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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Theorie"
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Estimation
Volatilität
Theorie
Estimation theory
296
Schätztheorie
296
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100
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59
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41
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41
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31
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Heckman, James J.
6
Diebold, Francis X.
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4
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3
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3
Engle, Robert F.
3
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2
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2
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2
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2
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2
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2
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2
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2
De Loecker, Jan
2
Frankel, Jeffrey A.
2
Füss, Roland
2
Hall, Bronwyn H.
2
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2
Kline, Patrick
2
Lo, Andrew W.
2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
625
Economics letters
493
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
313
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312
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
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190
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142
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108
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106
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56
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56
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53
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52
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52
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ECONIS (ZBW)
143
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
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:
3
Benchmarking global optimizers
Arnoud, Antoine
;
Guvenen, Fatih
;
Kleineberg, Tatjana
-
2019
Persistent link: https://www.econbiz.de/10012128867
Saved in:
4
On Heckits, LATE, and numerical equivalence
Kline, Patrick
;
Walters, Christopher R.
-
2018
Persistent link: https://www.econbiz.de/10011845665
Saved in:
5
Structural behavioral economics
Della Vigna, Stefano
-
2018
Persistent link: https://www.econbiz.de/10011893840
Saved in:
6
Design-based analysis in difference-in-differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
-
2018
Persistent link: https://www.econbiz.de/10011913084
Saved in:
7
Sufficient statistics for the cost of climate change
Lemoine, Derek
-
2018
Persistent link: https://www.econbiz.de/10011915269
Saved in:
8
Difference-in-differences with variation in treatment timing
Goodman-Bacon, Andrew
-
2018
Persistent link: https://www.econbiz.de/10011915498
Saved in:
9
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:
10
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
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