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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Stochastic process"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Share price
Stochastic process
Yield curve
Estimation theory
74
Schätztheorie
74
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Time series analysis
10
Zeitreihenanalyse
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Correlation
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Nichtparametrisches Verfahren
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United States
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Portfolio optimization
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Article in journal
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17
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English
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Alexander, Carol
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Chung, Kee H.
1
Corhay, Albert
1
Faff, Robert W.
1
Feng, Guohua
1
Fung, William
1
Gräler, Benedikt
1
Hansen, Anne Lundgaard
1
Hüttner, Amelie
1
Ioannides, Michalis
1
Jondeau, Eric
1
Jong, Frank de
1
Jordan, James V.
1
Kaeck, Andreas
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Liljeblom, Eva
1
Löflund, Anders
1
Malik, Sheheryar
1
Mansi, Sattar
1
Meldrum, Andrew
1
Poon, Ser-Huang
1
Rockinger, Michael
1
Scherer, Matthias
1
Schwartz, Robert A.
1
Taylor, Stephen
1
Whitcomb, David K.
1
Zhangaohui, Xi
1
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Journal of banking & finance
Journal of econometrics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
27
Journal of empirical finance
25
Economic modelling
23
Econometric reviews
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric theory
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
International journal of theoretical and applied finance
14
European journal of operational research : EJOR
13
Finance research letters
12
Journal of financial econometrics
12
Journal of financial economics
12
Quantitative finance
12
Computational economics
11
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial and quantitative analysis : JFQA
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
The North American journal of economics and finance : a journal of financial economics studies
11
The review of financial studies
11
Insurance / Mathematics & economics
10
Journal of applied econometrics
9
Journal of mathematical finance
9
Operations research
9
The journal of finance : the journal of the American Finance Association
9
Asia-Pacific financial markets
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International journal of economics and financial issues : IJEFI
8
International journal of forecasting
8
Review of quantitative finance and accounting
8
Applied economics
7
Applied economics letters
7
Applied financial economics
7
Journal of productivity analysis
7
Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
17
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1
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:
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
Evaluating the robustness of UK term structure decompositions using linear regression methods
Malik, Sheheryar
;
Meldrum, Andrew
- In:
Journal of banking & finance
67
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011634653
Saved in:
4
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:
5
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
6
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
Saved in:
7
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
8
Term structure estimation from on-the-run Treasuries
Jordan, James V.
;
Mansi, Sattar
- In:
Journal of banking & finance
27
(
2003
)
8
,
pp. 1487-1509
Persistent link: https://www.econbiz.de/10001770312
Saved in:
9
A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis
- In:
Journal of banking & finance
27
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
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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