//--> //--> //--> //-->
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:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of banking & finance"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Share price
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
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
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
5
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
18
Author
All
Ahking, Francis W.
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Cenedese, Gino
1
Chung, Kee H.
1
Clements, Adam
1
Corhay, Albert
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Fung, William
1
Gao, Jiti
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Jondeau, Eric
1
Jong, Frank de
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Li, Yifan
1
Liljeblom, Eva
1
Löflund, Anders
1
Lönnbark, Carl
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Perote, Javier
1
Poon, Ser-Huang
1
Preve, Daniel P. A.
1
Rockinger, Michael
1
Sarno, Lucio
1
Schwartz, Robert A.
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
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
International journal of forecasting
113
Journal of econometrics
112
Journal of forecasting
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
32
Discussion paper / Tinbergen Institute
27
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of empirical finance
20
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper
17
Finance research letters
14
Quantitative finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Econometric reviews
13
Econometric theory
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
13
CESifo working papers
12
CREATES research paper
12
Discussion paper
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
NBER working paper series
12
Working papers / Rutgers University, Department of Economics
12
European journal of operational research : EJOR
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Cambridge working papers in economics
10
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
Journal of applied econometrics
10
Journal of financial econometrics
10
NBER Working Paper
10
The North American journal of economics and finance : a journal of financial economics studies
10
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
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
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->