//--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
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:"Fractional Brownian Motion"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
2
Stochastischer Prozess
2
ARCH model
1
ARCH-Modell
1
Carbon option price forecasting
1
Emissions trading
1
Emissionshandel
1
Experiment
1
Forecast
1
Forecasting model
1
Fractional Brownian motion
1
Fractional Brownian motion (FBM)
1
GARCH
1
Greenhouse gas emissions
1
Investing-horizon dependence
1
Kelly fraction
1
Kelly investing strategy
1
Lifetime portfolio selection
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Prognoseverfahren
1
Theorie
1
Theory
1
Treibhausgas-Emissionen
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Huang, Shang-Ho
1
Liu, Qiang
1
Liu, Zhibin
1
Xiang, Yun
1
Zhao, Yonghong
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Physica A: Statistical Mechanics and its Applications
33
Statistical Inference for Stochastic Processes
22
Stochastic Processes and their Applications
18
Statistics & Probability Letters
13
Quantitative finance
8
MPRA Paper
7
Cowles Foundation Discussion Papers
6
International journal of theoretical and applied finance
6
Advances in Economic and Financial Research - DOFIN Working Paper Series
4
Econometric reviews
4
Finance and Stochastics
4
Journal of mathematical finance
4
Risk and decision analysis
4
CREATES Research Papers
3
Computational economics
3
Finance and stochastics
3
International journal of financial engineering
3
LSE Research Online Documents on Economics
3
Mathematics and Computers in Simulation (MATCOM)
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
RePAd Working Paper Series
3
Risks : open access journal
3
Agricultural finance review
2
Annals of finance
2
BORRADORES DE ECONOMIA
2
Borradores de Economia
2
Discussion Papers / Business School, University of Exeter
2
Economic Modelling
2
Economic modelling
2
Finance
2
Financial innovation : FIN
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Mathematical finance
2
Mathematics and financial economics
2
Mathematics of operations research
2
Quantitative Finance
2
SSE/EFI Working Paper Series in Economics and Finance
2
Tübinger Diskussionsbeiträge
2
Working Papers / HAL
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Carbon option price forecasting based on modified
fractional
Brownian
motion
optimized by GARCH model in carbon emission trading
Liu, Zhibin
;
Huang, Shang-Ho
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012667720
Saved in:
2
An outperforming investment strategy under
fractional
Brownian
motion
Liu, Qiang
;
Xiang, Yun
;
Zhao, Yonghong
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 505-515
Persistent link: https://www.econbiz.de/10012120123
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->