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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Härdle, Wolfgang"
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Article"
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Risikomaß
Statistical distribution
Theorie
130
Theory
130
Portfolio selection
88
Portfolio-Management
88
Option pricing theory
49
Optionspreistheorie
49
Volatility
44
Volatilität
44
USA
43
United States
43
Estimation
38
Schätzung
38
Statistische Verteilung
31
Risk measure
30
CAPM
28
Capital income
28
Kapitaleinkommen
28
Stochastic process
28
Stochastischer Prozess
28
Derivat
26
Derivative
26
Estimation theory
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Schätztheorie
26
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24
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23
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23
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23
Prognoseverfahren
23
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22
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22
Risikoprämie
21
Risk premium
21
Hedging
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
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17
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17
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Article
52
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52
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45
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44
Graue Literatur
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Non-commercial literature
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11
Collection of articles of several authors
3
Sammelwerk
3
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Czech
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Fabozzi, Frank J.
Härdle, Wolfgang
Nadarajah, Saralees
33
Wang, Ruodu
31
Račev, Svetlozar T.
27
Hammoudeh, Shawkat
23
McAleer, Michael
21
Righi, Marcelo Brutti
21
Kim, Young Shin
17
Landsman, Zinoviy
17
Madan, Dilip B.
17
Perote, Javier
17
Mensi, Walid
16
Paolella, Marc S.
16
Boonen, Tim J.
15
Guillén, Montserrat
15
Peng, Liang
15
Sarabia Alzaga, José Maria
15
Uryasev, Stan
15
Furman, Edward
14
Gupta, Rangan
14
Gómez-Déniz, Emilio
14
Kang, Sang Hoon
14
Mao, Tiantian
14
Rosazza Gianin, Emanuela
14
Tan, Ken Seng
14
Tiwari, Aviral Kumar
14
Vanduffel, Steven
14
Weiß, Gregor
14
Cai, Jun
13
Caporin, Massimiliano
13
Cheung, Ka Chun
13
Embrechts, Paul
13
Janabi, Mazin A. M. al
13
Lucas, André
13
Satchell, Stephen
13
Taylor, James W.
13
Wied, Dominik
13
Asimit, Alexandru V.
12
Bali, Turan G.
12
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Journal of banking & finance
4
Computational economics
3
International journal of theoretical and applied finance
3
Journal of econometrics
3
Quantitative finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of the American Statistical Association : JASA
2
Review of quantitative finance and accounting
2
The journal of asset management
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and finance
1
Annals of finance
1
Annals of operations research
1
Econometric reviews
1
Economics letters
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
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of statistical and econometric methods
1
Research in international business and finance
1
Review of derivatives research
1
The Singapore economic review
1
The econometrics journal
1
The journal of alternative investments : JAI
1
The journal of portfolio management : a publication of Institutional Investor
1
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ECONIS (ZBW)
52
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52
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
3
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
4
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
5
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
6
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
7
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
8
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
9
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
10
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
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