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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of banking & finance"
~subject:"1964-1996"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1964-1996
Optionspreistheorie
Estimation theory
81
Schätztheorie
81
Estimation
29
Schätzung
28
Portfolio selection
18
Portfolio-Management
18
Theorie
18
Theory
18
Volatility
13
Volatilität
13
Share price
12
USA
11
United States
11
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Correlation
9
Forecasting model
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Korrelation
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Prognoseverfahren
9
Capital income
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Credit risk
8
Kapitaleinkommen
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Option pricing theory
7
Statistical distribution
7
Statistische Verteilung
7
Yield curve
7
Zinsstruktur
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
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19
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English
19
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Alexander, Carol
1
Andersson, Magnus
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Callen, Jeffrey L.
1
Chung, Kee H.
1
Coggin, T. Daniel
1
Corhay, Albert
1
Escobar, Marcos
1
Faff, Robert W.
1
Fung, William
1
Hunter, John Edward
1
Jondeau, Eric
1
Jones, Charles Parker
1
Jong, Frank de
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Levy, Haim
1
Liljeblom, Eva
1
Lin, Binghuan
1
Lomakka, Magnus
1
Löflund, Anders
1
Perote, Javier
1
Poon, Ser-Huang
1
Rastegari, Javad
1
Rockinger, Michael
1
Schwartz, Robert A.
1
Stentoft, Lars
1
Taylor, Stephen
1
Whitcomb, David K.
1
Wilson, Jack W.
1
Yang, Hanxue
1
Yoder, James A.
1
Zhang, Hua
1
Ñíguez, Trino-Manuel
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of banking & finance
Journal of econometrics
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Economics letters
13
International journal of theoretical and applied finance
13
Journal of empirical finance
13
Quantitative finance
13
Economic modelling
12
Journal of risk and financial management : JRFM
11
Finance research letters
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
8
Journal of financial and quantitative analysis : JFQA
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Applied economics
7
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European journal of operational research : EJOR
7
Finance and stochastics
7
International review of financial analysis
7
Journal of economic dynamics & control
7
Journal of forecasting
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The North American journal of economics and finance : a journal of financial economics studies
7
Asia-Pacific financial markets
6
Econometrics : open access journal
6
Journal of financial econometrics
6
Review of quantitative finance and accounting
6
Risks : open access journal
6
Annals of finance
5
Applied financial economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Journal of financial economics
5
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ECONIS (ZBW)
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1
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
2
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:
3
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:
4
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
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
Evaluating implied RNDs by some new confidence interval estimation techniques
Andersson, Magnus
;
Lomakka, Magnus
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1535-1557
Persistent link: https://www.econbiz.de/10002718152
Saved in:
7
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:
8
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:
9
Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis
Levy, Haim
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 153-161
Persistent link: https://www.econbiz.de/10001211141
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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