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~isPartOf:"Journal of banking & finance"
~person:"Füss, Roland"
~subject:"Estimation"
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Estimation
Schätzung
3
Correlation
2
Estimation theory
2
Korrelation
2
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Bank risk
1
Bankrisiko
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Capital income
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Change-point tests
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Commercial real estate
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Correlated risk
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Correlation breaks
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Financial center
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Financial centre
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Financial crisis
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Finanzkrise
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Finanzplatz
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Gewerbeimmobilien
1
Immobilienmarkt
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Jackknife estimator
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Kapitaleinkommen
1
Multivariate GARCH models
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Optimal portfolio revision
1
Out-of-sample performance evaluation
1
Portfolio optimization
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Portfolio selection
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Portfolio-Management
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Real estate market
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Risiko
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Risk
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Spatial econometrics
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Spurious conditional correlation
1
Systemic risk
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Füss, Roland
Prokopczuk, Marcel
7
Wese Simen, Chardin
4
Zaremba, Adam
4
Ammann, Manuel
3
Belke, Ansgar
3
Berkman, Henk
3
Cakici, Nusret
3
Dungey, Mardi H.
3
Guo, Hui
3
Li, Junye
3
Matousek, Roman
3
Min, Byoung-Kyu
3
Shaban, Mohamed
3
Shaffer, Sherrill
3
Assaf, A. Georges
2
Beckmann, Joscha
2
Beine, Michel
2
Bianchi, Robert
2
Bohl, Martin T.
2
Bremus, Franziska
2
Buch, Claudia M.
2
Caporin, Massimiliano
2
Chen, Jie
2
Chiang, Raymond
2
Chou, Pin-huang
2
Cici, Gjergji
2
Clare, Andrew D.
2
Cummins, John David
2
DeLisle, R. Jared
2
Duygun, Meryem
2
Elton, Edwin J.
2
Feng, Guohua
2
Fricke, Christoph
2
Gouriéroux, Christian
2
Gruber, Martin Jay
2
Harris, Richard D. F.
2
Hautsch, Nikolaus
2
Havrylchyk, Olena
2
Hollstein, Fabian
2
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Journal of banking & finance
Working papers on finance
4
Diskussionsbeiträge : Reihe des Instituts für Allgemeine Wirtschaftsforschung, Abteilung Empirische Wirtschaftsforschung und Ökonometrie, Albert-Ludwigs-Universität Freiburg im Breisgau
3
Aspekte aus der Finanz- und Immobilienwirtschaft : Festschrift für Heinz Rehkugler
1
European Business School Research Paper
1
Handbuch Alternative Investments ; Bd. 1
1
INFER discussion paper
1
Journal of financial and quantitative analysis : JFQA
1
Journal of housing economics
1
Kredit und Kapital
1
Reihe: Portfoliomanagement
1
Review of quantitative finance and accounting
1
SAFE Working Paper
1
SAFE working paper
1
The journal of fixed income
1
University of St.Gallen, School of Finance Research Paper
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ECONIS (ZBW)
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1
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
2
Bank systemic risk exposure and office market interconnectedness
Füss, Roland
;
Ruf, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013257387
Saved in:
3
A jackknife-type estimator for portfolio revision
Füss, Roland
;
Miebs, Felix
;
Trübenbach, Fabian
- In:
Journal of banking & finance
43
(
2014
),
pp. 14-28
Persistent link: https://www.econbiz.de/10010408363
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