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subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
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Schätzung
Statistical distribution
Monte Carlo simulation
17
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Journal of banking & finance
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24
Discussion paper / Tinbergen Institute
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21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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European journal of operational research : EJOR
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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2
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
3
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
4
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin
;
Wu, Chunchi
- In:
Journal of banking & finance
40
(
2014
),
pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Saved in:
5
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
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