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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Statistical distribution
82
Statistische Verteilung
82
Theorie
47
Theory
47
Portfolio selection
19
Portfolio-Management
19
Risikomaß
19
Risk measure
19
Stochastic process
19
Stochastischer Prozess
19
Option pricing theory
16
Optionspreistheorie
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Volatility
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Volatilität
16
Estimation theory
13
Schätztheorie
13
Kapitaleinkommen
11
Mathematical programming
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Mathematische Optimierung
11
Probability theory
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Wahrscheinlichkeitsrechnung
11
Estimation
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Robustes Verfahren
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9
Finance
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Markov-Kette
8
Risikomanagement
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Risk management
8
Portfolio optimization
7
Credit risk
6
Distributionally robust optimization
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English
17
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Adcock, C. J.
1
Bae, Kwangil
1
Beare, Brendan K.
1
Beasley, John E.
1
Birge, John R.
1
Canabarro, Askery
1
Chen, Qian
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Cui, Zhenyu
1
Dossani, Asad
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Hallam, Mark
1
Huptas, Roman
1
Jahnke, Hermann
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kirby, J. Lars
1
Langrock, Roland
1
Lassance, Nathan
1
Lee, Soonhee
1
Li, Jingrui
1
Meade, Nigel
1
Meng, Xiaochun
1
Nguyen, Duy
1
Olmo, Jose
1
Parent, Léo
1
Pelagatti, Matteo
1
Pesch, Robert
1
Podobnik, Boris
1
Power, Gabriel J.
1
Sbrana, Giacomo
1
Senge, Robin
1
Sopranzetti, Ben J.
1
Stanley, H. Eugene
1
Taylor, James W.
1
Toupin, Dominique
1
Uberti, Pierpaolo
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European journal of operational research : EJOR
Quantitative finance
International journal of forecasting
57
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Applied economics
20
Finance research letters
19
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
14
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Econometric reviews
12
Economic modelling
12
Economics letters
12
Journal of empirical finance
12
Journal of forecasting
11
Computational economics
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Applied economics letters
9
Pacific-Basin finance journal
9
Research in international business and finance
9
Energy economics
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
Journal of economic dynamics & control
7
Discussion papers / CEPR
6
International journal of theoretical and applied finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Journal of financial economics
5
Journal of risk
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Econometric theory
4
Review of quantitative finance and accounting
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ECONIS (ZBW)
17
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17
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date (oldest first)
1
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:
2
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:
3
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:
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
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:
6
Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
7
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
8
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
Saved in:
9
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
Saved in:
10
Distributional regression for demand forecasting in e-grocery
Ulrich, Matthias
;
Jahnke, Hermann
;
Langrock, Roland
; …
- In:
European journal of operational research : EJOR
294
(
2021
)
3
,
pp. 831-842
Persistent link: https://www.econbiz.de/10012591530
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