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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Australian journal of management"
~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
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Search: subject_exact:"Estimation theory"
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Share price
Credit risk
Estimation theory
82
Schätztheorie
82
Estimation
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Portfolio selection
18
Portfolio-Management
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Theorie
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Brailsford, Timothy J.
2
Faff, Robert W.
2
Schuermann, Til
2
Berglund, Tom
1
Chung, Kee H.
1
Corhay, Albert
1
Easton, Stephen Andrew
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Australian journal of management
Journal of banking & finance
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of empirical finance
11
Economic modelling
10
Economics letters
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Finance research letters
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Quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Journal of forecasting
8
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Econometrics : open access journal
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International review of financial analysis
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of credit risk : published quarterly by Incisive Media
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Applied economics
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of financial research
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International journal of theoretical and applied finance
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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The journal of risk model validation
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Annals of finance
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Cogent economics & finance
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ECONIS (ZBW)
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1
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:
2
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
3
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
4
An econometric evaluation of bank recapitalization programs with bank- and loan-level data
Nakashima, Kiyotaka
- In:
Journal of banking & finance
63
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011634138
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
Estimation of rating class transition probabilities with incomplete data
Mählmann, Thomas
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3235-3256
Persistent link: https://www.econbiz.de/10003386447
Saved in:
8
Confidence intervals for probabilities of default
Hanson, Samuel G.
;
Schuermann, Til
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794
Saved in:
9
Measurement, estimation and comparison of credit migration matrices
Jafry, Yusuf
;
Schuermann, Til
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2603-2639
Persistent link: https://www.econbiz.de/10002361880
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:
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