//--> //--> //-->
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:"Ching, Wai Ki"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"ARCH model"
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Theory"
~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
ARCH model
Asset-Backed Securities
Finanzmarkt
Theory
Volatilität
Theorie
5
Markov chain
4
Markov-Kette
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
ARCH-Modell
2
Credit derivative
2
Credit risk
2
Kreditderivat
2
Kreditrisiko
2
Lévy processes
2
Modellierung
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Scientific modelling
2
Statistical distribution
2
Statistische Verteilung
2
Affine jump diffusion model
1
Bid and ask quotes
1
Bid-ask spread
1
Characteristic function
1
Correlation
1
Correlations
1
Cox-Ingersoll-Ross model
1
Credit default swap
1
Credit default swap (CDS)
1
Currency management
1
Currency pairs trading
1
Currency risk
1
Derivat
1
Derivative
1
Economic default time
1
Economic model
1
Einkommenshypothese
1
Exchange rate
1
more ...
less ...
Online availability
All
Undetermined
8
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
Ching, Wai Ki
Fabozzi, Frank J.
Stiglitz, Joseph E.
Chen, Cathy W. S.
5
Halkos, George E.
5
Hespeler, Frank
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Amman, Hans M.
4
Li, Yong
4
Li, Yushu
4
Siu, Tak Kuen
4
Sun, Edward W.
4
Alfarano, Simone
3
Atolia, Manoj
3
Bekiros, Stelios
3
Brorsen, B. Wade
3
Caporale, Guglielmo Maria
3
Chen, Shu-Heng
3
Chen, Wei
3
Ftiti, Zied
3
Gupta, Rangan
3
He, Ling-yun
3
Kormilitsina, Anna
3
Lux, Thomas
3
Raddant, Matthias
3
Semmler, Willi
3
Tassier, Troy
3
Tiwari, Aviral Kumar
3
Tsilika, Kyriaki D.
3
Velupillai, Kumaraswamy
3
Yu, Min-Teh
3
Alkemade, Floortje
2
Arratia, Argimiro
2
Asai, Manabu
2
Avdoulas, Christos
2
Barde, Sylvain
2
Beaumont, Paul Michael
2
Ben Ameur, Hachmi
2
Boeters, Stefan
2
Boubaker, Heni
2
more ...
less ...
Published in...
All
Computational economics
Valuation, financial modeling, and quantitative tools
17
The American economic review
15
The handbook of fixed income securities
15
Investment management and financial management
13
Financial markets and instruments
9
International journal of theoretical and applied finance
9
The journal of fixed income
9
Journal of banking & finance
8
The journal of portfolio management : JPM
8
The journal of portfolio management : a publication of Institutional Investor
8
The economic journal : the journal of the Royal Economic Society
7
Applied economics
5
European economic review : EER
5
European journal of operational research : EJOR
5
Journal of economic dynamics & control
5
Journal of public economics
5
Applied financial economics
4
Finance research letters
4
Journal of economic behavior & organization : JEBO
4
Oxford review of economic policy
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
The quarterly journal of economics
4
Annals of operations research
3
Industrial and corporate change
3
International review of financial analysis
3
Oxford economic papers
3
Papers and proceedings of the ... annual congress of the European Economic Association
3
Papers and proceedings of the ... annual meeting of the American Economic Association
3
Review of quantitative finance and accounting
3
The handbook of mortgage-backed securities
3
The journal of asset management
3
Annual Bank Conference on Development Economics in Europe Proceedings : 1999 - 2000 ; [Conference Governance, Equity and Global Markets ; Conference Development Thinking at the Millennium]
2
Applied financial economics letters
2
Economics letters
2
Edmond Malinvaud ...
2
European financial management : the journal of the European Financial Management Association
2
International journal of production economics
2
Journal of development economics
2
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
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
3
Modeling credit risk with hidden Markov default intensity
Yu, Feng-Hui
;
Lu, Jiejun
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
Computational economics
54
(
2019
)
3
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10012134519
Saved in:
4
On optimal pricing model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
5
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
6
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->