//--> //--> //-->
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"
~person:"Gerlach, Richard"
~person:"Wang, Chao"
~subject:"Kapitaleinkommen"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Portfolio selection
Theory
Markov chain
4
Markov-Kette
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Risikomaß
4
Risk measure
4
Theorie
4
Estimation
3
Expected shortfall
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Bayes-Statistik
2
Bayesian inference
2
Markov Chain Monte Carlo
2
Markov chain Monte Carlo
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Realized range
2
Realized variance
2
Time series analysis
2
Value-at-Risk
2
Value-at-risk
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Expected Shortfall
1
Measurement
1
Messung
1
Portfolio-Management
1
Quantile regression
1
Realized measure
1
Realized-GARCH
1
Semi-parametric
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Gerlach, Richard
Wang, Chao
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Elliott, Robert J.
7
Feinberg, Eugene A.
7
Xu, Libo
7
Cavicchioli, Maddalena
6
Chang, Kuang-Liang
6
Goyal, Vineet
6
Lee, Hsiang-Tai
6
Casarin, Roberto
5
Gupta, Rangan
5
Guérin, Pierre
5
Houtum, Geert-Jan van
5
Li, Yong
5
Lunday, Brian J.
5
Maheu, John M.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Arts, Joachim
4
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Kang, Kyu Ho
4
Lesage, James P.
4
Ohnishi, Masamitsu
4
Shi, Yanlin
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bauwens, Luc
3
Bianchi, Francesco
3
Boute, Robert N.
3
more ...
less ...
Published in...
All
Quantitative finance
2
International journal of forecasting
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
2
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
3
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
4
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->