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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Nichtparametrisches Verfahren
USA
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
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Correlation
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Forecasting model
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Korrelation
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United States
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6
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Risk management
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Article
44
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Article in journal
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44
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English
44
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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
Clements, Adam
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
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
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Ioannides, Michalis
1
Jondeau, Eric
1
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Journal of banking & finance
Journal of econometrics
539
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Economics letters
188
Econometric reviews
141
Econometric theory
133
Journal of the American Statistical Association : JASA
98
The econometrics journal
89
Journal of applied econometrics
72
Applied economics letters
69
Economic modelling
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
64
Applied economics
59
Quantitative economics : QE ; journal of the Econometric Society
58
The review of economics and statistics
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International journal of forecasting
50
European journal of operational research : EJOR
38
Econometrics : open access journal
37
Journal of empirical finance
36
Computational economics
35
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Journal of forecasting
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of risk and financial management : JRFM
28
Energy economics
27
American journal of agricultural economics
26
Finance research letters
25
International journal of economics and financial issues : IJEFI
23
Journal of productivity analysis
23
Quantitative finance
23
Journal of financial econometrics
22
The journal of futures markets
20
The review of economic studies
20
Journal of financial and quantitative analysis : JFQA
19
Journal of macroeconomics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Oxford bulletin of economics and statistics
18
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ECONIS (ZBW)
44
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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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