//--> //--> //--> //-->
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:"Dijk, Dick van"
~person:"Landsman, Zinoviy"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
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:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Portfolio selection
Statistical distribution
43
Statistische Verteilung
43
Theorie
28
Theory
28
Risikomaß
15
Risk measure
15
Forecasting model
12
Prognoseverfahren
12
Multivariate Analyse
11
Multivariate analysis
11
Measurement
9
Messung
9
Portfolio-Management
8
Probability theory
8
Wahrscheinlichkeitsrechnung
8
Capital income
6
Estimation theory
6
Risiko
6
Risk
6
Schätztheorie
6
Estimation
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Multivariate Verteilung
5
Multivariate distribution
5
Schätzung
5
Tail conditional expectation
5
Volatility
5
Volatilität
5
Elliptical distributions
4
Time series analysis
4
Zeitreihenanalyse
4
Censoring
3
Density forecast evaluation
3
Kullback-Leibler Information Criterion
3
Value-at-Risk
3
risk management
3
Aggregation
2
more ...
less ...
Online availability
All
Undetermined
8
Free
3
Type of publication
All
Article
10
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
13
Author
All
Dijk, Dick van
Landsman, Zinoviy
Fabozzi, Frank J.
21
Račev, Svetlozar T.
19
Paolella, Marc S.
16
Lucas, André
15
Bollerslev, Tim
12
Kim, Young Shin
11
Opschoor, Anne
10
Vries, Casper G. de
10
Diebold, Francis X.
9
Härdle, Wolfgang
9
Jondeau, Eric
8
Stoyanov, Stoyan V.
8
Andersen, Torben
7
Caporin, Massimiliano
7
Gupta, Rangan
7
Hyung, Namwon
7
Jacobs, Kris
7
Madan, Dilip B.
7
Polak, Pawel
7
Asai, Manabu
6
Eling, Martin
6
Fujiwara, Ippei
6
Garcia, René
6
Girard, Stéphane
6
Labys, Paul
6
Mao, Tiantian
6
Nagakura, Daisuke
6
Okhrin, Yarema
6
Satchell, Stephen
6
Stoja, Evarist
6
Almeida, Caio
5
Ardison, Kym
5
Bali, Turan G.
5
Bianchi, Michele Leonardo
5
Bodnar, Taras
5
Chabi-Yo, Fousseni
5
Daouia, Abdelaati
5
Dobrev, Dobrislav
5
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
Discussion paper / Tinbergen Institute
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Econometric Institute research papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
North American actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
11
-
13
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 172-186
Persistent link: https://www.econbiz.de/10011428649
Saved in:
12
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
13
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->