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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Option pricing theory
Yield curve
Zinsstruktur
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
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Risk measure
8
Capital income
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Kapitaleinkommen
7
Nonparametric statistics
7
Statistical distribution
7
Statistische Verteilung
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USA
7
United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
CAPM
5
Optionspreistheorie
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26
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Article in journal
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26
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English
26
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Alexander, Carol
1
Andersson, Magnus
1
Aslanidis, Nektarios
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
Golosnoy, Vasyl
1
Gräler, Benedikt
1
Hamid, Alain
1
Han, Chulwoo
1
Hansen, Anne Lundgaard
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Hüttner, Amelie
1
Ioannides, Michalis
1
Jondeau, Eric
1
Jordan, James V.
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Lahaye, Jérôme
1
Li, Yifan
1
Li, Yong
1
Lin, Binghuan
1
Lomakka, Magnus
1
Malik, Sheheryar
1
Mansi, Sattar
1
Meldrum, Andrew
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Post, Thierry
1
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Journal of banking & finance
Journal of econometrics
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Econometric theory
117
Economics letters
107
Econometric reviews
104
Journal of the American Statistical Association : JASA
78
The econometrics journal
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Quantitative economics : QE ; journal of the Econometric Society
40
Economic modelling
32
European journal of operational research : EJOR
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Journal of empirical finance
27
Econometrics : open access journal
26
International journal of forecasting
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Journal of applied econometrics
21
Applied economics letters
20
Finance research letters
20
International journal of theoretical and applied finance
20
Applied economics
19
Energy economics
18
Journal of financial econometrics
18
Quantitative finance
18
Insurance / Mathematics & economics
17
Journal of forecasting
14
Journal of productivity analysis
14
The North American journal of economics and finance : a journal of financial economics studies
14
Finance and stochastics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of econometric methods
12
Journal of economic dynamics & control
12
Journal of mathematical finance
12
Operations research
11
Risks : open access journal
11
Asia-Pacific financial markets
9
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ECONIS (ZBW)
26
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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 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:
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 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:
5
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:
6
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:
7
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
8
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:
9
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
- In:
Journal of banking & finance
67
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
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:
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