//--> //--> //--> //-->
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
~person:"Baillie, Richard"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Estimation
17
Schätzung
17
Estimation theory
13
Schätztheorie
13
Börsenkurs
11
Share price
11
CAPM
10
Time series analysis
10
Zeitreihenanalyse
10
Credit risk
9
Kreditrisiko
9
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Volatility
8
Volatilität
8
Basel Accord
7
Basler Akkord
7
Devisenmarkt
7
Exchange rate
7
Financial market
7
Finanzmarkt
7
Foreign exchange market
7
Risiko
7
Risk
7
Wechselkurs
7
Welt
7
World
7
Handelsvolumen der Börse
6
Risikoprämie
6
Risk premium
6
Trading volume
6
USA
6
United States
6
Capital income
5
Currency derivative
5
Deutschland
5
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
64
Book / Working Paper
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Bibliografie enthalten
Graue Literatur
77
Non-commercial literature
77
Arbeitspapier
75
Working Paper
75
Article in journal
68
Collection of articles of several authors
8
Sammelwerk
8
Hochschulschrift
6
Aufsatz im Buch
5
Book section
5
Systematic review
4
Übersichtsarbeit
4
Thesis
3
Aufsatzsammlung
2
Bibliography included
2
Collection of articles written by one author
2
Conference proceedings
2
Konferenzschrift
2
Sammlung
2
Bibliografie
1
Festschrift
1
more ...
less ...
Language
All
English
64
German
6
Author
All
Baillie, Richard
Hautsch, Nikolaus
Rösch, Daniel
Beladi, Hamid
162
Pestieau, Pierre
159
Güth, Werner
157
Creedy, John
151
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
136
Nijkamp, Peter
132
Turnovsky, Stephen J.
126
Tirole, Jean
124
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Frey, Bruno S.
118
Long, Ngo Van
117
Färe, Rolf
116
Mukherjee, Arijit
115
Lambertini, Luca
113
Acemoglu, Daron
112
Laporte, Gilbert
107
Jarrow, Robert A.
105
Cheng, T. C. E.
102
Laffont, Jean-Jacques
102
Tsionas, Efthymios G.
102
Stiglitz, Joseph E.
101
Devereux, Michael B.
99
Gersbach, Hans
99
Miceli, Thomas J.
99
Kumbhakar, Subal
98
Quiggin, John C.
97
Shogren, Jason F.
97
Franses, Philip Hans
94
Michel, Philippe
94
Lien, Da-hsiang Donald
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Gupta, Rangan
92
Konrad, Kai A.
92
Wirl, Franz
92
Andersen, Torben M.
90
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of international money and finance
8
Journal of empirical finance
6
Journal of applied econometrics
4
Journal of banking & finance
4
Journal of econometrics
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
The journal of fixed income
2
Die Betriebswirtschaft : DBW
1
Econometric reviews
1
Econometric theory
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
Gabler Edition Wissenschaft
1
International journal of forecasting
1
Journal of economic behavior & organization : JEBO
1
Journal of financial services research : JFSR
1
Journal of forecasting
1
Journal of international economics
1
Journal of macroeconomics
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Market microstructure and liquidity
1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
70
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
2
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
3
A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf
;
Rösch, Daniel
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
Saved in:
4
A country specific point of view on international diversification
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140073
Saved in:
5
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
6
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
7
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
8
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
9
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
10
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->