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subject:"Großbritannien"
~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Credit risk
United States
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
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11
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ARCH-Modell
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Börsenkurs
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Kreditrisiko
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Risikomaß
8
Risk measure
8
Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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USA
7
Portfolio optimization
6
Risikomanagement
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Risk management
6
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English
17
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Schuermann, Til
2
Taylor, Stephen
2
Alexander, Carol
1
Chan, Kam C.
1
Clare, Andrew D.
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Gao, Jiti
1
Gouriéroux, Christian
1
Gräler, Benedikt
1
Hanson, Samuel G.
1
Hartmann-Wendels, Thomas
1
Hüttner, Amelie
1
Ioannides, Michalis
1
Jafry, Yusuf
1
Jorion, Philippe
1
Kaeck, Andreas
1
Koch, Paul Douglas
1
Lu, Yang
1
Miller, Patrick
1
Mählmann, Thomas
1
Nakashima, Kiyotaka
1
Poon, Ser-Huang
1
Priestley, Richard
1
Scherer, Matthias
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Thomas, Stephen
1
Töws, Eugen
1
Wu, H. K.
1
Xu, Xinzhong
1
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
The review of economics and statistics
44
Journal of econometrics
39
Working paper / National Bureau of Economic Research, Inc.
36
Journal of applied econometrics
32
Economics letters
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Oxford bulletin of economics and statistics
20
American journal of agricultural economics
19
The journal of futures markets
17
Applied economics
16
Journal of financial and quantitative analysis : JFQA
16
NBER working paper series
15
The review of financial studies
15
Discussion paper series / IZA
14
The journal of finance : the journal of the American Finance Association
14
Discussion paper / Centre for Economic Policy Research
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Discussion paper
12
Journal of macroeconomics
12
Applied economics letters
11
International journal of forecasting
11
Journal of money, credit and banking : JMCB
11
Technical working paper / National Bureau of Economic Research
11
CREATES research paper
10
Discussion paper / Tinbergen Institute
10
Journal of forecasting
10
Discussion paper / A
9
Dresdner Beiträge zu quantitativen Verfahren
9
International economic review
9
The review of economic studies
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International economic journal
8
Journal of monetary economics
8
Journal of policy modeling : JPMOD ; a social science forum of world issues
8
NBER Working Paper
8
Working paper
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ECONIS (ZBW)
17
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1
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:
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
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
4
An econometric evaluation of bank recapitalization programs with bank- and loan-level data
Nakashima, Kiyotaka
- In:
Journal of banking & finance
63
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011634138
Saved in:
5
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
6
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:
7
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:
8
Estimation of rating class transition probabilities with incomplete data
Mählmann, Thomas
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3235-3256
Persistent link: https://www.econbiz.de/10003386447
Saved in:
9
Confidence intervals for probabilities of default
Hanson, Samuel G.
;
Schuermann, Til
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794
Saved in:
10
Measurement, estimation and comparison of credit migration matrices
Jafry, Yusuf
;
Schuermann, Til
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2603-2639
Persistent link: https://www.econbiz.de/10002361880
Saved in:
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