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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"Statistische Verteilung"
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Sampling
Stichprobenerhebung
ARCH model
Statistische Verteilung
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
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Adams, Zeno
1
Aslanidis, Nektarios
1
Casas, Isabel
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Füss, Roland
1
Girardi, Giulio
1
Glück, Thorsten
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Golosnoy, Vasyl
1
Hamid, Alain
1
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1
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1
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1
Kim, Joseph H. T.
1
Lin, Binghuan
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1
Miller, Patrick
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1
Paulusch, Joachim
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Perote, Javier
1
Polak, Pawel
1
Rastegari, Javad
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Schlütter, Sebastian
1
Siburg, Karl Friedrich
1
Stentoft, Lars
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Stoimenov, Pavel
1
Töws, Eugen
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Walker, Patrick S.
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Weiß, Gregor
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Yang, Hanxue
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Journal of banking & finance
Journal of econometrics
147
Economics letters
63
Econometric theory
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Statistics in transition : an international journal of the Polish Statistical Association
53
Discussion paper / Tinbergen Institute
52
Insurance / Mathematics & economics
47
Econometric reviews
45
Journal of the American Statistical Association : JASA
40
The econometrics journal
35
Discussion paper / Center for Economic Research, Tilburg University
30
CEMMAP working papers / Centre for Microdata Methods and Practice
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Econometrics : open access journal
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of forecasting
22
Journal of empirical finance
20
Discussion paper series / IZA
19
Journal of financial econometrics
19
NBER Working Paper
19
Applied economics letters
18
CREATES research paper
18
Finance research letters
18
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European journal of operational research : EJOR
17
Journal of risk
17
Computational economics
16
Discussion papers of interdisciplinary research project 373
16
Economic modelling
16
Journal of risk and financial management : JRFM
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Journal of forecasting
15
Working papers / TSE : WP
15
Cowles Foundation discussion paper
13
Discussion paper / Central Bureau voor de Statistiek
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of mathematical finance
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1
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:
2
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:
3
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:
4
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
Saved in:
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