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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Bayesian inference"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Statistical distribution
Zeitreihenanalyse
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
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
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USA
7
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 in journal
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English
27
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Taylor, Stephen
2
Alexander, Carol
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Chan, Kalok
1
Chung, Y. Peter
1
Clements, Adam
1
Corhay, Albert
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Faff, Robert W.
1
Feng, Guohua
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Griffin, Jim
1
Hamid, Alain
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Hartmann-Wendels, Thomas
1
Jondeau, Eric
1
Jong, Frank de
1
Joo, Sunghoon
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kemna, Angelien G.
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Kloek, Teunis
1
Lahaye, Jérôme
1
Lee, Kangbok
1
Li, Yifan
1
Lin, Binghuan
1
Miller, Patrick
1
Nolte, Ingmar
1
Oberoi, Jaideep
1
Oduro, Samuel D.
1
Okhrin, Yarema
1
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Journal of banking & finance
Journal of econometrics
445
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Econometric theory
191
Economics letters
183
Econometric reviews
122
International journal of forecasting
84
Journal of forecasting
67
Econometrics : open access journal
66
Applied economics letters
64
Journal of the American Statistical Association : JASA
64
The econometrics journal
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Economic modelling
56
Insurance / Mathematics & economics
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Applied economics
48
Computational economics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of empirical finance
45
Journal of applied econometrics
43
Journal of time series econometrics
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Statistics in transition : an international journal of the Polish Statistical Association
31
Journal of risk and financial management : JRFM
29
Finance research letters
28
Oxford bulletin of economics and statistics
28
European journal of operational research : EJOR
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Journal of economic dynamics & control
25
Journal of financial econometrics
25
Quantitative economics : QE ; journal of the Econometric Society
24
Quantitative finance
22
Statistical papers
21
Journal of macroeconomics
18
Journal of quantitative economics
18
Risks : open access journal
18
The North American journal of economics and finance : a journal of financial economics studies
18
The review of economics and statistics
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
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ECONIS (ZBW)
27
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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
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 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:
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
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:
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
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:
10
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
Saved in:
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