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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Journal of banking & finance"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
Volatility
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatilität
13
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistical distribution
7
Statistische Verteilung
7
USA
7
United States
7
Portfolio optimization
6
Risikomanagement
6
Risk management
6
Yield curve
6
Zinsstruktur
6
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
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Article
18
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English
18
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Adams, Zeno
1
Alexander, Carol
1
Aslanidis, Nektarios
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Casas, Isabel
1
Cenedese, Gino
1
Chan, Kam C.
1
Clare, Andrew D.
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
Foster, Michael E.
1
Füss, Roland
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Lahaye, Jérôme
1
Li, Yifan
1
Lin, Binghuan
1
MacLean, Leonard C.
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Priestley, Richard
1
Rastegari, Javad
1
Rockinger, Michael
1
Sarno, Lucio
1
Stentoft, Lars
1
Taylor, Stephen
1
Thomas, Stephen
1
Tsiakas, Ilias
1
Vasios, Michalis
1
Voev, Valeri
1
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Journal of banking & finance
Journal of econometrics
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Economics letters
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Econometric reviews
51
Econometric theory
38
Discussion paper / Tinbergen Institute
35
Journal of empirical finance
35
Finance research letters
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
NBER Working Paper
20
Economic modelling
18
Quantitative finance
18
Econometrics : open access journal
17
Journal of forecasting
17
The econometrics journal
17
CREATES research paper
16
Journal of financial econometrics
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
International journal of forecasting
14
Technical working paper / National Bureau of Economic Research
14
The European journal of finance
14
Computational economics
13
Journal of financial economics
13
SFB 649 discussion paper
13
Working paper / National Bureau of Economic Research, Inc.
13
CORE discussion paper : DP
12
Europäische Hochschulschriften / 5
12
NBER working paper series
12
Oxford bulletin of economics and statistics
12
The North American journal of economics and finance : a journal of financial economics studies
12
The review of economics and statistics
12
Working paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
11
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ECONIS (ZBW)
18
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
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:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
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:
5
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
6
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:
7
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:
8
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
9
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
10
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:
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