//--> //--> //-->
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
accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Statistical distribution"
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:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Statistical distribution
Estimation theory
41
Schätztheorie
41
Estimation
18
Schätzung
18
ARCH model
11
ARCH-Modell
11
Volatility
11
Volatilität
11
Statistische Verteilung
10
Portfolio selection
9
Portfolio-Management
9
Time series analysis
9
Zeitreihenanalyse
9
Risikomaß
8
Risk measure
8
Correlation
7
Korrelation
7
Forecasting model
6
Prognoseverfahren
6
Credit risk
5
Kreditrisiko
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Portfolio optimization
5
Risiko
5
Risk
5
Capital income
4
GARCH
4
Kapitaleinkommen
4
Multivariate Analyse
4
Multivariate analysis
4
Basel Accord
3
Basler Akkord
3
Market microstructure
3
Marktmikrostruktur
3
Option pricing theory
3
Optionspreistheorie
3
Risikomanagement
3
Risk management
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Cheng, Hao
1
Ensor, Katherine Bennett
1
Ginley, Matthew
1
Kosta, Olga
1
Lim, Kian-Guan
1
Ma, Changie
1
McDonald, James B.
1
Michelfelder, Richard A.
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Schlütter, Sebastian
1
Scott, David W.
1
Sen, Rituparna
1
Shen, Huihui
1
Stepanova, Natalia
1
Walker, Patrick S.
1
Yap, Nelson K. L.
1
Zhao, Dianli
1
Zhou, Hanghang
1
Ñíguez, Trino-Manuel
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of mathematical finance
Journal of econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Insurance / Mathematics & economics
29
Econometric reviews
27
Economics letters
23
The econometrics journal
15
European journal of operational research : EJOR
13
Econometric theory
11
International journal of forecasting
11
Computational economics
10
Journal of financial econometrics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Applied economics
8
Finance research letters
8
Operations research
6
Scandinavian actuarial journal
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of risk
5
The journal of operational risk
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
4
Computational Management Science : CMS
4
Journal of quantitative economics
4
Journal of time series econometrics
4
Operations research letters
4
Quantitative finance
4
Applied economics letters
3
Discussion paper / Centre for Economic Policy Research
3
INFORMS journal on optimization
3
International journal of quality & reliability management
3
Journal of applied econometrics
3
Journal of economic inequality
3
Journal of empirical finance
3
Journal of forecasting
3
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
3
Journal of risk : JOR
3
Regional science & urban economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
Saved in:
4
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:
5
The detection and empirical study of variance change points on housing prices : taking Wuhan City commodity prices as an example
Shen, Huihui
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 699-710
Persistent link: https://www.econbiz.de/10011657583
Saved in:
6
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
7
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
Saved in:
8
Forecasting density function : application in finance
Sen, Rituparna
;
Ma, Changie
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
Saved in:
9
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
10
Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga
;
Stepanova, Natalia
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->