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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~language:"eng"
~language:"fra"
~subject:"Deutschland"
~subject:"Game theory"
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Time series analysis
Deutschland
Game theory
Theorie
33
Theory
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Schätzung
11
Portfolio selection
10
Portfolio-Management
10
Risikomaß
7
Risk measure
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USA
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Volatility
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Volatilität
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Option pricing theory
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Aufsatz im Buch
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Fengler, Matthias R.
2
Herwartz, Helmut
2
Elagin, Mstislav
1
Fengler, Matthias
1
Frisch, Christoph
1
Hautsch, Nikolaus
1
Hlávka, Zdeněk
1
Huschens, Stefan
1
Härdle, Wolfgang
1
Höse, Steffi
1
Knöchlein, Germar
1
Okhrin, Ostap
1
Okhrin, Yarema
1
Ou, Yangguoyi
1
Overbeck, Ludger
1
Raters, F. H. C.
1
Sokolova, Maria
1
Spokojnyj, Vladimir G.
1
Svojik, Marek
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Wang, Qihua
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Applied quantitative finance
Understanding strategic interaction : essays in honor of Reinhard Selten
25
Internet and network economics : 5th international workshop, WINE 2009, Rome, Italy, December 14-18, 2009 ; proceedings
20
Handbook of game theory with economic applications ; Vol. 3
19
Cooperation : game-theoretic approaches ; [proceedings of the Nato Advanced Study Institute on Cooperation: Game-Theoretic Approaches, held at SUNY, Stony Brook, New York, July 18-29, 1994]
17
Handbook of game theory with economic applications ; Vol. 2
16
Internet and network economics : third international workshop, WINE 2007, San Diego, CA, USA, December 12-14, 2007 ; proceedings
12
Rational interaction : essays in honor of John C. Harsanyi
12
Current trends in economics : theory and applications; proceedings of the Third International Meeting of the Society for the Advancement of Economic Theory, Antalya, Turkey, June 1997; with 55 tables
11
Dynamic competitive analysis in marketing : proceedings of the International Workshop on Dynamic Competitive Analysis in Marketing, Montréal, Canada, September 1 - 2, 1995
10
Long memory in economics : with 50 tables
10
Handbook of financial time series
9
Internet and network economics : 4th international workshop, WINE 2008, Shanghai, China, December 17-20, 2008 ; proceedings
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
The economy as an evolving complex system
9
Handbook of experimental economics results ; Vol. 1
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Advances in economic theory ; Vol. 1
6
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
6
Economic analysis of markets and games : essays in honor of Frank Hahn
6
Microeconomics
6
Oligopoly dynamics : models and tools ; [from a conference held at the Centre for Regional Science (CERUM) at Umeå University, Sweden, 17 - 18 June 2001]
6
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
6
Social organization and mechanism design : Bibliothèque scientifique Francqui, 2 ; proceedings of the Second Francqui Colloquium, 10 - 11 June 1996, Brussels
6
Advances in economics and econometrics: theory and applications ; Vol. 1
5
Bootstrap inference in time series econometrics
5
Economic organizations as games
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
5
Evolutionary computation in economics and finance : with 66 tables
5
Exchange rate policy in Europe
5
Handbook of econometrics ; Vol. 2
5
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
5
Macroeconomic policy games
5
Multiple criteria decision making : proceedings of the 12th International Conference, Hagen (Germany)
5
Nonlinear and convex analysis in economic theory : [contributions to T.I. Tech/K.E.S Conference on Nonlinear and Convex Analysis in Economic Theory, which was held at Keio University, July 2-4, 1993]
5
Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
5
Progress in financial markets research
5
State space and unobserved component models : theory and applications
5
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1
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
2
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
3
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
4
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
Saved in:
5
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, Maria
- In:
Applied quantitative finance
,
(pp. 139-159)
.
2009
Persistent link: https://www.econbiz.de/10003746012
Saved in:
6
Least squares kernel smoothing of the implied volatility smile
Fengler, Matthias R.
;
Wang, Qihua
- In:
Applied quantitative finance
,
(pp. 193-207)
.
2009
Persistent link: https://www.econbiz.de/10003746018
Saved in:
7
Application of extended Kalman filter to SPD estimation
Hlávka, Zdeněk
;
Svojik, Marek
- In:
Applied quantitative finance
,
(pp. 233-247)
.
2009
Persistent link: https://www.econbiz.de/10003746408
Saved in:
8
Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Applied quantitative finance
,
(pp. 249-274)
.
2009
Persistent link: https://www.econbiz.de/10003746411
Saved in:
9
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
10
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
Saved in:
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