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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~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
54
Statistische Verteilung
54
Theorie
30
Theory
30
Option pricing theory
14
Optionspreistheorie
14
Risikomaß
14
Risk measure
14
Kapitaleinkommen
13
Portfolio selection
13
Portfolio-Management
13
Volatility
12
Volatilität
12
Estimation
11
Schätzung
11
Risiko
10
Risk
10
Stochastic process
10
Stochastischer Prozess
10
Forecasting model
9
Robust statistics
9
Robustes Verfahren
9
CAPM
6
Markov chain
6
Markov-Kette
6
Börsenkurs
5
Estimation theory
5
Mathematical programming
5
Mathematische Optimierung
5
Risikoprämie
5
Risk premium
5
Schätztheorie
5
Share price
5
Bayes-Statistik
4
Bayesian inference
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
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1
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Article
18
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18
Aufsatz in Zeitschrift
18
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English
18
Author
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Auer, Benjamin R.
1
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Cao, Ying
1
Chen, Qian
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Demetrescu, Matei
1
Dossani, Asad
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Hallam, Mark
1
Hoga, Yannick
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kohrs, Hendrik
1
Lee, Soonhee
1
Li, Jingrui
1
Massacci, Daniele
1
Newton, David P.
1
Olmo, Jose
1
Orłowski, Piotr
1
Parent, Léo
1
Podobnik, Boris
1
Power, Gabriel J.
1
Qi, Meng
1
Savva, Christos S.
1
Schneider, Paul
1
Schuhmacher, Frank
1
Shen, Zuo-Jun
1
Sopranzetti, Ben J.
1
Stanley, H. Eugene
1
Theodossiou, Panayiotis
1
Tian, Hui
1
Toupin, Dominique
1
Trojani, Fabio
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Quantitative finance
International journal of forecasting
56
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Applied economics
19
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
16
Journal of banking & finance
14
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Economic modelling
12
Economics letters
12
Econometric reviews
11
Journal of empirical finance
11
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
Research in international business and finance
9
Energy economics
8
Journal of mathematical finance
8
Pacific-Basin finance journal
8
The European journal of finance
8
Journal of economic dynamics & control
7
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
Discussion papers / CEPR
5
European journal of operational research : EJOR
5
Journal of financial economics
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Econometric theory
4
Journal of risk
4
Review of quantitative finance and accounting
4
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ECONIS (ZBW)
18
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1
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10
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18
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date (oldest first)
1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
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
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
5
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
6
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:
7
Distributionally robust conditional quantile prediction with fixed design
Qi, Meng
;
Cao, Ying
;
Shen, Zuo-Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10013259976
Saved in:
8
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:
9
Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui
;
Yim, Andrew
;
Newton, David P.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
Saved in:
10
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
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