//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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:"Stochastik"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Share price
USA
Statistical distribution
132
Statistische Verteilung
132
Theorie
99
Theory
99
Forecasting model
87
Prognoseverfahren
87
Estimation
53
Schätzung
53
Capital income
50
Kapitaleinkommen
50
Factor analysis
43
Faktorenanalyse
43
Risikomaß
40
Risk measure
40
ARCH model
36
ARCH-Modell
36
Time series analysis
31
Zeitreihenanalyse
31
Volatility
30
Volatilität
30
Estimation theory
26
Portfolio selection
26
Portfolio-Management
26
Schätztheorie
26
Börsenkurs
21
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Outliers
18
Ausreißer
17
Multivariate Verteilung
16
Multivariate distribution
16
Risiko
14
Risk
14
Markov chain
12
Markov-Kette
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomanagement
12
Risk management
12
more ...
less ...
Online availability
All
Undetermined
18
Free
1
Type of publication
All
Article
28
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Conference paper
Article in journal
29
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
29
Author
All
Xu, Dinghai
3
Massacci, Daniele
2
Wang, Donghua
2
Allen, David E.
1
Blazsek, Szabolcs
1
Byun, Suk Joon
1
Chan, Kam C.
1
Chang, Dongfeng
1
Chang, Kuang-Liang
1
Chu, Guoqing
1
Della Giusta, Marina
1
Di Tommaso, Maria Laura
1
Ding, Jin
1
Dockner, Engelbert J.
1
Dorffner, Georg
1
Fall, Malick
1
Fok, Robert C. W.
1
Fornari, Fabio
1
Giovannelli, Alessandro
1
Goczek, Łukasz
1
He, Xue-zhong
1
Ji, Jingru
1
Jiang, Yuexiang
1
Kim, Jun Sik
1
Kim, Sang Bong
1
Li, Chenxing
1
Li, Youwei
1
Long, Huaigang
1
Louhichi, Waël
1
Maheu, John M.
1
Mele, Antonio
1
Mendoza, Vicente
1
Nam, Chu-ha
1
Pan, Ming-Shiun
1
Pollastri, Alessandro
1
Powell, Robert
1
Rewat Khanthaporn
1
Rodrigues, Paulo Jorge Maurício
1
Schittenkopf, Christian
1
Schlag, Christian
1
more ...
less ...
Published in...
All
Applied economics
Journal of empirical finance
Journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
22
The journal of futures markets
16
The review of financial studies
16
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economics and statistics
14
Applied financial economics
12
Economics letters
12
International journal of forecasting
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Economic modelling
10
Journal of applied econometrics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
8
Journal of political economy
8
The European journal of finance
8
Applied economics letters
7
Journal of banking & finance
7
The journal of finance : the journal of the American Finance Association
7
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
International journal of theoretical and applied finance
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
The journal of real estate finance and economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy economics
4
International Journal of Financial Studies : open access journal
4
International journal of hospitality management
4
International review of financial analysis
4
Journal of business research : JBR
4
Journal of economic dynamics & control
4
Journal of legal economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10012796266
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
4
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
5
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
6
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
7
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi
- In:
Journal of empirical finance
62
(
2021
),
pp. 327-345
Persistent link: https://www.econbiz.de/10012693441
Saved in:
8
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
9
Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Applied economics
53
(
2021
)
50
,
pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
Saved in:
10
Combining a self-exciting point process with the truncated generalized Pareto distribution : an extreme risk analysis under price limits
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
;
Xu, Chi
- In:
Journal of empirical finance
57
(
2020
),
pp. 52-70
Persistent link: https://www.econbiz.de/10012430436
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->