//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio selection"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Nichtparametrisches Verfahren
Portfolio selection
Statistical distribution
18
Statistische Verteilung
18
Capital income
8
Kapitaleinkommen
8
Estimation
7
Schätzung
7
Theorie
7
Theory
7
Forecasting model
6
Risikomaß
6
Risk measure
6
Volatility
6
Volatilität
6
Risiko
5
Risk
5
ARCH model
4
ARCH-Modell
4
Portfolio-Management
4
CAPM
3
Financial crisis
3
Finanzkrise
3
Option pricing theory
3
Optionspreistheorie
3
Börsenkurs
2
GARCH
2
Multivariate Verteilung
2
Multivariate distribution
2
Probability theory
2
Regression analysis
2
Regressionsanalyse
2
Return predictability
2
Risikoprämie
2
Risk neutral skewness
2
Risk premium
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Asai, Manabu
1
Bouaddi, Mohammed
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Ge̜bka, Bartosz
1
Jiang, Zhengyun
1
Kok Haur Ng
1
Larocque, Denis
1
Li, Bin
1
Liu, Jiapeng
1
Liu, Kai
1
Liu, Yanzhen
1
McAleer, Michael
1
Normandin, Michel
1
Paolella, Marc S.
1
Polak, Pawel
1
Ragell, Rachel
1
Tan, Ken Seng
1
Tao, Qizhi
1
Trung Hai Le
1
Wang, Chou-Wen
1
Wei, Yu
1
Wohar, Mark E.
1
Zhang, Ting
1
Zhang, Yu
1
Zhou, Xin
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
International journal of forecasting
55
Insurance / Mathematics & economics
40
Journal of econometrics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of banking & finance
18
Applied economics
15
Finance research letters
15
Quantitative finance
15
Economic modelling
14
European journal of operational research : EJOR
12
Journal of financial econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of forecasting
11
Computational economics
10
Econometric reviews
10
Economics letters
10
Journal of applied econometrics
9
Journal of empirical finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of mathematical finance
8
Journal of risk
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
Applied economics letters
7
Energy economics
7
International review of financial analysis
7
Journal of economic dynamics & control
7
Pacific-Basin finance journal
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
International journal of theoretical and applied finance
5
Journal of financial economics
5
Scandinavian actuarial journal
5
The econometrics journal
5
The journal of asset management
5
Astin bulletin : the journal of the International Actuarial Association
4
Econometric theory
4
Operations research letters
4
Research in international business and finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen
;
Liu, Kai
;
Li, Bin
;
Tan, Ken Seng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
Saved in:
3
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
4
International portfolio allocation : the role of conditional higher moments
Trung Hai Le
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 33-57
Persistent link: https://www.econbiz.de/10012792935
Saved in:
5
Stock return distribution and predictability : evidence from over a century of daily data on the DJIA index
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012203668
Saved in:
6
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
7
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
9
Equity premia and state-dependent risks
Bouaddi, Mohammed
;
Larocque, Denis
;
Normandin, Michel
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 393-409
Persistent link: https://www.econbiz.de/10011572388
Saved in:
10
Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->