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subject:"Schätzung"
subject:"Stochastic process"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Stochastic process
Estimation theory
105
Schätztheorie
105
Estimation
41
Portfolio selection
31
Portfolio-Management
31
Risikomaß
29
Risk measure
29
ARCH model
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ARCH-Modell
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Aufsatz in Zeitschrift
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Füss, Roland
2
Adams, Zeno
1
Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Auer, Benjamin R.
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Berens, Tobias
1
Bregantini, Daniele
1
Butler, Andrew
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Cipra, Tomáš
1
Clare, Andrew D.
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Fischer, Matthias
1
Gao, Jiti
1
Girardi, Giulio
1
Glück, Thorsten
1
Goldman, Elena
1
Gouriéroux, Christian
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Griffin, Jim
1
Guo, Zi-Yi
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1
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1
Ioannides, Michalis
1
Jiang, Yindeng
1
Jondeau, Eric
1
Joo, Sunghoon
1
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Journal of banking & finance
Journal of risk
Journal of econometrics
251
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
118
Econometric reviews
65
Economic modelling
58
Applied economics letters
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Applied economics
43
Journal of applied econometrics
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Econometric theory
38
Quantitative economics : QE ; journal of the Econometric Society
35
The econometrics journal
33
Econometrics : open access journal
29
European journal of operational research : EJOR
29
Journal of the American Statistical Association : JASA
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of empirical finance
26
Computational economics
25
International journal of forecasting
24
Insurance / Mathematics & economics
23
The review of economics and statistics
22
Finance research letters
21
Journal of financial econometrics
21
Journal of forecasting
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
International journal of economics and financial issues : IJEFI
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Energy economics
18
Journal of risk and financial management : JRFM
18
Journal of productivity analysis
17
Quantitative finance
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Operations research
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Mathematics of operations research
13
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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The journal of real estate finance and economics
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ECONIS (ZBW)
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1
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
2
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:
3
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
5
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:
6
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
7
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:
8
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
9
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
10
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
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