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subject:"Deutschland"
type_genre:"Sammelwerk"
~isPartOf:"Journal of banking & finance"
~subject:"Makroökonometrie"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Deutschland
Makroökonometrie
Nichtparametrisches Verfahren
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
Zeitreihenanalyse
10
ARCH model
9
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Börsenkurs
9
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Share price
9
Credit risk
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Kreditrisiko
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Risikomaß
8
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8
Capital income
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Kapitaleinkommen
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Nonparametric statistics
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Statistical distribution
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USA
7
United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
6
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5
Option pricing theory
5
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5
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7
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Aslanidis, Nektarios
1
Cai, Zongwu
1
Casas, Isabel
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Li, Yong
1
Miller, Patrick
1
Post, Thierry
1
Ren, Yu
1
Siburg, Karl Friedrich
1
Stoimenov, Pavel
1
Töws, Eugen
1
Weiß, Gregor
1
Yang, Bingduo
1
Yao, Haixiang
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Journal of banking & finance
Journal of econometrics
319
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
Econometric theory
106
Economics letters
87
Econometric reviews
83
Journal of the American Statistical Association : JASA
79
The econometrics journal
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Quantitative economics : QE ; journal of the Econometric Society
35
European journal of operational research : EJOR
24
Econometrics : open access journal
20
Journal of applied econometrics
19
Applied economics letters
16
Economic modelling
16
Energy economics
16
International journal of forecasting
16
Journal of productivity analysis
16
Computational economics
14
Insurance / Mathematics & economics
14
Applied economics
12
Journal of risk and financial management : JRFM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Journal of econometric methods
9
Operations research
9
Annals of economics and statistics
8
Cambridge working papers in economics
8
The review of economic studies
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of economic dynamics & control
7
Journal of empirical finance
7
Oxford bulletin of economics and statistics
7
Health economics
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of macroeconomics
6
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
6
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
7
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7
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7
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1
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:
2
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:
3
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
6
Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios
;
Casas, Isabel
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
Saved in:
7
Nonparametric efficiency estimation in stochastic environments : noise-to-signal estimation, finite sample performance and hypothesis testing
Post, Thierry
- In:
Journal of banking & finance
31
(
2007
)
7
,
pp. 2065-2080
Persistent link: https://www.econbiz.de/10003483647
Saved in:
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