//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risiko"
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
Capital income
Nichtparametrisches Verfahren
Risiko
Statistical distribution
34
Statistische Verteilung
34
Theorie
17
Theory
17
Option pricing theory
12
Optionspreistheorie
12
Risikomaß
10
Risk measure
10
Stochastic process
10
Stochastischer Prozess
10
Volatility
10
Volatilität
10
Kapitaleinkommen
9
Portfolio selection
8
Portfolio-Management
8
Forecasting model
6
Markov chain
6
Markov-Kette
6
Estimation
5
Schätzung
5
Börsenkurs
4
Estimation theory
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
Risk
4
Schätztheorie
4
Share price
4
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Expected shortfall
3
Kurtosis
3
Lévy process
3
Portfolio optimization
3
Tail risk
3
ARCH model
2
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Chen, Qian
1
Chen, Yi-Hsuan
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Dossani, Asad
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Giacometti, Rosella
1
Hallam, Mark
1
Huptas, Roman
1
Härdle, Wolfgang
1
Jiang, Zhi-Qiang
1
John, Kose
1
Lee, Soonhee
1
Li, Jingrui
1
Mausser, Helmut
1
Mihoci, Andrija
1
Olmo, Jose
1
Parent, Léo
1
Paterlini, Sandra
1
Podobnik, Boris
1
Power, Gabriel J.
1
Romanko, Oleksandr
1
Sopranzetti, Ben J.
1
Stanley, H. Eugene
1
Torri, Gabriele
1
Toupin, Dominique
1
Uberti, Pierpaolo
1
Wang, Chao
1
Wang, Gang-Jin
1
Zhou, Wei-Xing
1
more ...
less ...
Published in...
All
Quantitative finance
International journal of forecasting
56
Insurance / Mathematics & economics
44
Journal of econometrics
34
Applied economics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of banking & finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
17
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economic modelling
13
Economics letters
13
International review of economics & finance : IREF
13
Journal of empirical finance
13
Scandinavian actuarial journal
13
International review of financial analysis
12
Econometric reviews
11
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
Applied economics letters
10
Computational economics
10
Journal of applied econometrics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Energy economics
9
European journal of operational research : EJOR
9
Research in international business and finance
9
The European journal of finance
9
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Pacific-Basin finance journal
8
Astin bulletin : the journal of the International Actuarial Association
7
Discussion papers / CEPR
7
International journal of theoretical and applied finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of risk
6
Research paper series / Swiss Finance Institute
6
Econometric theory
5
Review of derivatives research
5
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
4
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:
5
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:
6
Tail risks in large portfolio selection : penalized quantile and expectile minimum deviation models
Giacometti, Rosella
;
Torri, Gabriele
;
Paterlini, Sandra
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 243-261
Persistent link: https://www.econbiz.de/10012424587
Saved in:
7
Realized higher-order comoments
Bae, Kwangil
;
Lee, Soonhee
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 421-429
Persistent link: https://www.econbiz.de/10012483831
Saved in:
8
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
9
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
Saved in:
10
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->