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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Capital income
Estimation
Statistical distribution
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
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9
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9
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Korrelation
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Prognoseverfahren
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Share price
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Credit risk
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Kreditrisiko
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Risk measure
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Nichtparametrisches Verfahren
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Nonparametric statistics
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6
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Article in journal
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42
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English
42
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Füss, Roland
2
Adams, Zeno
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
Chan, Kam C.
1
Clare, Andrew D.
1
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1
Dang, Viet Anh
1
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1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
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1
Gao, Jiti
1
Girardi, Giulio
1
Glück, Thorsten
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1
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1
Ioannides, Michalis
1
Jondeau, Eric
1
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1
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Journal of banking & finance
Journal of econometrics
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Economics letters
155
Econometric reviews
97
Economic modelling
71
Applied economics letters
65
Econometric theory
63
Insurance / Mathematics & economics
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
The econometrics journal
54
Journal of the American Statistical Association : JASA
52
Journal of applied econometrics
51
Applied economics
49
Journal of empirical finance
48
International journal of forecasting
47
Econometrics : open access journal
45
Quantitative economics : QE ; journal of the Econometric Society
42
Computational economics
40
European journal of operational research : EJOR
40
Journal of forecasting
39
Finance research letters
36
Statistics in transition : an international journal of the Polish Statistical Association
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Journal of financial econometrics
31
Journal of risk and financial management : JRFM
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of economic dynamics & control
29
Quantitative finance
27
The review of economics and statistics
25
International journal of economics and financial issues : IJEFI
24
Energy economics
22
Journal of risk
22
Risks : open access journal
22
Journal of quantitative economics
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of mathematical finance
18
The European journal of finance
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ECONIS (ZBW)
42
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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
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
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:
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
Saved in:
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