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subject:"Kapitaleinkommen"
subject:"Risk"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
~subject:"Markov-Kette"
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Kapitaleinkommen
Risk
Börsenkurs
Markov-Kette
Theorie
297
Theory
297
Portfolio selection
123
Portfolio-Management
123
Stochastic process
54
Stochastischer Prozess
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Volatility
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Lillo, Fabrizio
4
Sornette, Didier
3
Abergel, Frédéric
2
Bormetti, Giacomo
2
Bouchaud, Jean-Philippe
2
Chen, Jing
2
Chen, Qian
2
Cont, Rama
2
Doldi, A.
2
Endres, Sylvia
2
Gerlach, Richard
2
Hawkes, Alan
2
Khashanah, Khaldoun
2
Li, Wai Keung
2
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2
Livieri, Giulia
2
Pan, Zhiyuan
2
Paterlini, Sandra
2
Satchell, Stephen
2
Stübinger, Johannes
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wang, Chao
2
Wang, Yudong
2
Zumbach, Gilles O.
2
Ahn, Kwangwon
1
Al-Aradi, Ali
1
Antonov, Anton
1
Bacry, Emmanuel
1
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1
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1
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1
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1
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1
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1
Bergk, Kerstin
1
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1
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1
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1
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Quantitative finance
NBER working paper series
551
Working paper / National Bureau of Economic Research, Inc.
529
NBER Working Paper
449
European journal of operational research : EJOR
401
Insurance / Mathematics & economics
314
Economics letters
298
Journal of banking & finance
291
Journal of economic dynamics & control
262
Discussion paper / Centre for Economic Policy Research
251
Journal of financial economics
233
The review of financial studies
231
The journal of finance : the journal of the American Finance Association
227
Finance research letters
222
Journal of economic theory
213
CESifo working papers
191
Journal of empirical finance
185
Management science : journal of the Institute for Operations Research and the Management Sciences
170
Economic modelling
168
Journal of econometrics
159
International review of financial analysis
158
Discussion paper / Tinbergen Institute
154
International review of economics & finance : IREF
153
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149
Risks : open access journal
137
Applied economics
135
Journal of risk and uncertainty : JRU
128
Journal of economic behavior & organization : JEBO
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Applied economics letters
119
Research paper series / Swiss Finance Institute
116
International journal of theoretical and applied finance
113
The European journal of finance
112
Journal of monetary economics
110
The American economic review
109
The North American journal of economics and finance : a journal of financial economics studies
107
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
104
Journal of financial and quantitative analysis : JFQA
103
Finance and stochastics
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ECONIS (ZBW)
110
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1
Regime-switching affine term structures
Celary, Andreas
;
Eksi-Altay, Zehra
;
Krühner, Paul
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 139-155
Persistent link: https://www.econbiz.de/10014551950
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2
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
3
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
4
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
5
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
6
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
7
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
8
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:
9
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
10
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
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