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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
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Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Statistical distribution
62
Statistische Verteilung
62
Theorie
33
Theory
33
Risikomaß
25
Risk measure
25
Portfolio selection
23
Portfolio-Management
23
Volatility
20
Volatilität
20
Kapitaleinkommen
18
Option pricing theory
18
Optionspreistheorie
18
Forecasting model
14
Stochastic process
13
Stochastischer Prozess
13
Estimation
12
Risiko
12
Risk
12
Schätzung
12
Risikomanagement
9
Risk management
9
Estimation theory
8
Expected shortfall
8
Schätztheorie
8
ARCH model
7
ARCH-Modell
7
Markov chain
7
Markov-Kette
7
Börsenkurs
6
Share price
6
Correlation
5
Korrelation
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Portfolio optimization
5
Risikoprämie
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Risk premium
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Article
26
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26
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26
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English
26
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Gagnon, Marie-Hélène
2
Power, Gabriel J.
2
Toupin, Dominique
2
Aretz, Kevin
1
Arisoy, Yakup Eser
1
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Chen, Qian
1
Chi, Xie
1
Choi, Ahjin
1
Choi, Jaehyung
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Dossani, Asad
1
Gerlach, Richard
1
Golosnoy, Vasyl
1
Gordy, Michael B.
1
Gribisch, Bastian
1
Hallam, Mark
1
Ho, Tuan
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kaeck, Andreas
1
Kang, Kyu Ho
1
Kim, Kirak
1
Kim, Young Shin
1
Krüger, Fabian
1
Lee, Soonhee
1
León Valle, Ángel Manuel
1
Li, Jingrui
1
Li, Yang
1
McNeil, Alexander J.
1
Merlo, Luca
1
Mitov, Ivan
1
Moreno, Manuel
1
Nolte, Ingmar
1
Olmo, Jose
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Journal of banking & finance
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 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
European journal of operational research : EJOR
5
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)
26
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10
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26
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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
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
The pricing of skewness over different return horizons
Aretz, Kevin
;
Arisoy, Yakup Eser
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248256
Saved in:
5
Can real options explain the skewness of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
6
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:
7
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:
8
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
9
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:
10
Modeling and forecasting realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
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