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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
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Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Volatilität
Statistical distribution
77
Statistische Verteilung
77
Theorie
34
Theory
34
Risikomaß
26
Risk measure
26
Kapitaleinkommen
25
Volatility
24
Portfolio selection
18
Portfolio-Management
18
Option pricing theory
17
Optionspreistheorie
17
ARCH model
15
ARCH-Modell
15
Estimation
15
Schätzung
15
Forecasting model
14
Stochastic process
14
Stochastischer Prozess
14
Risiko
13
Risk
13
Börsenkurs
12
Share price
12
Estimation theory
11
Schätztheorie
11
Ausreißer
8
Outliers
8
Risikomanagement
7
Risk management
7
CAPM
6
Kurtosis
6
Markov chain
6
Markov-Kette
6
Measurement
6
Messung
6
Skewness
6
Tail risk
6
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Article
42
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42
Aufsatz in Zeitschrift
42
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English
42
Author
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Jin, Chenglu
2
Wu, Xinyu
2
Aguilar, Jean-Philippe
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Annaert, Jan
1
Asmussen, Søren
1
Aydin, Nezir
1
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Bladt, Mogens
1
Boukef Jlassi, Nabila
1
Canabarro, Askery
1
Cappellen, Jef van
1
Chae, Joon
1
Changchien, Chang-Cheng
1
Chen, Qian
1
Chen, Qihao
1
Chen, Rongda
1
Cheng, Diandian
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Cifter, Atilla
1
De Ceuster, Marc J.
1
Dingec, Kemal Dincer
1
Dossani, Asad
1
Douady, Raphaël
1
Favreau, Charles
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Glasserman, Paul
1
Gregoriou, Andros
1
Guo, Zi-Yi
1
Gupta, Rangan
1
Hacini, Mehdi-Vincent
1
Hallam, Mark
1
Hodoshima, Jiro
1
Huang, Zhuo
1
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Finance research letters
Quantitative finance
International journal of forecasting
57
Journal of econometrics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Applied economics
22
The North American journal of economics and finance : a journal of financial economics studies
20
Insurance / Mathematics & economics
18
Journal of banking & finance
18
Computational economics
16
Economic modelling
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
International review of financial analysis
14
Journal of empirical finance
14
Journal of financial econometrics
14
Economics letters
13
Energy economics
13
Econometric reviews
12
International journal of theoretical and applied finance
12
International review of economics & finance : IREF
12
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
Applied economics letters
10
Journal of applied econometrics
10
Journal of mathematical finance
10
Pacific-Basin finance journal
10
Journal of economic dynamics & control
9
Research in international business and finance
9
European journal of operational research : EJOR
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
Discussion papers / CEPR
7
Research paper series / Swiss Finance Institute
7
Review of quantitative finance and accounting
7
The journal of futures markets
7
International journal of financial engineering
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
5
Journal of risk
5
Swiss Finance Institute Research Paper
5
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ECONIS (ZBW)
42
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1
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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
Can average skewness really predict financial returns? : the euro area case
Annaert, Jan
;
De Ceuster, Marc J.
;
Cappellen, Jef van
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472219
Saved in:
4
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
5
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:
6
W-shaped implied volatility curves and the Gaussian mixture model
Glasserman, Paul
;
Pirjol, Dan
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014304265
Saved in:
7
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:
8
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:
9
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
10
Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails
Boukef Jlassi, Nabila
;
Jeribi, Ahmed
;
Lahiani, Amine
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014582463
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