
23
Journal of financial econometrics
22
Journal of productivity analysis
20
Journal of economic dynamics & control
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of econometric methods
17
The empirical economics letters : a monthly international journal of economics
17
The review of economic studies
17
Journal of risk
16
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
48
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48
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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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