//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Nichtparametrisches Verfahren
Option pricing theory
Estimation theory
74
Schätztheorie
74
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatilität
13
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Share price
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Capital income
7
Kapitaleinkommen
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
6
CAPM
5
Optionspreistheorie
5
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Alexander, Carol
1
Andersson, Magnus
1
Aslanidis, Nektarios
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Lahaye, Jérôme
1
Li, Yifan
1
Li, Yong
1
Lin, Binghuan
1
Lomakka, Magnus
1
Miller, Patrick
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Post, Thierry
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
Ren, Yu
1
Rockinger, Michael
1
Sarno, Lucio
1
Siburg, Karl Friedrich
1
Stentoft, Lars
1
Stoimenov, Pavel
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of econometrics
410
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Econometric theory
115
Economics letters
104
Econometric reviews
96
Journal of the American Statistical Association : JASA
78
The econometrics journal
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Quantitative economics : QE ; journal of the Econometric Society
37
European journal of operational research : EJOR
32
Economic modelling
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Econometrics : open access journal
25
International journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Journal of empirical finance
22
Computational economics
20
Journal of applied econometrics
19
Applied economics
18
Energy economics
18
Applied economics letters
17
Finance research letters
17
Quantitative finance
17
Insurance / Mathematics & economics
16
International journal of theoretical and applied finance
16
Journal of financial econometrics
15
Journal of productivity analysis
14
Journal of forecasting
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Finance and stochastics
11
Operations research
11
Risks : open access journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometric methods
10
Journal of economic dynamics & control
10
Journal of mathematical finance
10
Cambridge working papers in economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
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
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:
5
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:
6
A nonparametric approach to portfolio shrinkage
Han, Chulwoo
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012521350
Saved in:
7
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:
8
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->