//--> //--> //-->
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:"Bonomelli, Marco"
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:"Markov-Kette"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Portfolio selection
1
Portfolio-Management
1
Sharpe ratio
1
Stochastic dominance
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
1
Book section
1
Language
All
English
1
Author
All
Bonomelli, Marco
Elliott, Robert J.
47
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
33
Dijk, Herman K. van
29
Guidolin, Massimo
28
Gupta, Rangan
28
Stachurski, John
27
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Kaufmann, Sylvia
24
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Sola, Martin
24
Balbus, Lukasz
22
Dufays, Arnaud
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Paap, Richard
21
Rady, Sven
21
Doraszelski, Ulrich
20
Ravazzolo, Francesco
20
Frühwirth-Schnatter, Sylvia
19
Leiva-Leon, Danilo
19
D'Amico, Guglielmo
18
Dijk, Dick van
18
Farmer, Roger E. A.
18
Kamihigashi, Takashi
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
Guérin, Pierre
17
more ...
less ...
Published in...
All
Stochastic optimization: theory and applications
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->