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Estimation theory
Portfolio-Management
51,878
Portfolio selection
51,532
Schätztheorie
40,667
Theorie
37,134
Theory
36,391
Schätzung
11,952
Estimation
11,740
Kapitaleinkommen
10,543
Capital income
10,527
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8,995
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8,970
Behavioural finance
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Risikomaß
8,409
Risk measure
8,323
Zeitreihenanalyse
8,279
Time series analysis
8,132
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6,545
Risk management
6,244
Regressionsanalyse
6,182
Regression analysis
6,163
Volatilität
5,857
Volatility
5,791
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5,580
CAPM
5,533
Investment Fund
5,518
USA
5,161
Börsenkurs
5,078
Prognoseverfahren
5,056
Share price
5,018
Forecasting model
4,995
United States
4,972
Kapitalanlage
4,881
Financial investment
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Welt
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Phillips, Peter C. B.
328
Linton, Oliver
213
Gao, Jiti
198
Pesaran, M. Hashem
195
Härdle, Wolfgang
184
Newey, Whitney K.
138
Imbens, Guido
137
Andrews, Donald W. K.
130
Chernozhukov, Victor
120
Chen, Xiaohong
119
McAleer, Michael
116
Baltagi, Badi H.
112
Lütkepohl, Helmut
112
Kapetanios, George
103
Heckman, James J.
102
Otsu, Taisuke
98
Gouriéroux, Christian
96
Koopman, Siem Jan
95
Swanson, Norman R.
95
Ullah, Aman
92
Su, Liangjun
88
Franses, Philip Hans
87
Robinson, Peter M.
87
White, Halbert
87
Wooldridge, Jeffrey M.
86
Lee, Lung-fei
84
Bera, Anil K.
81
Dette, Holger
80
Li, Qi
78
Marcellino, Massimiliano
78
Simar, Léopold
77
Croux, Christophe
76
Lechner, Michael
76
Sentana, Enrique
76
Lucas, André
75
Hausman, Jerry A.
74
Nielsen, Morten Ørregaard
74
Sun, Yixiao
74
Horowitz, Joel
73
Hsiao, Cheng
73
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National Bureau of Economic Research
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OECD
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Umeå universitet
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European University Institute / Department of Economics
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University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
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Organisation for Economic Co-operation and Development
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Centre for Analytical Finance <Århus>
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Deutsche Forschungsgemeinschaft
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London School of Economics and Political Science
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Universität Basel / Institut für Statistik und Ökonometrie
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Econometrisch Instituut <Rotterdam>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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International Energy Agency
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Umeå Universitet / Institutionen för Nationalekonomi
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Universitetet i Oslo / Økonomisk institutt
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University of Chicago / Graduate School of Business
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Europäische Kommission / Statistisches Amt
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Rutgers University / Department of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
State University of New York at Albany / Department of Economics
7
European University Institute / Department of Law
6
Federal Reserve System / Board of Governors
6
Trinity College Dublin / Department of Economics
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Journal of econometrics
1,912
Economics letters
1,058
Econometric theory
760
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
692
Econometric reviews
496
CEMMAP working papers / Centre for Microdata Methods and Practice
408
NBER Working Paper
367
Discussion paper / Tinbergen Institute
350
Journal of the American Statistical Association : JASA
347
NBER working paper series
335
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
327
The econometrics journal
289
Journal of applied econometrics
243
Série des documents de travail / Centre de Recherche en Économie et Statistique
237
Applied economics letters
232
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
232
Cowles Foundation discussion paper
228
Working paper / National Bureau of Economic Research, Inc.
223
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
European journal of operational research : EJOR
212
Discussion paper series / IZA
211
Oxford bulletin of economics and statistics
201
Discussion paper / Center for Economic Research, Tilburg University
200
Applied economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
196
Econometrics : open access journal
186
Working paper
182
Discussion paper
176
International journal of forecasting
176
Journal of quantitative economics : official journal of the Indian Econometric Society
172
The review of economics and statistics
157
Economic modelling
155
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
152
Quantitative economics : QE ; journal of the Econometric Society
151
Insurance / Mathematics & economics
150
Journal of forecasting
148
Computational economics
147
CREATES research paper
146
IZA Discussion Paper
143
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ECONIS (ZBW)
40,005
RePEc
14
BASE
10
EconStor
4
ArchiDok
4
USB Cologne (EcoSocSci)
1
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1
Weighted Nadaraya-Watson estimation of conditional expected shortfall
Kato, Kengo
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 265-291
Persistent link: https://www.econbiz.de/10009540545
Saved in:
2
Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
Saved in:
3
Mean-variance and mean-semivariance portfolio selection : a multivariate nonparametric approach
Ben Salah, Hanene
;
Gooijer, Jan G. de
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 419-436
Persistent link: https://www.econbiz.de/10011952005
Saved in:
4
Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff
;
Juneja, Sandeep
;
Liu, Guangwu
- In:
Operations research
65
(
2017
)
3
,
pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
Saved in:
5
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
6
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
7
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
8
Nonparametric versus parametric expected shortfall
Martin, R. Douglas
;
Zhang, Shengyu
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012117478
Saved in:
9
A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontier
Ben Salah, Hanene
;
Gannoun, Ali
;
Ribatet, Mathieu
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 169-197
Persistent link: https://www.econbiz.de/10012253633
Saved in:
10
Increasing the risk management effectiveness from higher accuracy : a novel non-parametric method
Huang, Jinbo
;
Ding, Ashley
;
Li, Yong
;
Lu, Dong
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012491732
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