//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Monte Carlo simulation"
subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Volatility
Statistical distribution
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatilität
13
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistische Verteilung
7
USA
7
United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
6
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Alexander, Carol
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Clements, Adam
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Faff, Robert W.
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Lahaye, Jérôme
1
Li, Yifan
1
Lin, Binghuan
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
Rockinger, Michael
1
Sarno, Lucio
1
Schlütter, Sebastian
1
Siburg, Karl Friedrich
1
Stentoft, Lars
1
Stoimenov, Pavel
1
Taylor, Stephen
1
Tsiakas, Ilias
1
Töws, Eugen
1
Vasios, Michalis
1
Voev, Valeri
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
67
Discussion paper / Tinbergen Institute
57
Econometric reviews
57
Insurance / Mathematics & economics
48
Econometric theory
46
The econometrics journal
36
CEMMAP working papers / Centre for Microdata Methods and Practice
31
Economic modelling
29
Computational economics
28
International journal of forecasting
27
Statistics in transition : an international journal of the Polish Statistical Association
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of the American Statistical Association : JASA
26
Applied economics
25
Econometrics : open access journal
25
European journal of operational research : EJOR
25
Journal of empirical finance
25
NBER Working Paper
23
Applied economics letters
21
CREATES research paper
21
Finance research letters
21
Journal of financial econometrics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Discussion paper / Center for Economic Research, Tilburg University
20
Journal of risk and financial management : JRFM
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Working paper / National Bureau of Economic Research, Inc.
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of forecasting
19
Risks : open access journal
19
International journal of theoretical and applied finance
18
Quantitative finance
18
Discussion paper series / IZA
16
NBER working paper series
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Working paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
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 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:
4
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:
5
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
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:
7
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->