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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistischer Test"
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Share price
United Kingdom
Nichtparametrisches Verfahren
Statistischer Test
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
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Time series analysis
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Kapitaleinkommen
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Nonparametric statistics
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Statistical distribution
7
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7
USA
7
United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
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CAPM
5
Option pricing theory
5
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21
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English
21
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Aslanidis, Nektarios
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Cai, Zongwu
1
Casas, Isabel
1
Chung, Kee H.
1
Clare, Andrew D.
1
Corhay, Albert
1
Escanciano, Juan Carlos
1
Faff, Robert W.
1
Fung, William
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Ioannides, Michalis
1
Jafry, Yusuf
1
Jondeau, Eric
1
Jong, Frank de
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Li, Yong
1
Liljeblom, Eva
1
Löflund, Anders
1
Miller, Patrick
1
Murtazashvili, Irina
1
Pei, Pei
1
Poon, Ser-Huang
1
Post, Thierry
1
Priestley, Richard
1
Ren, Yu
1
Rockinger, Michael
1
Schuermann, Til
1
Schwartz, Robert A.
1
Siburg, Karl Friedrich
1
Stoimenov, Pavel
1
Taylor, Stephen
1
Thomas, Stephen
1
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Journal of banking & finance
Journal of econometrics
476
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
CEMMAP working papers / Centre for Microdata Methods and Practice
163
Econometric theory
142
Economics letters
138
Econometric reviews
133
The econometrics journal
90
Journal of the American Statistical Association : JASA
88
Cowles Foundation discussion paper
60
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Working paper / Department of Econometrics and Business Statistics, Monash University
54
Discussion papers of interdisciplinary research project 373
53
Quantitative economics : QE ; journal of the Econometric Society
52
Discussion paper / Tinbergen Institute
51
Discussion paper series / IZA
49
Cowles Foundation Discussion Paper
47
SFB 649 discussion paper
39
Econometrics : open access journal
38
Economic modelling
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
35
Econometrics papers
35
Journal of applied econometrics
35
Working paper
35
NBER Working Paper
32
Applied economics letters
31
European journal of operational research : EJOR
31
NBER working paper series
31
CREATES research paper
30
Cambridge working papers in economics
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Discussion paper
27
Boston College working papers in economics
25
Discussion paper / Center for Economic Research, Tilburg University
24
IZA Discussion Paper
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Working papers / TSE : WP
22
Applied economics
21
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
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
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:
7
Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios
;
Casas, Isabel
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
Saved in:
8
The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina
;
Vozlyublennaia, Nadia
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
Saved in:
9
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2244
Persistent link: https://www.econbiz.de/10009655641
Saved in:
10
Nonparametric efficiency estimation in stochastic environments : noise-to-signal estimation, finite sample performance and hypothesis testing
Post, Thierry
- In:
Journal of banking & finance
31
(
2007
)
7
,
pp. 2065-2080
Persistent link: https://www.econbiz.de/10003483647
Saved in:
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