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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~subject:"Bayes-Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
~subject:"Simulation"
~subject:"Volatilität"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Bayes-Statistik
Nichtparametrisches Verfahren
Option pricing theory
Simulation
Volatilität
Statistical distribution
36
Statistische Verteilung
36
Theorie
18
Theory
18
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Optionspreistheorie
9
Risikomaß
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Risk measure
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Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation theory
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Schätztheorie
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ARCH model
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ARCH-Modell
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Estimation
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Forecasting model
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Schätzung
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Aktienmarkt
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Bayesian inference
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Kapitaleinkommen
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Portfolio-Management
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Stock market
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Börsenkurs
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Correlation
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Importance sampling
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Multivariate Verteilung
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Multivariate distribution
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Share price
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State space model
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Stochastic volatility
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English
25
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Fabozzi, Frank J.
2
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Avdoulas, Christos
1
Bai, Yizhou
1
Barth, Andrea
1
Bekiros, Stelios
1
Bianchi, Michele Leonardo
1
Boreiko, D. V.
1
Boubaker, Heni
1
Carr, Peter
1
Chang, Kuang-Liang
1
Chib, Siddhartha
1
Eleftheriadis, Iordanis
1
Fallahgoul, Hasan A.
1
Fu, Junhui
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Fuh, Cheng-Der
1
Itkin, Andrey
1
Kakamu, Kazuhiko
1
Kang, Shuaimin
1
Kaniovski, Yuri M.
1
Khorunzhina, Natalia
1
Kiani, Khurshid M.
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Kumar, Sumit
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Kundu, Arindam
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Lee, Kyungsub
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Liang, Rubing
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Liu, Guangying
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Liu, Yufang
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Loukeris, Nikolaos
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Mauler, David J.
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McDonald, James B.
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Moreno-Bromberg, Santiago
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Müller, Fernanda Maria
1
Nadarajah, Saralees
1
Nayak, Gangadhar
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
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Pflug, Georg
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Qi, Howard
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Computational economics
International journal of forecasting
55
Journal of econometrics
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Quantitative finance
18
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
16
Journal of banking & finance
16
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
15
Energy economics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economic modelling
13
Journal of mathematical finance
13
Economics letters
12
European journal of operational research : EJOR
12
International review of economics & finance : IREF
12
Econometric reviews
11
International review of financial analysis
11
Journal of financial econometrics
11
Journal of forecasting
11
Journal of empirical finance
10
Journal of international financial markets, institutions & money
10
Journal of applied econometrics
9
Journal of economic dynamics & control
9
Applied economics letters
8
Research paper series / Swiss Finance Institute
8
The European journal of finance
8
Applied mathematical finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of derivatives research
7
Discussion papers / CEPR
6
Econometric theory
6
International journal of financial engineering
6
Journal of risk
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
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The journal of futures markets
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ECONIS (ZBW)
25
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1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
3
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
4
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
5
Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process
Bai, Yizhou
;
Wang, Yongjin
;
Zhang, Haoyan
;
Zhuo, Xiaoyang
- In:
Computational economics
60
(
2022
)
2
,
pp. 479-527
Persistent link: https://www.econbiz.de/10013380789
Saved in:
6
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Saved in:
7
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
8
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
9
Computational modeling of non-Gaussian option price using non-extensive Tsallis’ entropy framework
Nayak, Gangadhar
;
Singh, Amit Kumar
;
Senapati, Dilip
- In:
Computational economics
57
(
2021
)
4
,
pp. 1353-1371
Persistent link: https://www.econbiz.de/10012543376
Saved in:
10
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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