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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
~subject:"Volatilität"
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Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Option pricing theory
Volatilität
Statistical distribution
37
Statistische Verteilung
37
Theorie
18
Theory
18
Optionspreistheorie
12
Volatility
12
Risikomaß
11
Risk measure
11
Stochastic process
11
Stochastischer Prozess
11
Kapitaleinkommen
10
Portfolio selection
9
Portfolio-Management
9
Estimation
7
Schätzung
7
Forecasting model
6
Markov chain
6
Markov-Kette
6
Risiko
6
Risk
6
Estimation theory
5
Schätztheorie
5
Börsenkurs
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
Share price
4
ARCH model
3
ARCH-Modell
3
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Expected shortfall
3
Kurtosis
3
Lévy process
3
Portfolio optimization
3
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Article
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22
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English
22
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Aguilar, Jean-Philippe
1
Asmussen, Søren
1
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Bladt, Mogens
1
Bunn, Derek W.
1
Canabarro, Askery
1
Chen, Qian
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Cui, Zhenyu
1
Ding, Kailin
1
Dossani, Asad
1
Douady, Raphaël
1
Favreau, Charles
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Gianfreda, Angelica
1
Glasserman, Paul
1
Hacini, Mehdi-Vincent
1
Hallam, Mark
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kane, Hayden
1
Kaushansky, Vadim
1
Kim, Young Shin
1
Kirkby, Justin Lars
1
Kroon, Erik
1
Lee, Soonhee
1
Li, Jingrui
1
Lipton, Alexander
1
Olmo, Jose
1
Parent, Léo
1
Pelagatti, Matteo
1
Pirjol, Dan
1
Podobnik, Boris
1
Power, Gabriel J.
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Quantitative finance
International journal of forecasting
57
Journal of econometrics
43
Finance research letters
25
Applied economics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
23
Insurance / Mathematics & economics
21
Computational economics
19
Journal of banking & finance
18
International journal of theoretical and applied finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
16
International review of financial analysis
15
Journal of empirical finance
15
Economics letters
14
International review of economics & finance : IREF
14
Journal of financial econometrics
14
Energy economics
13
Journal of mathematical finance
13
Econometric reviews
12
Journal of international financial markets, institutions & money
12
Journal of economic dynamics & control
11
Journal of forecasting
11
Applied economics letters
10
Journal of applied econometrics
10
Pacific-Basin finance journal
10
European journal of operational research : EJOR
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research in international business and finance
9
Applied mathematical finance
8
The European journal of finance
8
Discussion papers / CEPR
7
International journal of financial engineering
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk
7
Research paper series / Swiss Finance Institute
7
Review of derivatives research
7
Review of quantitative finance and accounting
7
The journal of futures markets
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ECONIS (ZBW)
22
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10
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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
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:
4
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:
5
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:
6
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:
7
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
8
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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
Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren
;
Bladt, Mogens
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10013367850
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