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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio optimization"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Portfolio optimization
Statistical distribution
Estimation theory
41
Schätztheorie
41
Estimation
18
Schätzung
18
ARCH model
11
ARCH-Modell
11
Volatility
11
Volatilität
11
Statistische Verteilung
10
Portfolio selection
9
Portfolio-Management
9
Time series analysis
9
Zeitreihenanalyse
9
Risikomaß
8
Risk measure
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Correlation
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Korrelation
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Forecasting model
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Prognoseverfahren
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Credit risk
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Kreditrisiko
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risiko
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Risk
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Capital income
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GARCH
4
Kapitaleinkommen
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Multivariate Analyse
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Multivariate analysis
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Basel Accord
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Basler Akkord
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Market microstructure
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Marktmikrostruktur
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Option pricing theory
3
Optionspreistheorie
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English
13
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Cheng, Hao
1
Ensor, Katherine Bennett
1
Ginley, Matthew
1
Han, Chulwoo
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Kircher, Felix
1
Kosta, Olga
1
Li, Yong
1
Lim, Kian-Guan
1
Ma, Changie
1
McDonald, James B.
1
Michelfelder, Richard A.
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Rösch, Daniel
1
Schlütter, Sebastian
1
Scott, David W.
1
Sen, Rituparna
1
Shen, Huihui
1
Stepanova, Natalia
1
Walker, Patrick S.
1
Yao, Haixiang
1
Yap, Nelson K. L.
1
Zhao, Dianli
1
Zhou, Hanghang
1
Ñíguez, Trino-Manuel
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Journal of banking & finance
Journal of mathematical finance
Journal of econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Insurance / Mathematics & economics
29
Econometric reviews
27
Economics letters
24
The econometrics journal
15
European journal of operational research : EJOR
13
Econometric theory
11
International journal of forecasting
11
Computational economics
10
Journal of financial econometrics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Finance research letters
9
Applied economics
8
Operations research
6
Scandinavian actuarial journal
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of risk
5
The journal of operational risk
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
4
Computational Management Science : CMS
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of quantitative economics
4
Journal of time series econometrics
4
Operations research letters
4
Quantitative finance
4
Applied economics letters
3
Discussion paper / Centre for Economic Policy Research
3
INFORMS journal on optimization
3
International journal of quality & reliability management
3
Journal of applied econometrics
3
Journal of economic inequality
3
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
3
Journal of risk : JOR
3
Opsearch : journal of the Operational Research Society of India
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ECONIS (ZBW)
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1
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
2
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:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
5
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:
6
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
Saved in:
7
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:
8
The detection and empirical study of variance change points on housing prices : taking Wuhan City commodity prices as an example
Shen, Huihui
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 699-710
Persistent link: https://www.econbiz.de/10011657583
Saved in:
9
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
10
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
Saved in:
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