//--> //--> //-->
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
~accessRights:"restricted"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Skoog, Gary R."
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Article"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Portfolio selection
35
Portfolio-Management
35
Theorie
34
Theory
34
Option pricing theory
19
Optionspreistheorie
19
CAPM
13
Volatility
13
Volatilität
13
Estimation
12
Risikoprämie
12
Risk premium
12
Schätzung
12
Welt
12
World
12
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
USA
10
United States
10
Risk management
9
Credit risk
8
Kreditrisiko
8
Risikomanagement
8
Statistical distribution
8
Derivat
7
Derivative
7
Anleihe
6
Bond
6
Performance measurement
6
Performance-Messung
6
Risiko
6
Risk
6
ARCH model
5
ARCH-Modell
5
Anlageverhalten
5
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
8
Handbook
1
Handbuch
1
Language
All
Czech
English
Author
All
Fabozzi, Frank J.
Skoog, Gary R.
Landsman, Zinoviy
11
Madan, Dilip B.
10
Hoga, Yannick
8
Kim, Young Shin
8
Nadarajah, Saralees
8
Furman, Edward
7
Parmeter, Christopher F.
7
Su, Jianxi
7
Wang, King
7
Wu, Ximing
7
Blazsek, Szabolcs
6
Chang, Kuang-Liang
6
Natarajan, Karthik
6
Paolella, Marc S.
6
Perote, Javier
6
Ravazzolo, Francesco
6
Shushi, Tomer
6
Taylor, James W.
6
Wang, Ruodu
6
Akira Toda, Alexis
5
Beirlant, Jan
5
Chen, Zhi
5
Cossette, Hélène
5
Cui, Zhenyu
5
Gupta, Rangan
5
Härdle, Wolfgang
5
Kang, Kyu Ho
5
Liang, Fang
5
Loperfido, Nicola
5
Lucas, André
5
Mao, Tiantian
5
Mizuno, Takayuki
5
Opschoor, Anne
5
Pierdzioch, Christian
5
Polak, Pawel
5
Račev, Svetlozar T.
5
Tang, Qihe
5
Taylor, Greg
5
Vanduffel, Steven
5
more ...
less ...
Published in...
All
Computational economics
2
Econometric reviews
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of forensic economics
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
4
The Markov model of labor force activity 2012-17 : extended tables of central tendency, shape, percentile points, and bootstrap standard errors
Skoog, Gary R.
;
Ciecka, James E.
;
Von Krueger, Kurt
- In:
Journal of forensic economics
28
(
2019
)
1/2
,
pp. 15-108
Persistent link: https://www.econbiz.de/10012420304
Saved in:
5
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
6
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
7
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
8
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->