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isPartOf:"Financial engineering and the Japanese markets"
subject:"Wechselkurs"
~isPartOf:"Journal of banking & finance"
~subject:"1973-1992"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
1973-1992
Yield curve
Estimation theory
81
Schätztheorie
81
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
17
Theory
17
Volatility
13
Volatilität
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Time series analysis
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Zeitreihenanalyse
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Forecasting model
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Börsenkurs
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USA
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United States
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ARCH model
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ARCH-Modell
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Credit risk
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Risk measure
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Zinsstruktur
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Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistische Verteilung
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Portfolio optimization
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12
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Konno, Hiroshi
2
Takase, Toru
2
Alexander, Carol
1
Bekiros, Stelios D.
1
Cenedese, Gino
1
Chen, Chyong-lin
1
Dematos, Giovani
1
Gräler, Benedikt
1
Hansen, Anne Lundgaard
1
Hüttner, Amelie
1
Ioannides, Michalis
1
Jordan, James V.
1
Kaeck, Andreas
1
Malik, Sheheryar
1
Mansi, Sattar
1
Meldrum, Andrew
1
Sarno, Lucio
1
Scherer, Matthias
1
Tsiakas, Ilias
1
Tsurumi, Hiroki
1
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Financial engineering and the Japanese markets
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of econometrics
13
Discussion paper
10
Journal of empirical finance
10
Discussion paper / Tinbergen Institute
9
Economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and financial issues : IJEFI
8
Economic modelling
7
Journal of applied econometrics
7
Journal of international money and finance
7
NBER Working Paper
7
International economic journal
6
International journal of finance & economics : IJFE
6
International journal of theoretical and applied finance
6
Journal of financial economics
6
Applied economics
5
Applied economics letters
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of money, credit and banking : JMCB
5
NBER working paper series
5
Research in international business and finance
5
The journal of fixed income
5
Working papers / Bank of England
5
Applied financial economics
4
Discussion paper / Centre for Economic Forecasting
4
Econometric analysis of financial markets
4
Econometric reviews
4
Finance research letters
4
International journal of economics and finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of forecasting
4
Journal of mathematical finance
4
Research paper / University of Melbourne, Department of Economics
4
Seoul journal of economics
4
The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
5
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
6
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
7
Term structure estimation from on-the-run Treasuries
Jordan, James V.
;
Mansi, Sattar
- In:
Journal of banking & finance
27
(
2003
)
8
,
pp. 1487-1509
Persistent link: https://www.econbiz.de/10001770312
Saved in:
8
A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis
- In:
Journal of banking & finance
27
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
Saved in:
9
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
Konno, Hiroshi
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001204472
Saved in:
10
Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange
Dematos, Giovani
(
contributor
)
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10001204473
Saved in:
1
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