//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Lin, Sha"
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~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
| 19 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
Finanzmarkt
Kapitaleinkommen
Stochastic process
Volatilität
Theorie
20
Theory
20
Portfolio selection
12
Portfolio-Management
12
Stochastischer Prozess
11
Volatility
11
Option pricing theory
10
Optionspreistheorie
10
Capital income
8
Statistical distribution
8
Statistische Verteilung
8
USA
7
United States
7
Time series analysis
6
Zeitreihenanalyse
6
Aktienmarkt
5
Derivat
5
Derivative
5
State space model
5
Stock market
5
Zustandsraummodell
5
Börsenkurs
4
Credit risk
4
Estimation
4
Estimation theory
4
Forecasting model
4
Hedging
4
Kreditrisiko
4
Prognoseverfahren
4
Schätztheorie
4
Schätzung
4
Share price
4
Simulation
4
Anlageverhalten
3
Behavioural finance
3
CAPM
3
Credit derivative
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
25
Language
All
Bosnian
English
Author
All
Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
Lin, Sha
Stiglitz, Joseph E.
McAleer, Michael
15
McMillan, David G.
11
Asai, Manabu
10
Jawadi, Fredj
9
Maasoumi, Esfandiar
8
Faff, Robert W.
7
Li, Kai
7
Račev, Svetlozar T.
7
Lux, Thomas
6
Speight, Alan E. H.
6
Taylor, Robert
6
Westerhoff, Frank H.
6
Caporale, Guglielmo Maria
5
Chelley-Steeley, Patricia L.
5
He, Xue-zhong
5
Kirchler, Michael
5
Li, Yong
5
Poshakwale, Sunil S.
5
Satchell, Stephen
5
Yu, Jun
5
Bordignon, Silvano
4
Branger, Nicole
4
Brooks, Robert
4
Cavaliere, Giuseppe
4
Ftiti, Zied
4
Gallegati, Mauro
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Hamori, Shigeyuki
4
Hanaki, Nobuyuki
4
Huber, Jürgen
4
Kendrick, David A.
4
Kollmann, Robert
4
Péguin-Feissolle, Anne
4
Steeley, James M.
4
Switzer, Lorne N.
4
Teräsvirta, Timo
4
Tu, Jun
4
Akiyama, Eizo
3
more ...
less ...
Published in...
All
Applied financial economics
Computational economics
Econometric reviews
Journal of economic dynamics & control
The journal of portfolio management : a publication of Institutional Investor
International journal of theoretical and applied finance
6
The journal of fixed income
6
The journal of portfolio management : JPM
6
Valuation, financial modeling, and quantitative tools
6
Financial markets and instruments
5
Finance research letters
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
International review of financial analysis
3
Investment management and financial management
3
The handbook of fixed income securities
3
The handbook of mortgage-backed securities
3
European economic review : EER
2
European financial management : the journal of the European Financial Management Association
2
Journal of banking & finance
2
Pacific economic review
2
Papers and proceedings of the ... annual congress of the European Economic Association
2
The journal of futures markets
2
The journal of structured finance
2
Advances in macroeconomic theory
1
Analytical models for financial modeling and risk management
1
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Annual World Bank Conference on Development Economics 2000
1
Applied economics letters
1
Asymmetric information, corporate finance, and investment
1
Econometric theory
1
Economic growth and capital and labour markets
1
Economic modelling
1
Economica
1
Economics letters
1
Emerging markets review
1
Energy economics
1
Europe on the brink : debt crisis and dissent in the European periphery
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
21
-
25
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Liaisons dangereuses : increasing connectivity, risk sharing, and systemic risk
Battiston, Stefano
;
Delli Gatti, Domenico
;
Gallegati, Mauro
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1121-1141
Persistent link: https://www.econbiz.de/10009634277
Saved in:
22
Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions
Papenbrock, Jochen
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
19
(
2009
)
16/18
,
pp. 1401-1416
The emergence of Credit Default Swap (CDS) indices and corresponding credit risk transfer markets with high liquidity and narrow bid-ask spreads has created standard benchmarks for market credit risk and correlation against which portfolio credit risk models can be calibrated. Integrated risk...
Persistent link: https://www.econbiz.de/10003886215
Saved in:
23
Sin stock returns
Fabozzi, Frank J.
;
Ma, K. C.
;
Oliphant, Becky J.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10009520480
Saved in:
24
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
Saved in:
25
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->