//--> //--> //--> //-->
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
~person:"Bellalah, Mondher"
~person:"Diebold, Francis X."
~person:"Härdle, Wolfgang"
~person:"Songsak Sriboonchitta"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Risiko"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Book section"
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:"Theory"
Narrow search
Delete all filters
| 16 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
Nichtparametrisches Verfahren
Portfolio selection
Prognoseverfahren
Regressionsanalyse
Risiko
Strategisches Management
Volatilität
Theorie
169
Theory
169
Forecasting model
41
Estimation
27
Schätzung
27
Volatility
27
Time series analysis
24
Zeitreihenanalyse
24
Estimation theory
21
Portfolio-Management
21
Schätztheorie
21
USA
20
United States
20
Incomplete information
17
Unvollkommene Information
17
Nonparametric statistics
15
Risikomaß
15
Risk measure
15
Option pricing theory
14
Optionspreistheorie
14
Information costs
13
Regression analysis
13
Statistical distribution
13
Statistische Verteilung
13
Informationskosten
11
Kapitaleinkommen
11
Exchange rate
10
Wechselkurs
10
Multivariate Verteilung
8
Multivariate distribution
8
Risikomanagement
8
Risk management
8
Credit risk
7
more ...
less ...
Online availability
All
Undetermined
34
Free
2
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Book section
Aufsatz in Zeitschrift
80
Aufsatz im Buch
28
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
2
Übersichtsarbeit
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
107
German
1
Author
All
Bellalah, Mondher
Diebold, Francis X.
Härdle, Wolfgang
Songsak Sriboonchitta
Fabozzi, Frank J.
79
Gupta, Rangan
56
Gollier, Christian
49
Timmermann, Allan
48
Satchell, Stephen
46
Jarrow, Robert A.
45
Clements, Michael P.
41
Eeckhoudt, Louis R.
41
Madan, Dilip B.
40
Franses, Philip Hans
38
Lee, Cheng F.
37
Wong, Wing Keung
37
Linton, Oliver
35
Levy, Haim
34
Phillips, Peter C. B.
34
Korn, Ralf
32
McAleer, Michael
32
Pierdzioch, Christian
32
Račev, Svetlozar T.
31
Escobar, Marcos
29
Petropoulos, Fotios
29
Swanson, Norman R.
29
Campbell, John Y.
28
Renault, Eric
28
Siu, Tak Kuen
28
Zhou, Guofu
28
Bollerslev, Tim
27
Markowitz, Harry
27
Wang, Ruodu
27
Ferson, Wayne E.
26
Ghysels, Eric
26
Hendry, David F.
26
Herwartz, Helmut
26
Marcellino, Massimiliano
26
Wang, Yudong
26
Chiarella, Carl
25
Gouriéroux, Christian
25
Harvey, Campbell R.
25
more ...
less ...
Published in...
All
Journal of econometrics
11
Econometrics of risk
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Computational economics
4
Econometric theory
4
International journal of business
4
Finance India : the quarterly journal of Indian Institute of Finance
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of the American Statistical Association : JASA
3
The review of economics and statistics
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance
2
Decision making and risk/return optimization in financial economics
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Economics letters
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International economic review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative finance
2
Risk management decisions and value under uncertainty
2
Robustness in econometrics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of business : B
2
6th International Finance Conference on Financial Crisis and Governance
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Finance and stochastics
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; Vol. 1
1
International financial systems and stock volatility : issues and remedies
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
1
-
10
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
4
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
5
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
6
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
Bellalah, Mondher
;
Guo, Xu
;
Wu, Shuo
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 713-732)
.
2022
Persistent link: https://www.econbiz.de/10013341977
Saved in:
7
Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher
;
Hakim, Akeb
;
Si, Kehan
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 1373-1386)
.
2022
Persistent link: https://www.econbiz.de/10013342122
Saved in:
8
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:
9
Factorisable multitask quantile regression
Chao, Shih-Kang
;
Härdle, Wolfgang
;
Yuan, Ming
- In:
Econometric theory
37
(
2021
)
4
,
pp. 794-816
Persistent link: https://www.econbiz.de/10012618203
Saved in:
10
VCRIX : a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
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...
//-->