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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Statistical distribution
37
Statistische Verteilung
37
Theorie
18
Theory
18
Option pricing theory
12
Optionspreistheorie
12
Volatility
12
Volatilität
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
12
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Aufsatz in Zeitschrift
Article in journal
12
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English
12
Author
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Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Chen, Qian
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Dossani, Asad
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Hallam, Mark
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Lee, Soonhee
1
Li, Jingrui
1
Olmo, Jose
1
Parent, Léo
1
Pelagatti, Matteo
1
Podobnik, Boris
1
Power, Gabriel J.
1
Sbrana, Giacomo
1
Sopranzetti, Ben J.
1
Stanley, H. Eugene
1
Toupin, Dominique
1
Uberti, Pierpaolo
1
Wang, Chao
1
Wang, Gang-Jin
1
Zhou, Wei-Xing
1
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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 banking & finance
14
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
International journal of theoretical and applied finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
European journal of operational research : EJOR
5
Journal of financial economics
5
Journal of risk
5
The econometrics journal
5
Econometric theory
4
Review of quantitative finance and accounting
4
The journal of asset management
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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ECONIS (ZBW)
12
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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
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
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
5
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:
6
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:
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
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:
9
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:
10
Statistical tests of distributional scaling properties for financial return series
Hallam, Mark
;
Olmo, Jose
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
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