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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"1963-1986"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1963-1986
Yield curve
Estimation theory
82
Schätztheorie
82
Estimation
29
Schätzung
28
Portfolio selection
18
Portfolio-Management
18
Theorie
18
Theory
18
Volatility
13
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Time series analysis
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Zeitreihenanalyse
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Capital income
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Kapitaleinkommen
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Kreditrisiko
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Risikomaß
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Risk measure
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Statistical distribution
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Statistische Verteilung
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Zinsstruktur
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Alexander, Carol
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Callen, Jeffrey L.
1
Chung, Kee H.
1
Coggin, T. Daniel
1
Corhay, Albert
1
Faff, Robert W.
1
Fung, William
1
Gräler, Benedikt
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Hansen, Anne Lundgaard
1
Hunter, John Edward
1
Hüttner, Amelie
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Ioannides, Michalis
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Jondeau, Eric
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Jones, Charles Parker
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Jong, Frank de
1
Jordan, James V.
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Kaeck, Andreas
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Kemna, Angelien G.
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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
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Rockinger, Michael
1
Scherer, Matthias
1
Schwartz, Robert A.
1
Taylor, Stephen
1
Whitcomb, David K.
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Wilson, Jack W.
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of banking & finance
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of empirical finance
17
Economics letters
13
Journal of financial and quantitative analysis : JFQA
12
Economic modelling
11
The review of financial studies
11
Journal of financial economics
10
Working paper
10
Cambridge working papers in economics
9
Finance research letters
9
NBER Working Paper
9
Quantitative finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Tinbergen Institute
8
International journal of economics and financial issues : IJEFI
8
International journal of theoretical and applied finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
NBER working paper series
8
Review of quantitative finance and accounting
8
The journal of finance : the journal of the American Finance Association
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Applied financial economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
SFB 649 discussion paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics
6
Bank of Finland research discussion papers
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of economics & business
6
Journal of mathematical finance
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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ECONIS (ZBW)
19
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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
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:
6
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:
7
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:
8
A general approach for modeling the term structure of interest rates : estimation and application
Zhang, Hua
- In:
Advances in quantitative analysis of finance and …
5
(
1997
),
pp. 61-85
Persistent link: https://www.econbiz.de/10001230054
Saved in:
9
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:
10
A reexamination of the seasonal anomalies : a comparison of least squares and robust estimates
Wilson, Jack W.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 131-152
Persistent link: https://www.econbiz.de/10001211150
Saved in:
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