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~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
67
Markov-Kette
66
Theorie
29
Theory
29
Option pricing theory
27
Optionspreistheorie
27
Stochastic process
20
Stochastischer Prozess
20
Derivat
13
Derivative
13
Yield curve
11
Zinsstruktur
11
Volatility
9
Volatilität
9
Portfolio selection
8
Portfolio-Management
8
Credit risk
7
Kreditrisiko
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Börsenkurs
6
Interest rate
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Zins
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CAPM
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Martingal
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Martingale
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Credit derivative
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Estimation
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Kreditderivat
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Option trading
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Optionsgeschäft
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Risikoprämie
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Risk premium
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Schätzung
4
Bayesian inference
3
Financial services
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Finanzdienstleistung
3
Multivariate Verteilung
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Multivariate distribution
3
Securities trading
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Aufsatz in Zeitschrift
Sammlung
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6
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Aurell, Erik
1
Bellini, Fabio
1
Chan, Leunglung
1
Elliott, Robert J.
1
Figà-Talamanca, Gianna
1
Gatumel, Mathieu
1
Ielpo, Florian
1
Kohlmorgen, Jens
1
Kouritzin, Michael A.
1
Lemm, Steven
1
Liehr, Stefan
1
Muratore-Ginanneschi, Paolo
1
Müller, Klaus-Robert
1
Pawelzik, Klaus
1
Siu, Tak Kuen
1
Zeng, Yong
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International journal of theoretical and applied finance
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Energy economics
23
Economic modelling
22
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
18
Applied economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Economics letters
14
Finance research letters
13
Journal of forecasting
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
11
International review of financial analysis
11
Journal of economic dynamics & control
10
Applied economics letters
9
Econometric reviews
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Quantitative finance
9
Research in international business and finance
9
Computational economics
8
Journal of applied econometrics
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of the American Statistical Association : JASA
8
International journal of economics and finance
7
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
6
Insurance / Mathematics & economics
6
International Journal of Financial Studies : open access journal
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative marketing and economics : QME
6
Risks : open access journal
6
The journal of futures markets
6
Economic research
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ECONIS (ZBW)
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1
The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
Saved in:
2
Option pricing for GARCH models with Markov switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
Saved in:
3
Bayesian model selection via filtering for a class of micro-movement models of asset price
Kouritzin, Michael A.
;
Zeng, Yong
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10002625269
Saved in:
4
Detecting and modeling tail dependence
Bellini, Fabio
;
Figà-Talamanca, Gianna
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10002111461
Saved in:
5
Financial friction and multiplicative Markov market games
Aurell, Erik
;
Muratore-Ginanneschi, Paolo
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 501-510
Persistent link: https://www.econbiz.de/10001523035
Saved in:
6
Prediction of financial data with Hidden Markov Mixtures of Experts
Liehr, Stefan
;
Pawelzik, Klaus
;
Kohlmorgen, Jens
;
Lemm, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 593
Persistent link: https://www.econbiz.de/10001524504
Saved in:
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