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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of banking & finance"
~subject:"Kreditrisiko"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Share price
Kreditrisiko
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
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Schuermann, Til
2
Ahking, Francis W.
1
Berglund, Tom
1
Brailsford, Timothy J.
1
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1
Chung, Kee H.
1
Clements, Adam
1
Corhay, Albert
1
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1
Jong, Frank de
1
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1
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Journal of banking & finance
International journal of forecasting
113
Journal of econometrics
112
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
32
Discussion paper / Tinbergen Institute
30
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Journal of empirical finance
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Economic modelling
18
Finance research letters
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Working paper
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Quantitative finance
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Applied economics
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Econometric reviews
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Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of risk and financial management : JRFM
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The econometrics journal
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CESifo working papers
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CREATES research paper
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European journal of operational research : EJOR
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
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NBER working paper series
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Working papers / Rutgers University, Department of Economics
12
Journal of financial econometrics
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Cambridge working papers in economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
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NBER Working Paper
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Risks : open access journal
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ECONIS (ZBW)
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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
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:
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
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:
5
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
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
An econometric evaluation of bank recapitalization programs with bank- and loan-level data
Nakashima, Kiyotaka
- In:
Journal of banking & finance
63
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011634138
Saved in:
8
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:
9
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:
10
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:
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