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subject:"Großbritannien"
~isPartOf:"Journal of banking & finance"
~subject:"Time series analysis"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Time series analysis
United States
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
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Correlation
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Korrelation
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Share price
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Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistical distribution
7
Statistische Verteilung
7
USA
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
6
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
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Article
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English
20
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Taylor, Stephen
2
Ahking, Francis W.
1
Alexander, Carol
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Chan, Kalok
1
Chan, Kam C.
1
Chung, Y. Peter
1
Clare, Andrew D.
1
Corhay, Albert
1
Feng, Guohua
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Hanson, Samuel G.
1
Ioannides, Michalis
1
Jondeau, Eric
1
Jong, Frank de
1
Joo, Sunghoon
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Lee, Kangbok
1
Perote, Javier
1
Poon, Ser-Huang
1
Priestley, Richard
1
Rockinger, Michael
1
Schuermann, Til
1
Siburg, Karl Friedrich
1
Stoimenov, Pavel
1
Thomas, Stephen
1
Weiß, Gregor
1
Wu, H. K.
1
Xu, Xinzhong
1
Zhangaohui, Xi
1
Ñíguez, Trino-Manuel
1
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Journal of banking & finance
Journal of econometrics
342
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Econometric theory
164
Economics letters
152
Discussion paper / Tinbergen Institute
102
Econometric reviews
91
International journal of forecasting
69
CREATES research paper
64
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
60
Journal of applied econometrics
58
Applied economics letters
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The review of economics and statistics
53
Working paper / National Bureau of Economic Research, Inc.
53
Applied economics
47
Econometrics : open access journal
47
NBER Working Paper
45
Cowles Foundation discussion paper
41
Oxford bulletin of economics and statistics
41
The econometrics journal
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of the American Statistical Association : JASA
39
Journal of time series econometrics
39
NBER working paper series
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Economic modelling
35
Computational economics
32
Technical working paper / National Bureau of Economic Research
32
Discussion paper
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
EUI working paper / ECO
29
Working paper
29
CEMMAP working papers / Centre for Microdata Methods and Practice
28
Journal of empirical finance
28
SFB 649 discussion paper
28
Working paper series
25
Discussion paper / Department of Economics, University of California San Diego
24
LSE STICERD Research Paper
24
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ECONIS (ZBW)
20
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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
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:
3
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:
4
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
5
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:
6
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:
7
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
8
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:
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
A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis
- In:
Journal of banking & finance
27
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
Saved in:
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