//--> //--> //--> //-->
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
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Stochastischer Prozess"
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:"Frequency distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Statistical distribution
132
Statistische Verteilung
132
Theorie
76
Theory
76
Estimation
29
Estimation theory
29
Schätztheorie
29
Schätzung
29
Forecasting model
27
Prognoseverfahren
27
Volatility
27
Volatilität
27
Stochastic process
24
Capital income
23
Kapitaleinkommen
23
Risikomaß
21
Risk measure
21
Time series analysis
19
Zeitreihenanalyse
19
Option pricing theory
17
Optionspreistheorie
17
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Statistical test
15
Statistischer Test
15
Portfolio selection
14
Portfolio-Management
14
ARCH model
12
ARCH-Modell
12
Bayes-Statistik
12
Bayesian inference
12
Markov chain
11
Markov-Kette
11
Risiko
11
Risk
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Multivariate Verteilung
10
Multivariate distribution
10
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
20
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
24
Author
All
Aguilar, Jean-Philippe
1
Andersson, Jonas
1
Anzarut, Michelle
1
Asmussen, Søren
1
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bladt, Mogens
1
Bunn, Derek W.
1
Clark, Todd E.
1
Damien, Paul
1
Douady, Raphaël
1
Feldkircher, Martin
1
Fok, Dennis
1
Ghysels, Eric
1
Goos, Peter
1
Griffin, Jim
1
Hambuckers, J.
1
Huber, Florian
1
Jensen, Bjarke
1
Jiang, George J.
1
Kalli, Maria
1
Kang, Li
1
Kaushansky, Vadim
1
Kim, Young Shin
1
Kirkby, Justin Lars
1
Kneib, Thomas
1
Knight, John L.
1
Langrock, Roland
1
Lipton, Alexander
1
Madan, Dilip B.
1
Mena, Ramsés H.
1
Nava, Consuelo Rubina
1
Parent, Léo
1
Pelagatti, Matteo
1
Poulsen, Rolf
1
Roh, Kum-Hwan
1
Ruseckaite, Aiste
1
Sbrana, Giacomo
1
Silbersdorff, Alexander
1
Stelzer, Robert
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
2
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Journal of econometrics
27
International journal of theoretical and applied finance
20
Insurance / Mathematics & economics
16
Risks : open access journal
14
Computational economics
12
Discussion paper / Tinbergen Institute
9
European journal of operational research : EJOR
9
Working paper
9
Operations research letters
8
Journal of empirical finance
7
Journal of mathematical finance
7
Scandinavian actuarial journal
7
Applied mathematical finance
6
International journal of financial engineering
6
International journal of forecasting
6
Journal of economic dynamics & control
6
Mathematics of operations research
6
Astin bulletin : the journal of the International Actuarial Association
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Econometric Institute research papers
5
Econometric reviews
5
Operations research
5
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Economics letters
4
Journal of risk and financial management : JRFM
4
Journal of the Operational Research Society
4
Research paper series / Swiss Finance Institute
4
Asia-Pacific financial markets
3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Economic modelling
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Finance research letters
3
Handbook of heavy tailed distributions in finance
3
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
3
International journal of production research
3
International review of financial analysis
3
Journal of banking & finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
2
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
3
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
4
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
5
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
6
Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren
;
Bladt, Mogens
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10013367850
Saved in:
7
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
8
Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste
;
Fok, Dennis
;
Goos, Peter
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
Saved in:
9
On the first hitting time density for a reducible diffusion process
Lipton, Alexander
;
Kaushansky, Vadim
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 723-743
Persistent link: https://www.econbiz.de/10012262616
Saved in:
10
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->