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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risk management"
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Estimation
Volatilität
Nichtparametrisches Verfahren
Risk management
Estimation theory
75
Schätztheorie
75
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
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USA
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Portfolio optimization
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45
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Füss, Roland
2
Schuermann, Til
2
Adams, Zeno
1
Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Clare, Andrew D.
1
Claußen, Arndt
1
Clements, Adam
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Gao, Jiti
1
Girardi, Giulio
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Gouriéroux, Christian
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Griffin, Jim
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Hamid, Alain
1
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1
Hansen, Anne Lundgaard
1
Hanson, Samuel G.
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
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Journal of banking & finance
Journal of econometrics
528
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
Economics letters
180
CEMMAP working papers / Centre for Microdata Methods and Practice
147
Econometric reviews
134
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Discussion paper series / IZA
85
Discussion paper / Tinbergen Institute
73
Applied economics letters
66
Economic modelling
66
NBER Working Paper
66
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
NBER working paper series
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Quantitative economics : QE ; journal of the Econometric Society
57
Discussion papers of interdisciplinary research project 373
56
Journal of applied econometrics
52
Applied economics
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
SFB 649 discussion paper
47
IZA Discussion Paper
45
Working paper
45
European journal of operational research : EJOR
43
Working paper / National Bureau of Economic Research, Inc.
43
Cowles Foundation discussion paper
42
International journal of forecasting
42
CREATES research paper
41
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
38
Econometrics : open access journal
37
CESifo working papers
36
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36
Econometrics papers
35
Journal of empirical finance
35
Computational economics
34
Insurance / Mathematics & economics
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
8
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
9
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
10
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:
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