//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Insurance / Mathematics & economics"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Shevchenko, Pavel V."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
Finanzmarkt
Stochastic process
Volatilität
Theorie
12
Theory
12
Stochastischer Prozess
10
Portfolio selection
6
Portfolio-Management
6
Time series analysis
6
Zeitreihenanalyse
6
Option pricing theory
5
Optionspreistheorie
5
State space model
5
Volatility
5
Zustandsraummodell
5
Estimation theory
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Mortality
4
Risikomanagement
4
Risk management
4
Schätztheorie
4
Simulation
4
Statistical distribution
4
Statistische Verteilung
4
Sterblichkeit
4
Estimation
3
Forecasting model
3
Lebensversicherung
3
Life insurance
3
Private Altersvorsorge
3
Private retirement provision
3
Prognoseverfahren
3
Risikomodell
3
Risk model
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Basel Accord
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
12
Language
All
Bosnian
English
Author
All
Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
Shevchenko, Pavel V.
Stiglitz, Joseph E.
Liang, Zongxia
11
Hainaut, Donatien
8
Young, Virginia R.
8
Guan, Guohui
7
Avanzi, Benjamin
6
Siu, Tak Kuen
6
Wong, Hoi Ying
6
Bayraktar, Erhan
5
Li, Zhongfei
5
Shen, Yang
5
Wong, Bernard
5
Yang, Hailiang
5
Zeng, Yan
5
Jawadi, Fredj
4
Landriault, David
4
Li, Xiaohu
4
Li, Yong
4
Loisel, Stéphane
4
Pelsser, Antoon André Jean
4
Weng, Chengguo
4
Yamazaki, Kazutoshi
4
Zhuo, Jin
4
Cai, Jun
3
Chen, Ping
3
Delong, Łukasz
3
Eisenberg, Julia
3
Hu, Yijun
3
Li, Bin
3
Li, Shuanming
3
Lu, Yi
3
Pérez, José-Luis
3
Trufin, Julien
3
Wang, Rongming
3
Wang, Yongjin
3
Wei, Wei
3
Yang, Xuewei
3
Zhang, Zhimin
3
more ...
less ...
Published in...
All
Computational economics
Insurance / Mathematics & economics
International journal of theoretical and applied finance
6
The journal of fixed income
5
The journal of portfolio management : JPM
5
Valuation, financial modeling, and quantitative tools
5
Financial markets and instruments
4
Applied financial economics
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
European economic review : EER
2
European financial management : the journal of the European Financial Management Association
2
Pacific economic review
2
Papers and proceedings of the ... annual congress of the European Economic Association
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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 actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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
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
Energy economics
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
Europe on the brink : debt crisis and dissent in the European periphery
1
Financial innovation : FIN
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
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
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
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...
//-->