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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of banking & finance"
~source:"econis"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Statistische Verteilung
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
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Forecasting model
9
Korrelation
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistical distribution
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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Undetermined
7
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Article
16
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Article in journal
Aufsatz in Zeitschrift
16
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English
16
Author
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Brailsford, Timothy J.
1
Cai, Zongwu
1
Cenedese, Gino
1
Clements, Adam
1
Ergün, Tolga A.
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Gao, Jiti
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Li, Yifan
1
Lönnbark, Carl
1
Miller, Patrick
1
Murtazashvili, Irina
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Ren, Yu
1
Sarno, Lucio
1
Schlütter, Sebastian
1
Siburg, Karl Friedrich
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Stoimenov, Pavel
1
Tsiakas, Ilias
1
Töws, Eugen
1
Vasios, Michalis
1
Voev, Valeri
1
Vozlyublennaia, Nadia
1
Walker, Patrick S.
1
Weiß, Gregor
1
Xu, Qi
1
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Journal of banking & finance
Journal of econometrics
359
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
130
Econometric theory
121
International journal of forecasting
120
Journal of the American Statistical Association : JASA
115
Econometric reviews
97
Journal of forecasting
78
The econometrics journal
74
Insurance / Mathematics & economics
66
European journal of operational research : EJOR
49
Econometrics : open access journal
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Statistics in transition : an international journal of the Polish Statistical Association
38
Computational economics
34
Applied economics letters
29
Economic modelling
28
Finance research letters
28
Journal of risk and financial management : JRFM
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Risks : open access journal
25
Applied economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Quantitative economics : QE ; journal of the Econometric Society
23
Journal of applied econometrics
22
Journal of empirical finance
21
Statistical papers
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Oxford bulletin of economics and statistics
18
The empirical economics letters : a monthly international journal of economics
17
Journal of econometric methods
16
Journal of quantitative economics
16
Astin bulletin : the journal of the International Actuarial Association
15
Journal of financial econometrics
15
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Quantitative finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of time series econometrics
13
Scandinavian actuarial journal
13
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ECONIS (ZBW)
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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
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:
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
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
5
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:
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
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
Saved in:
8
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:
9
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:
10
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:
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