//--> //--> //-->
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
language:"eng"
subject:"Nonparametric statistics"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Time series analysis"
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
Nonparametric statistics
Time series analysis
Estimation theory
25
Schätztheorie
25
Estimation
12
Schätzung
12
Portfolio selection
9
Portfolio-Management
9
Volatility
6
Volatilität
6
Correlation
5
Korrelation
5
Portfolio optimization
5
Risiko
5
Risk
5
ARCH model
4
ARCH-Modell
4
Credit risk
4
Forecasting model
4
Kreditrisiko
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Zeitreihenanalyse
4
Basel Accord
3
Basler Akkord
3
Market microstructure
3
Marktmikrostruktur
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtparametrisches Verfahren
3
Risikomanagement
3
Risk management
3
Statistical distribution
3
Statistische Verteilung
3
Transaction costs
3
Transaktionskosten
3
Yield curve
3
Zinsstruktur
3
Bias correction
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Baik, Hyeoncheol
1
Cai, Zongwu
1
Han, Chulwoo
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Jondeau, Eric
1
Joo, Sunghoon
1
Lahaye, Jérôme
1
Lee, Kangbok
1
Li, Yong
1
Perote, Javier
1
Ren, Yu
1
Rockinger, Michael
1
Yang, Bingduo
1
Yao, Haixiang
1
Ñíguez, Trino-Manuel
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of econometrics
301
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Econometric reviews
111
Economics letters
87
Econometric theory
78
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
International journal of forecasting
44
The econometrics journal
41
Journal of time series econometrics
39
Computational economics
31
Economic modelling
22
Applied economics letters
20
European journal of operational research : EJOR
19
Applied economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics
15
Insurance / Mathematics & economics
14
Energy economics
13
Finance research letters
12
Journal of econometric methods
12
Journal of empirical finance
12
Journal of forecasting
12
Discussion papers / CEPR
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Essays in honor of Joon Y. Park : econometric theory
9
Journal of applied econometrics
9
Journal of quantitative economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Operations research
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of mathematical finance
7
Journal of productivity analysis
7
Journal of risk
7
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
7
Discussion paper / Centre for Economic Policy Research
6
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
6
Scandinavian actuarial journal
6
SpringerLink / Bücher
6
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
2
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
3
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:
4
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
Saved in:
5
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:
6
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
7
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->