//--> //--> //-->
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
accessRights:"restricted"
~isPartOf:"Annals of finance"
~person:"Elliott, Robert J."
~person:"Guérin, Pierre"
~subject:"Business cycle"
~subject:"Portfolio selection"
~subject:"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:"Markov chain"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Business cycle
Portfolio selection
Theory
Ansteckungseffekt
1
Contagion effect
1
Credit derivative
1
Credit risk
1
Default contagion
1
Derivat
1
Derivative
1
Frailty
1
Insolvency
1
Insolvenz
1
Kreditderivat
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Risikoprämie
1
Risk premium
1
Self-exciting process
1
Theorie
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Elliott, Robert J.
Guérin, Pierre
D'Amico, Guglielmo
1
Escobar, Marcos
1
Hainaut, Donatien
1
Lika, Ada
1
Moraux, Franck
1
Neykova, Daniela
1
Petroni, Filippo
1
Shen, Jia
1
Zagst, Rudi
1
more ...
less ...
Published in...
All
Annals of finance
Discussion paper / Centre for Economic Policy Research
2
International Series in Operations Research & Management Science
2
SpringerLink / Bücher
2
Economics letters
1
Essays in honour of Fabio Canova
1
International journal of forecasting
1
International series in operations research & management science
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
OR spectrum : quantitative approaches in management
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->