//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : JOD"
~language:"ell"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"ARMA model"
~type_genre:"Article in journal"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
Theorie
6
Theory
6
Portfolio selection
4
Portfolio-Management
4
ARCH model
3
ARCH-Modell
3
Option pricing theory
3
Optionspreistheorie
3
Hedging
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
ARMA-Modell
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic variability
1
Benchmarking
1
Bias correction
1
CAPM
1
Capital income
1
Conditional value-at-risk
1
Corporate bond
1
Credit risk
1
Currency derivative
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Diebold-Mariano framework
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Exchange rate risk
1
Factor analysis
1
Faktorenanalyse
1
Fat-tailed distributions
1
Financial market
1
Finanzmarkt
1
Foreign exchange management
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Congress report
Hochschulschrift
Aufsatz in Zeitschrift
1
Language
All
Modern Greek (1453-)
English
Author
All
Fabozzi, Frank J.
Bianchi, Michele Leonardo
1
Białkowski, Je̜drzej
1
Darolles, Serge
1
Ellwanger, Reinhard
1
Ferland, René
1
Ho, Kin-Yip
1
Kim, Young Shin
1
Lalancette, Simon
1
LeFol, Gaëlle
1
Lee, Jaehyun
1
Mitov, Ivan
1
Park, Young S.
1
Paschke, Raphael
1
Pong, Shiuyan
1
Prokopczuk, Marcel
1
Račev, Svetlozar T.
1
Shackleton, Mark B.
1
Shi, Yanlin
1
Snudden, Stephen
1
Taylor, Stephen
1
Xu, Xinzhong
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of derivatives : JOD
Annals of economics and finance
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->