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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of banking & finance"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Share price
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
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
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
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CAPM
5
Option pricing theory
5
Optionspreistheorie
5
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Article
17
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Article in journal
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17
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English
17
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Berglund, Tom
1
Brailsford, Timothy J.
1
Cenedese, Gino
1
Chung, Kee H.
1
Clements, Adam
1
Corhay, Albert
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Fung, William
1
Gao, Jiti
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Jondeau, Eric
1
Jong, Frank de
1
Kemna, Angelien G.
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
Perote, Javier
1
Poon, Ser-Huang
1
Preve, Daniel P. A.
1
Rockinger, Michael
1
Sarno, Lucio
1
Schwartz, Robert A.
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Taylor, Stephen
1
Tsiakas, Ilias
1
Töws, Eugen
1
Vasios, Michalis
1
Voev, Valeri
1
Whitcomb, David K.
1
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Journal of banking & finance
International journal of forecasting
116
Journal of econometrics
112
Journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
32
Journal of empirical finance
20
Finance research letters
19
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Quantitative finance
16
Econometric reviews
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Econometric theory
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
13
European journal of operational research : EJOR
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
Computational 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
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
Journal of applied econometrics
10
Journal of financial econometrics
10
Risks : open access journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
Astin bulletin : the journal of the International Actuarial Association
8
International Journal of Energy Economics and Policy : IJEEP
8
International review of financial analysis
8
Journal of financial and quantitative analysis : JFQA
8
Journal of international financial markets, institutions & money
8
Applied financial economics
7
International journal of production economics
7
Journal of financial economics
7
Journal of macroeconomics
7
The empirical economics letters : a monthly international journal of economics
7
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ECONIS (ZBW)
17
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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
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:
5
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:
6
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:
7
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:
8
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:
9
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
10
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
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