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subject:"Forecasting model"
~isPartOf:"Journal of banking & finance"
~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Maximum likelihood estimation
Estimation theory
74
Schätztheorie
74
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
Prognoseverfahren
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Share price
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Credit risk
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Kreditrisiko
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Risikomaß
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Risk measure
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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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Statistical distribution
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USA
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United States
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Portfolio optimization
6
Risikomanagement
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Risk management
6
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Zinsstruktur
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Article in journal
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English
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Brailsford, Timothy J.
1
Cenedese, Gino
1
Clements, Adam
1
Durfee, Antonina V.
1
Fabozzi, Frank J.
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Gao, Jiti
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Li, Yifan
1
Lönnbark, Carl
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Perote, Javier
1
Preve, Daniel P. A.
1
Sarno, Lucio
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Tsiakas, Ilias
1
Töws, Eugen
1
Vasios, Michalis
1
Voev, Valeri
1
Xu, Qi
1
Zhou, Xiaoping
1
Ñíguez, Trino-Manuel
1
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Journal of banking & finance
Journal of econometrics
149
International journal of forecasting
113
Journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
48
Econometric reviews
28
Journal of the American Statistical Association : JASA
26
Insurance / Mathematics & economics
22
The econometrics journal
20
Econometric theory
19
European journal of operational research : EJOR
17
Computational economics
16
Economic modelling
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied economics
14
Journal of empirical finance
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Econometrics : open access journal
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Finance research letters
12
Journal of risk and financial management : JRFM
12
Applied economics letters
10
Astin bulletin : the journal of the International Actuarial Association
10
Journal of financial econometrics
10
Journal of time series econometrics
10
Quantitative finance
10
Journal of applied econometrics
9
Journal of economic dynamics & control
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Oxford bulletin of economics and statistics
9
International journal of production economics
8
Risks : open access journal
8
The North American journal of economics and finance : a journal of financial economics studies
8
International Journal of Energy Economics and Policy : IJEEP
7
Journal of macroeconomics
7
Journal of quantitative economics
7
Operations research
7
Journal of quantitative economics : official journal of the Indian Econometric Society
6
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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
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:
3
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:
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
On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping
;
Durfee, Antonina V.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
68
(
2016
),
pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
Saved in:
6
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
7
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
8
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:
9
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
10
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
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