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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Statistical distribution
Zeitreihenanalyse
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
Risikomaß
8
Risk measure
8
Correlation
7
Korrelation
7
Forecasting model
6
Prognoseverfahren
6
Credit risk
5
Kreditrisiko
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Portfolio optimization
5
Risiko
5
Risk
5
Capital income
4
GARCH
4
Kapitaleinkommen
4
Multivariate Analyse
4
Multivariate analysis
4
Basel Accord
3
Basler Akkord
3
Market microstructure
3
Marktmikrostruktur
3
Option pricing theory
3
Optionspreistheorie
3
Risikomanagement
3
Risk management
3
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English
18
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Adewuyi, Adejumo Wahab
1
Baik, Hyeoncheol
1
Cheng, Hao
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Irungu, Irene W.
1
Jondeau, Eric
1
Joo, Sunghoon
1
Kosta, Olga
1
Lahaye, Jérôme
1
Lee, Kangbok
1
Lim, Kian-Guan
1
Ma, Changie
1
McDonald, James B.
1
Michelfelder, Richard A.
1
Mundia, Simon
1
Mwita, Peter N.
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Rockinger, Michael
1
Schlütter, Sebastian
1
Scott, David W.
1
Sen, Rituparna
1
Shen, Huihui
1
Stepanova, Natalia
1
Waititu, Antony G.
1
Walker, Patrick S.
1
Yap, Nelson K. L.
1
Zhao, Dianli
1
Zhou, Hanghang
1
Ñíguez, Trino-Manuel
1
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Journal of banking & finance
Journal of mathematical finance
Journal of econometrics
226
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Econometric reviews
78
Economics letters
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
International journal of forecasting
47
Econometric theory
46
Journal of time series econometrics
37
Insurance / Mathematics & economics
34
Computational economics
32
The econometrics journal
29
Finance research letters
22
Journal of financial econometrics
21
Applied economics
19
Applied economics letters
19
Economic modelling
19
European journal of operational research : EJOR
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
13
Journal of quantitative economics
12
Quantitative finance
12
Journal of empirical finance
11
Essays in honor of Joon Y. Park : econometric theory
10
Journal of risk
10
Scandinavian actuarial journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion papers / CEPR
8
Energy economics
8
Journal of economic dynamics & control
8
Astin bulletin : the journal of the International Actuarial Association
7
Discussion paper / Centre for Economic Policy Research
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
ASTIN bulletin : the journal of the International Actuarial Association
6
International journal of computational economics and econometrics : IJCEE
6
Journal of applied econometrics
6
Journal of international financial markets, institutions & money
6
Operations research
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
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ECONIS (ZBW)
18
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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 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:
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
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:
5
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
6
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
7
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
8
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:
9
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
10
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
1
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