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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Forecasting model
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
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nonparametric statistics
7
Statistical distribution
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
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Undetermined
7
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Article
15
Type of publication (narrower categories)
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Article in journal
Rezension
Aufsatz in Zeitschrift
15
Language
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English
15
Author
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Aslanidis, Nektarios
1
Brailsford, Timothy J.
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Clements, Adam
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Gao, Jiti
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Li, Yifan
1
Li, Yong
1
Lönnbark, Carl
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Perote, Javier
1
Post, Thierry
1
Preve, Daniel P. A.
1
Ren, Yu
1
Sarno, Lucio
1
Siburg, Karl Friedrich
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Stoimenov, Pavel
1
Tsiakas, Ilias
1
Töws, Eugen
1
Vasios, Michalis
1
Voev, Valeri
1
Weiß, Gregor
1
Xu, Qi
1
Yang, Bingduo
1
Yao, Haixiang
1
Ñíguez, Trino-Manuel
1
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Published in...
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Journal of banking & finance
Journal of econometrics
380
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
International journal of forecasting
116
Econometric theory
114
Economics letters
103
Econometric reviews
91
Journal of the American Statistical Association : JASA
86
Journal of forecasting
72
The econometrics journal
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Quantitative economics : QE ; journal of the Econometric Society
35
European journal of operational research : EJOR
33
Insurance / Mathematics & economics
25
Econometrics : open access journal
24
Journal of applied econometrics
22
Economic modelling
21
Computational economics
20
Applied economics
19
Applied economics letters
18
Journal of empirical finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk and financial management : JRFM
16
Energy economics
15
Journal of productivity analysis
15
Finance research letters
12
Journal of quantitative economics : official journal of the Indian Econometric Society
12
Journal of econometric methods
11
Quantitative finance
11
Risks : open access journal
11
The empirical economics letters : a monthly international journal of economics
11
Journal of financial econometrics
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
The review of economic studies
9
Annals of economics and statistics
8
Cambridge working papers in economics
8
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ECONIS (ZBW)
15
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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
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:
3
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:
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
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
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 semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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
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:
10
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:
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