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subject:"Zeitreihenanalyse"
type_genre:"Sammlung"
~isPartOf:"Journal of banking & finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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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
9
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical distribution
7
Statistische Verteilung
7
USA
7
United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
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Zinsstruktur
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CAPM
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Option pricing theory
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Sammlung
Aufsatz in Zeitschrift
Übersichtsarbeit
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English
10
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Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Chan, Kalok
1
Chung, Y. Peter
1
Corhay, Albert
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Jondeau, Eric
1
Jong, Frank de
1
Joo, Sunghoon
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Lahaye, Jérôme
1
Lee, Kangbok
1
Perote, Javier
1
Poon, Ser-Huang
1
Rockinger, Michael
1
Siburg, Karl Friedrich
1
Stoimenov, Pavel
1
Taylor, Stephen
1
Weiß, Gregor
1
Ñíguez, Trino-Manuel
1
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Journal of banking & finance
Journal of econometrics
304
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economics letters
133
Econometric reviews
86
International journal of forecasting
63
Journal of forecasting
54
Applied economics letters
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Econometrics : open access journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
The econometrics journal
37
Applied economics
34
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
Journal of empirical finance
23
Oxford bulletin of economics and statistics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
16
Journal of macroeconomics
15
Journal of financial econometrics
14
The review of economics and statistics
14
Journal of economic dynamics & control
13
Quantitative economics : QE ; journal of the Econometric Society
12
The review of economic studies
12
Finance research letters
11
International journal of economics and financial issues : IJEFI
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
Annales d'économie et de statistique
8
Insurance / Mathematics & economics
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ECONIS (ZBW)
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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
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:
7
Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 173-179
Persistent link: https://www.econbiz.de/10001181847
Saved in:
8
The intervalling effect bias in beta : a note
Corhay, Albert
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001330027
Saved in:
9
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Saved in:
10
A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
Saved in:
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