//--> //--> //--> //-->
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
~isPartOf:"Annual World Bank Conference on Development Economics 2000"
~isPartOf:"Computational economics"
~isPartOf:"Papers and proceedings of the ... annual congress of the European Economic Association"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Boutahar, Mohamed"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Stochastic process"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
Finanzmarkt
Stochastic process
Time series analysis
Volatilität
Theorie
11
Theory
11
Zeitreihenanalyse
8
Stochastischer Prozess
7
Volatility
6
State space model
5
Zustandsraummodell
5
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Simulation
4
ARMA model
3
ARMA-Modell
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option pricing theory
3
Optionspreistheorie
3
Statistical distribution
3
Statistische Verteilung
3
USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Arbeitsmarkt
2
Competition
2
Economic growth
2
Financial market
2
Forecasting model
2
Inflation
2
Labour market
2
Long memory
2
Long-memory
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Portfolio selection
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
14
Book section
1
Language
All
Bosnian
English
Author
All
Atolia, Manoj
Boubaker, Heni
Boutahar, Mohamed
Fabozzi, Frank J.
Stiglitz, Joseph E.
Gupta, Rangan
4
Jawadi, Fredj
4
Li, Yong
4
Chen, Cathy W. S.
3
Li, Yushu
3
Omay, Tolga
3
Tiwari, Aviral Kumar
3
Asai, Manabu
2
Bekiros, Stelios
2
Bhanja, Niyati
2
Bianchi, Michele Leonardo
2
Blueschke, D.
2
Blueschke-Nikolaeva, V.
2
Bouri, Elie
2
Camarero Olivas, Mariam
2
Carr, Peter
2
Ceffer, Attila
2
Chen, Yi-Ting
2
Dar, Arif Billah
2
Ftiti, Zied
2
Han, Lu
2
He, Ling-yun
2
He, Xin-Jiang
2
Huang, Ya-Chi
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jang, Tae-Seok
2
Kendrick, David A.
2
Khani, Ali
2
Kim, See-Woo
2
Kvamsdal, Sturla Furunes
2
Liang, Rubing
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Neck, Reinhard
2
more ...
less ...
Published in...
All
Annual World Bank Conference on Development Economics 2000
Computational economics
Papers and proceedings of the ... annual congress of the European Economic Association
International journal of theoretical and applied finance
6
The journal of fixed income
6
The journal of portfolio management : JPM
5
Valuation, financial modeling, and quantitative tools
5
Financial markets and instruments
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Applied financial economics
3
Economic modelling
3
Finance research letters
3
International review of financial analysis
3
Investment management and financial management
3
Journal of economic dynamics & control
3
The handbook of mortgage-backed securities
3
Energy economics
2
European economic review : EER
2
European financial management : the journal of the European Financial Management Association
2
Macroeconomic dynamics
2
Pacific economic review
2
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
2
The handbook of fixed income securities
2
The journal of portfolio management : a publication of Institutional Investor
2
The journal of structured finance
2
Advances in macroeconomic theory
1
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Asymmetric information, corporate finance, and investment
1
Econometric reviews
1
Econometric theory
1
Economic growth and capital and labour markets
1
Economica
1
Economics letters
1
Emerging markets review
1
Europe on the brink : debt crisis and dissent in the European periphery
1
Financial innovation : FIN
1
Insurance / Mathematics & economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
4
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
5
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
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
Labor market volatility in the RBC search model : a look at Hagedorn and Manovskii's calibration
Atolia, Manoj
;
Gibson, John
;
Marquis, Milton H.
- In:
Computational economics
52
(
2018
)
2
,
pp. 583-602
Persistent link: https://www.econbiz.de/10012053008
Saved in:
8
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
9
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
Saved in:
10
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->