//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"Financial market"
~subject:"Finanzmarkt"
~subject:"Multivariate distribution"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
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_exact:"Testverteilung"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Financial market
Finanzmarkt
Multivariate distribution
Schätzung
Statistische Verteilung
Statistical distribution
124
Theorie
46
Theory
46
Option pricing theory
45
Optionspreistheorie
45
Volatility
33
Volatilität
33
Capital income
26
Kapitaleinkommen
26
Estimation
25
Stochastic process
23
Stochastischer Prozess
23
Portfolio selection
20
Portfolio-Management
20
ARCH model
15
ARCH-Modell
15
Börsenkurs
15
Risikomaß
15
Risk measure
15
Share price
15
Multivariate Verteilung
13
Derivat
12
Derivative
12
USA
12
United States
12
Option trading
11
Optionsgeschäft
11
Risiko
11
Risk
11
Aktienindex
8
Forecasting model
8
Prognoseverfahren
8
Stock index
8
Black-Scholes model
7
Black-Scholes-Modell
7
more ...
less ...
Online availability
All
Undetermined
60
Type of publication
All
Article
124
Type of publication (narrower categories)
All
Article in journal
124
Aufsatz in Zeitschrift
124
Conference paper
1
Konferenzbeitrag
1
Language
All
English
124
Author
All
Benth, Fred Espen
4
Ané, Thierry
3
Lien, Da-hsiang Donald
3
Bouchaud, Jean-Philippe
2
Chang, Kuang-Liang
2
Corrado, Charles Joseph
2
Du, Lingshan
2
Eom, Cheoljun
2
Göncü, Ahmet
2
Jeanblanc, Monique
2
Kim, Young Shin
2
Liang, Fang
2
Madan, Dilip B.
2
Perote, Javier
2
Adewuyi, Adeolu O.
1
Agarwalla, Sobhesh Kumar
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Alves, Isabel Fraga
1
Ammann, Manuel
1
Andersen, J. V.
1
Arai, Takuji
1
Ardakani, Omid M.
1
Arunachalam, V.
1
Aschakulporn, Pakorn
1
Auer, Benjamin R.
1
Ayadi, Mohamed
1
Badescu, Alexandru
1
Barbachan, José Santiago Fajardo
1
Basnarkov, Lasko
1
Baxter, Martin
1
Bedendo, Mascia
1
Belomestny, Denis
1
Bianconi, Marcelo
1
Bjørnland, Hilde Christiane
1
Blau, Benjamin
1
Bojarčenko, Svetlana I.
1
Brigo, Damiano
1
Cai, Yuzhi
1
Cai, Zhe
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Insurance / Mathematics & economics
195
Journal of econometrics
169
Discussion paper / Tinbergen Institute
114
Economics letters
94
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Risks : open access journal
76
European journal of operational research : EJOR
66
Econometric reviews
57
Journal of banking & finance
56
Applied economics
51
Econometric theory
51
Finance research letters
51
Working paper
44
Discussion paper / Center for Economic Research, Tilburg University
43
Economic modelling
43
Journal of forecasting
43
NBER Working Paper
43
Applied economics letters
42
NBER working paper series
42
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Quantitative finance
41
The journal of operational risk
41
Working paper / National Bureau of Economic Research, Inc.
41
Computational economics
40
Journal of empirical finance
40
Working papers
40
International review of financial analysis
37
Scandinavian actuarial journal
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
Statistics in transition : an international journal of the Polish Statistical Association
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
The European journal of finance
33
Journal of economic dynamics & control
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Research paper series / Swiss Finance Institute
31
more ...
less ...
Source
All
ECONIS (ZBW)
124
Showing
1
-
10
of
124
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
2
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
3
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
4
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
5
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
6
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
7
Option pricing with maximum entropy densities : the inclusion of higher-order moments
Ardakani, Omid M.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1821-1836
Persistent link: https://www.econbiz.de/10013465823
Saved in:
8
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Recovering subjective probability distributions
Yamazaki, Akira
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1234-1263
Persistent link: https://www.econbiz.de/10013287943
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->