//--> //--> //-->
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
~subject:"Risikomaß"
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: person:"Mozumder, Sharif"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
Option pricing theory
8
Optionspreistheorie
8
Risk measure
6
Statistical distribution
6
Statistische Verteilung
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Estimation
4
Schätzung
4
Theorie
4
Theory
4
Generalized hyperbolic distributions
3
Hedging
3
Lévy pricing
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risk
3
expected shortfall
3
Ausreißer
2
Back-testing
2
Derivat
2
Derivative
2
Experiment
2
Extreme value
2
Fast Fourier transform
2
GARCH
2
GARCH pricing
2
Lévy-Khintchine formula
2
Lévy–Kintchine formula
2
Measurement
2
Messung
2
Option trading
2
Optionsgeschäft
2
Outliers
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Mozumder, Sharif
6
Dempsey, Michael
5
Kabir, M. Humayun
3
Choudhry, Taufiq
2
Kabir, Humayun
1
Rahman, Arafatur
1
Published in...
All
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Global finance journal
1
Investment management and financial innovations
1
Journal of risk finance : the convergence of financial products and insurance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
2
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
3
Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Global finance journal
37
(
2018
),
pp. 248-261
Persistent link: https://www.econbiz.de/10012125354
Saved in:
4
Back-testing extreme value and Lévy value-at-risk models : evidence from international futures markets
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011653721
Saved in:
5
Do coherent risk measures identify assets risk profiles similarly? : evidence from international futures markets
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 361-380
Persistent link: https://www.econbiz.de/10011875432
Saved in:
6
Market risk of investment in us subprime crisis : comparison of a pure diffusion and a pure jump model
Mozumder, Sharif
;
Rahman, Arafatur
- In:
Annals of financial economics
11
(
2016
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011685729
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->