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Estimation
Portfolio-Management
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Portfolio selection
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Risikomanagement
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30,604
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30,170
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Zaremba, Adam
25
Engle, Robert F.
24
Pesaran, M. Hashem
22
Härdle, Wolfgang
19
McAleer, Michael
17
Lo, Andrew W.
15
Memmel, Christoph
15
Rosenberg, Joshua V.
15
Ammann, Manuel
14
Bollerslev, Tim
14
Todorov, Viktor
14
Fabozzi, Frank J.
13
Guidolin, Massimo
13
Viceira, Luis M.
13
Christoffersen, Peter F.
12
Kraft, Holger
12
Stoja, Evarist
12
Dijk, Herman K. van
11
Frühwirth-Schnatter, Sylvia
11
Hoesli, Martin
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Jacobs, Kris
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Pfingsten, Andreas
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Bacchetta, Philippe
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Dionne, Georges
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Kang, Sang Hoon
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Koopman, Siem Jan
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Korn, Olaf
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Lucas, André
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Maurer, Raimond
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Moskowitz, Tobias J.
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Weber, Andrea
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Billio, Monica
9
Caporin, Massimiliano
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Dumas, Bernard
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Grobys, Klaus
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Inoue, Atsushi
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Pelizzon, Loriana
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Eric Cuvillier <Firma>
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Federal Reserve Bank of St. Louis
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Institut für Weltwirtschaft
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Verlag Dr. Kovač
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International Center for Financial Asset Management and Engineering
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Nationalekonomiska Institutionen <Lund>
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Technische Universität Braunschweig
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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Shaker Verlag
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Springer Fachmedien Wiesbaden
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European University Institute / Department of Law
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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Josef Eul Verlag GmbH
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Karin-Fischer-Verlag <Aachen>
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Karlsruher Ökonometrie-Workshop <8, 2002, Karlsruhe>
1
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Journal of banking & finance
93
Finance research letters
58
Journal of empirical finance
58
Journal of financial economics
57
Journal of econometrics
55
International review of financial analysis
53
Working paper / National Bureau of Economic Research, Inc.
52
Applied economics
49
NBER working paper series
48
The journal of futures markets
47
International review of economics & finance : IREF
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economic modelling
38
The North American journal of economics and finance : a journal of financial economics studies
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Discussion paper / Centre for Economic Policy Research
35
NBER Working Paper
35
The journal of finance : the journal of the American Finance Association
32
Working paper
32
Discussion paper / Tinbergen Institute
31
Economics letters
29
Research paper series / Swiss Finance Institute
29
The European journal of finance
29
Journal of applied econometrics
28
Journal of international financial markets, institutions & money
28
Pacific-Basin finance journal
28
Journal of economic dynamics & control
26
Journal of international money and finance
26
Journal of risk and financial management : JRFM
26
Quantitative finance
26
Applied financial economics
25
Energy economics
25
Journal of risk
25
Review of quantitative finance and accounting
25
Research in international business and finance
24
Applied economics letters
22
Journal of financial and quantitative analysis : JFQA
22
Management science : journal of the Institute for Operations Research and the Management Sciences
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Financial markets and portfolio management
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
4,944
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1
RePEc
1
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1
Estimation of dynamic models of recurring events with censored data
Gorgens, Tue
;
Lee, Sanghyeok
-
2017
Persistent link: https://www.econbiz.de/10011884671
Saved in:
2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
3
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
4
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Saved in:
5
Stochastic volatility and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin
;
Richard, Jean-François
- In:
Finance research letters
12
(
2015
),
pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Saved in:
6
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
7
Mixed data
sampling
expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
8
Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu
;
Zheng, Teng
- In:
International review of financial analysis
53
(
2017
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
Saved in:
9
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
10
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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