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subject:"Prognoseverfahren"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Capital income
Monte Carlo simulation
Nichtparametrisches Verfahren
Statistical distribution
41
Statistische Verteilung
41
Theorie
21
Theory
21
Volatility
14
Volatilität
14
Option pricing theory
13
Optionspreistheorie
13
Risikomaß
12
Risk measure
12
Stochastic process
12
Stochastischer Prozess
12
Kapitaleinkommen
11
Portfolio selection
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Portfolio-Management
11
Estimation
8
Schätzung
8
Forecasting model
7
Markov chain
7
Markov-Kette
7
Risiko
7
Risk
7
Estimation theory
5
Monte-Carlo-Simulation
5
Option pricing
5
Portfolio optimization
5
Schätztheorie
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ARCH model
4
ARCH-Modell
4
Bayes-Statistik
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Bayesian inference
4
Börsenkurs
4
CAPM
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Distributionally robust optimization
4
Mathematical programming
4
Mathematische Optimierung
4
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English
16
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Bunn, Derek W.
2
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Chen, Qian
1
Chen, Wilson Ye
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Damien, Paul
1
Dossani, Asad
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Gerlach, Richard H.
1
Gianfreda, Angelica
1
Hallam, Mark
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kang, Li
1
Lee, Soonhee
1
Li, Jingrui
1
Olmo, Jose
1
Parent, Léo
1
Pelagatti, Matteo
1
Peters, Gareth
1
Podobnik, Boris
1
Power, Gabriel J.
1
Sbrana, Giacomo
1
Scandolo, Giacomo
1
Sisson, Scott A.
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Sopranzetti, Ben J.
1
Stanley, H. Eugene
1
Toupin, Dominique
1
Uberti, Pierpaolo
1
Walker, Stephen G.
1
Wang, Chao
1
Wang, Gang-Jin
1
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Quantitative finance
International journal of forecasting
58
Discussion paper / Tinbergen Institute
49
Journal of econometrics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Applied economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Risks : open access journal
19
The North American journal of economics and finance : a journal of financial economics studies
18
Econometrics : open access journal
17
Journal of forecasting
17
Research paper series / Swiss Finance Institute
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Computational economics
15
Working papers
15
Journal of banking & finance
14
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Swiss Finance Institute Research Paper
14
Econometric reviews
13
Working paper / Norges Bank
13
Economic modelling
12
Economics letters
12
Journal of applied econometrics
12
Journal of empirical finance
12
International review of financial analysis
11
Working paper series / European Central Bank
11
Federal Reserve Bank of Cleveland working paper series
10
International review of economics & finance : IREF
10
Journal of international financial markets, institutions & money
10
SFB 649 discussion paper
10
Applied economics letters
9
Energy economics
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Research in international business and finance
9
The European journal of finance
9
CFS working paper series
8
ECB Working Paper
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ECONIS (ZBW)
16
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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
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
4
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 877-886
Persistent link: https://www.econbiz.de/10014304382
Saved in:
5
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
6
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
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
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
9
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
Saved in:
10
Portfolio optimization under the generalized hyperbolic distribution : optimal allocation, performance and tail behavior
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10012424559
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