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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~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
55
Statistische Verteilung
55
Theorie
25
Theory
25
Kapitaleinkommen
18
Volatility
18
Volatilität
18
Risikomaß
17
Risk measure
17
Option pricing theory
15
Optionspreistheorie
15
Estimation
14
Schätzung
14
Portfolio selection
13
Portfolio-Management
13
Stochastic process
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Stochastischer Prozess
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Forecasting model
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Risiko
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Risk
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ARCH model
7
ARCH-Modell
7
Markov chain
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Markov-Kette
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Börsenkurs
6
CAPM
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Estimation theory
6
Schätztheorie
6
Share price
6
Risikoprämie
5
Risk premium
5
Bayes-Statistik
4
Bayesian inference
4
Monte-Carlo-Simulation
4
Option pricing
4
Probability theory
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English
25
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Bunn, Derek W.
2
Asai, Manabu
1
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chao, Youcong
1
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1
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1
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1
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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
Ge̜bka, Bartosz
1
Gianfreda, Angelica
1
Hallam, Mark
1
Huang, MeiChi
1
Huptas, Roman
1
Jiang, Zhengyun
1
Jiang, Zhi-Qiang
1
John, Kose
1
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1
Kok Haur Ng
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1
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1
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1
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1
McAleer, Michael
1
Olmo, Jose
1
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1
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International review of economics & finance : IREF
Quantitative finance
International journal of forecasting
57
Journal of econometrics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Applied economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
The North American journal of economics and finance : a journal of financial economics studies
18
Computational economics
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
Econometric reviews
13
Economic modelling
12
Economics letters
12
Journal of empirical finance
12
Journal of forecasting
11
International review of financial analysis
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
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
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
International journal of theoretical and applied finance
7
Journal of economic dynamics & control
7
Discussion papers / CEPR
6
European journal of operational research : EJOR
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk
6
Research paper series / Swiss Finance Institute
6
Journal of financial economics
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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ECONIS (ZBW)
25
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1
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
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
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
4
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:
5
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:
6
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
7
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:
8
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:
9
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:
10
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
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