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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~subject:"Correlation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Correlation
Estimation theory
191
Schätztheorie
191
Statistical distribution
50
Statistische Verteilung
50
Estimation
46
Schätzung
42
Risikomaß
32
Risk measure
32
Portfolio selection
27
Portfolio-Management
27
Regression analysis
25
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25
Risk
22
Forecasting model
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Nichtparametrisches Verfahren
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Nonparametric statistics
21
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21
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21
Multivariate Verteilung
19
Multivariate distribution
19
Time series analysis
18
Zeitreihenanalyse
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Measurement
17
Messung
17
Ausreißer
14
Outliers
14
Theorie
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Theory
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13
Risk management
13
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ARCH model
12
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Aufsatz in Zeitschrift
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32
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English
32
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Zhang, Zhimin
3
Avanzi, Benjamin
2
Guillou, Armelle
2
Taylor, Greg
2
Wong, Bernard
2
Adams, Zeno
1
Alexander, Carol
1
Aslanidis, Nektarios
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Casas, Isabel
1
Cenedese, Gino
1
Chavez-Demoulin, Valérie
1
Clements, Adam
1
Dotsis, George
1
Escobar, Marcos
1
Esmaeili, Habib
1
Faff, Robert W.
1
Feng, Guohua
1
Foster, Michael E.
1
Füss, Roland
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Gräler, Benedikt
1
Hamid, Alain
1
Hansen, Anne Lundgaard
1
Hartman, Brian
1
Hüttner, Amelie
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
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Kleinow, Torsten
1
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1
Kourtis, Apostolos
1
Lahaye, Jérôme
1
Lally, Nathan
1
Ledwina, Teresa
1
Li, Yifan
1
Lin, Binghuan
1
Loisel, Stéphane
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
59
Econometric reviews
36
Econometric theory
36
Economic modelling
27
Journal of empirical finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Finance research letters
23
Journal of the American Statistical Association : JASA
23
The econometrics journal
22
Journal of financial econometrics
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometrics : open access journal
20
International journal of forecasting
20
Journal of forecasting
19
Quantitative finance
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Applied economics letters
17
Computational economics
15
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
14
The North American journal of economics and finance : a journal of financial economics studies
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of mathematical finance
12
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Mathematics of operations research
11
Finance and stochastics
10
Operations research
10
Risks : open access journal
10
Cambridge working papers in economics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of applied econometrics
9
Asia-Pacific financial markets
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
8
Journal of quantitative economics
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ECONIS (ZBW)
32
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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
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:
3
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
4
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:
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
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
7
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
8
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
9
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
10
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
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