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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of banking & finance"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Share price
Statistische Verteilung
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
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Capital income
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Ahking, Francis W.
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Cenedese, Gino
1
Chung, Kee H.
1
Clements, Adam
1
Corhay, Albert
1
Ergün, Tolga A.
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Fung, William
1
Gao, Jiti
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Jondeau, Eric
1
Jong, Frank de
1
Kemna, Angelien G.
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Lahaye, Jérôme
1
Li, Yifan
1
Liljeblom, Eva
1
Löflund, Anders
1
Lönnbark, Carl
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Poon, Ser-Huang
1
Preve, Daniel P. A.
1
Rockinger, Michael
1
Sarno, Lucio
1
Schlütter, Sebastian
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Journal of banking & finance
Journal of econometrics
163
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of forecasting
75
Economics letters
54
Insurance / Mathematics & economics
53
Discussion paper / Tinbergen Institute
43
Econometric theory
37
Econometric reviews
36
Journal of the American Statistical Association : JASA
29
Statistics in transition : an international journal of the Polish Statistical Association
28
Finance research letters
27
Journal of empirical finance
27
The econometrics journal
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Discussion paper / Center for Economic Research, Tilburg University
25
Working paper
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
European journal of operational research : EJOR
22
Applied economics
20
Econometrics : open access journal
20
Economic modelling
20
Quantitative finance
20
Risks : open access journal
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Journal of risk and financial management : JRFM
19
Computational economics
18
CREATES research paper
17
Journal of financial econometrics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
NBER Working Paper
15
NBER working paper series
15
Astin bulletin : the journal of the International Actuarial Association
14
Cambridge working papers in economics
14
Cowles Foundation discussion paper
14
Discussion paper
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
23
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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
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:
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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