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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Share price
Stochastic process
Zeitreihenanalyse
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
ARCH model
9
ARCH-Modell
9
Börsenkurs
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Correlation
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Forecasting model
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Korrelation
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Credit risk
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Kreditrisiko
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Risikomaß
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Capital income
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Kapitaleinkommen
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Nonparametric statistics
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Statistical distribution
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USA
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United States
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Portfolio optimization
6
Risikomanagement
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Risk management
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Option pricing theory
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Article in journal
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18
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English
18
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Alexander, Carol
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Chan, Kalok
1
Chung, Kee H.
1
Chung, Y. Peter
1
Corhay, Albert
1
Faff, Robert W.
1
Feng, Guohua
1
Fung, William
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Jondeau, Eric
1
Jong, Frank de
1
Joo, Sunghoon
1
Kaeck, Andreas
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Lee, Kangbok
1
Liljeblom, Eva
1
Löflund, Anders
1
Perote, Javier
1
Poon, Ser-Huang
1
Rockinger, Michael
1
Schwartz, Robert A.
1
Siburg, Karl Friedrich
1
Stoimenov, Pavel
1
Taylor, Stephen
1
Weiß, Gregor
1
Whitcomb, David K.
1
Zhangaohui, Xi
1
Ñíguez, Trino-Manuel
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Journal of banking & finance
Journal of econometrics
352
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
149
Econometric reviews
99
International journal of forecasting
64
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
52
Econometrics : open access journal
52
Economic modelling
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
The econometrics journal
42
Journal of time series econometrics
40
Computational economics
39
Journal of the American Statistical Association : JASA
39
Journal of applied econometrics
38
Journal of empirical finance
38
Applied economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Oxford bulletin of economics and statistics
23
Journal of financial econometrics
21
Journal of risk and financial management : JRFM
21
Finance research letters
20
Journal of economic dynamics & control
19
Quantitative economics : QE ; journal of the Econometric Society
19
European journal of operational research : EJOR
18
Insurance / Mathematics & economics
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
16
Journal of macroeconomics
15
The review of economic studies
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
International journal of economics and financial issues : IJEFI
13
Mathematics of operations research
12
The empirical economics letters : a monthly international journal of economics
12
International journal of production research
11
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
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
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:
7
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
8
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:
9
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:
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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