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subject:"Schätztheorie"
~isPartOf:"Journal of banking & finance"
~subject:"Derivative"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Derivative
Volatility
Zeitreihenanalyse
Theory
1,384
Theorie
1,383
Portfolio selection
239
Portfolio-Management
239
Credit risk
148
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Taylor, Stephen
3
Vorst, Ton
3
Alexander, Carol
2
Branger, Nicole
2
Christiansen, Charlotte
2
Crouhy, Michel
2
Dark, Jonathan
2
Faff, Robert W.
2
Hautsch, Nikolaus
2
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2
Li, Junye
2
Lioui, Abraham
2
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2
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2
Mele, Antonio
2
Obayashi, Yoshiki
2
Poon, Ser-Huang
2
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2
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2
Sercu, Piet
2
Shackleton, Mark B.
2
Shalen, Catherine T.
2
Stapleton, Richard C.
2
Subrahmanyam, Marti G.
2
Symeonidis, Lazaros
2
Wu, Chunchi
2
Aabo, Tom
1
Abaffy, J.
1
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1
Agénor, Pierre-Richard
1
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1
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1
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1
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Allen, Linda
1
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1
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1
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1
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1
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Journal of banking & finance
Journal of econometrics
730
Economics letters
685
Econometric theory
429
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
422
International journal of forecasting
350
Working paper / National Bureau of Economic Research, Inc.
302
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
296
Econometric reviews
277
Journal of forecasting
277
Discussion paper / Tinbergen Institute
270
NBER working paper series
244
Journal of applied econometrics
227
NBER Working Paper
227
Série des documents de travail / Centre de Recherche en Économie et Statistique
201
Applied economics
200
The journal of futures markets
182
Economic modelling
181
Journal of economic dynamics & control
172
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163
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
162
The review of economics and statistics
159
Oxford bulletin of economics and statistics
153
Journal of quantitative economics : official journal of the Indian Econometric Society
150
Discussion paper / Centre for Economic Policy Research
145
International journal of theoretical and applied finance
143
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
128
Discussion paper / Center for Economic Research, Tilburg University
126
Journal of empirical finance
125
Energy economics
122
Applied economics letters
115
Journal of international money and finance
114
Journal of financial economics
110
The journal of finance : the journal of the American Finance Association
109
CREATES research paper
108
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
106
CORE discussion paper : DP
105
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ECONIS (ZBW)
189
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1
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
2
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Information shares for markets with partially overlapping trading hours
Dimpfl, Thomas
;
Schweikert, Karsten
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014491772
Saved in:
5
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
6
Fair-washing in the market for structured retail products? : voluntary self-regulation versus government regulation
Baule, Rainer
;
Münchhalfen, Patrick
;
Shkel, David Sebastian
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248285
Saved in:
7
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
8
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
9
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
10
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
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