//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Bayesian inference"
~subject:"Portfolio optimization"
~subject:"Statistical distribution"
~type_genre:"Government document"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Bayesian inference
Portfolio optimization
Statistical distribution
Estimation theory
74
Schätztheorie
74
Estimation
28
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
Börsenkurs
9
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistische Verteilung
7
USA
7
United States
7
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
6
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
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
Feng, Guohua
1
Füss, Roland
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Griffin, Jim
1
Hamid, Alain
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Kircher, Felix
1
Lahaye, Jérôme
1
Li, Yifan
1
Li, Yong
1
Lin, Binghuan
1
Miebs, Felix
1
Miller, Patrick
1
Nolte, Ingmar
1
Oberoi, Jaideep
1
Oduro, Samuel D.
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of econometrics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Economics letters
61
Insurance / Mathematics & economics
51
Econometric reviews
49
Econometric theory
41
International journal of forecasting
34
Journal of the American Statistical Association : JASA
32
The econometrics journal
32
Economic modelling
30
Journal of empirical finance
29
Statistics in transition : an international journal of the Polish Statistical Association
27
Econometrics : open access journal
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
European journal of operational research : EJOR
24
Finance research letters
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of forecasting
21
Computational economics
20
Journal of financial econometrics
20
Quantitative finance
20
Journal of risk and financial management : JRFM
19
Applied economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
International journal of theoretical and applied finance
16
Risks : open access journal
16
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of applied econometrics
15
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
Statistical papers
14
Journal of mathematical finance
13
Journal of quantitative economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of risk
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance and stochastics
9
Scandinavian actuarial journal
9
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
7
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
8
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:
9
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:
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->