//--> //--> //-->
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"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
Finanzmarkt
Stochastic process
Volatilität
Theorie
7
Theory
7
Stochastischer Prozess
6
Time series analysis
6
Zeitreihenanalyse
6
State space model
5
Volatility
5
Zustandsraummodell
5
Estimation theory
4
Schätztheorie
4
Simulation
4
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Forecasting model
2
Long memory
2
Long-memory
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Wavelet analysis
2
Wavelet estimation
2
ARFIMA
1
Arbeitslosigkeit
1
Arbeitsmarkt
1
Arbeitsuche
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
8
Language
All
Bosnian
English
Author
All
Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
Stiglitz, Joseph E.
Jawadi, Fredj
4
Li, Yong
4
Bianchi, Michele Leonardo
2
Blueschke, D.
2
Blueschke-Nikolaeva, V.
2
Carr, Peter
2
Ftiti, Zied
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jang, Tae-Seok
2
Kendrick, David A.
2
Khani, Ali
2
Kim, See-Woo
2
Liang, Rubing
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Neck, Reinhard
2
Prigent, Jean-Luc
2
Péguin-Feissolle, Anne
2
Ranjbar, Mojtaba
2
Tiwari, Aviral Kumar
2
Xia, Qiang
2
Zhang, Jin-Yu
2
Abdi-Mazraeh, Somayeh
1
Abid, Ilyes
1
Adl, A.
1
Afuecheta, Emmanuel
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, Davood
1
Akira Toda, Alexis
1
Aksoy, Ümit
1
Aloy, Marcel
1
Aminimehr, Akbar
1
Aminimehr, Amin
1
Aminimehr, Amirhossein
1
Amman, Hans M.
1
more ...
less ...
Published in...
All
Computational 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
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 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
Europe on the brink : debt crisis and dissent in the European periphery
1
Financial innovation : FIN
1
Insurance / Mathematics & economics
1
International differences in growth rates : market globalization and economic areas
1
International journal of theoretical and applied finance : IJTAF
1
Journal / The Capco Institute : journal of financial transformation
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->