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Search: subject:"Subordination"
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Subordination
29
subordination
20
Option pricing theory
11
Optionspreistheorie
11
Stochastic process
10
Stochastischer Prozess
10
Theorie
8
Theory
6
Stochastic volatility
5
Women
5
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4
Frauen
4
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4
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4
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4
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4
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4
Statistical distribution
4
Statistische Verteilung
4
Superposition
4
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4
Volatilität
4
stochastic volatility
4
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3
Financial market
3
Financial subordination
3
Finanzmarkt
3
Gaussian subordination
3
Geschlecht
3
Labour process
3
Levy process
3
Multivariate Analyse
3
Multivariate analysis
3
Option pricing
3
SUBORDINATION
3
Weibliche Arbeitskräfte
3
Women workers
3
cooperation
3
coordination
3
financial subordination
3
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44
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68
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29
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34
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4
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50
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46
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Tinel, Bruno
7
Barndorff-Nielsen, Ole E.
4
Li, Lingfei
4
Kaltenbrunner, Annina
3
Linetsky, Vadim
3
Madan, Dilip B.
3
Shephard, Neil
3
Wyłomańska, Agnieszka
3
Aguilar, Jean-Philippe
2
Al-Dajani, Haya
2
An, Xudong
2
Baranovski, Alexander L.
2
Beran, Jan
2
Bonizzi, Bruno
2
Bosnjak, Mato
2
Bretó, Carles
2
Deng, Yongheng
2
Fajardo, José
2
Gajda, Janusz
2
Ghosh, Sucharita
2
Jaim, Jasmine
2
Kirkby, Justin Lars
2
Korbel, Jan
2
Marlow, Susan
2
Mendoza-Arriaga, Rafael
2
Michaelsen, Markus
2
Mordecki, Ernesto
2
Perraudin, Corinne
2
Powell, Jeff
2
Puzanova, Natalia
2
Sanders, Anthony B.
2
Thèvenot, Nadine
2
Valentin, Julie
2
Alami, Ilias
1
Allen, John
1
Althouse, Jeffrey
1
Alves, Carolina
1
Asche, Frank
1
Ascolani, Gianluca
1
Bali, Mehdi
1
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HAL
7
Department of Economics, Oxford University
2
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2
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1
Departamento de Economía, Universidad Pablo de Olavide
1
Deutsche Bundesbank
1
Economics Group, Nuffield College, University of Oxford
1
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
1
Handelshøgskolen, Universitetet i Stavanger
1
Hanken Svenska Handelshögskolan
1
IBMEC Business School - Rio de Janeiro
1
Lusk Center for Real Estate, Marshall School of Business
1
Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
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Physica A: Statistical Mechanics and its Applications
8
Post-Print / HAL
6
Statistics & Probability Letters
4
Cambridge journal of economics
2
Economics Series Working Papers / Department of Economics, Oxford University
2
Finance and Stochastics
2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative finance
2
Review of international political economy
2
Бизнес в законе. Экономико-юридический журнал
2
Agrarian South: Journal of Political Economy
1
Annals of University of Craiova - Economic Sciences Series
1
Análise econômica : revista da Faculdade de Ciências Econômicas, Universidade Federal do Rio Grande do Sul
1
Asia-Pacific Financial Markets
1
Behavioral Ecology
1
Business ethics, the environment & responsibility
1
CES Working Papers
1
CES working papers
1
CSIO Working Paper
1
Cahiers de la Maison des Sciences Economiques
1
Cahiers d’économie politique / Papers in Political Economy
1
Computational Statistics
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Documents de travail du Centre d'Economie de la Sorbonne
1
EBI working paper series
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics Papers from University Paris Dauphine
1
Economics Thesis from University Paris Dauphine
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European Banking Institute Working Paper Series 2020 -
1
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1
European journal of political economy
1
Finance Research Letters
1
Finance and society
1
IBMEC RJ Economics Discussion Papers
1
International Journal of Entrepreneurial Behaviour & Research
1
International journal of entrepreneurial behaviour & research
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
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RePEc
50
ECONIS (ZBW)
37
EconStor
7
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
Showing
41
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41
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk
Puzanova, Natalia
-
Deutsche Bundesbank
-
2011
This paper introduces a multivariate pure-jump Lévy process which allows for skewness and excess kurtosis of single asset returns and for asymptotic tail dependence in the multivariate setting. It is termed Variance Compound Gamma (VCG). The novelty of my approach is that, by applying a...
Persistent link: https://www.econbiz.de/10010954914
Saved in:
42
8.1. ПОДВЕДОМСТВЕННОСТЬ И ПОДСУДНОСТЬ СУДЬЯМ АРБИТРАЖНЫХ СУДОВ ДЕЛ ОБ АДМИНИСТРАТИВНЫХ ПРАВОНАРУШЕНИЯХ: ПОНЯТИЕ, ОТЛИЧИЯ, КРИТЕРИИ ПОДВЕДОМСТВЕННОСТИ...
ХАХАЛЕВА Н.В.
- In:
Бизнес в законе. …
(
2011
)
3
,
pp. 107-109
Выявляется сущность подведомственности дел об административных правонарушениях, определяются отличительные признаки. Предлагаются три критерия...
Persistent link: https://www.econbiz.de/10011223949
Saved in:
43
Is centralization a solution to the soft budget constraint problem?
Ben Basaṭ, Avi
;
Dahan, Momi
;
Klora, Esteban F.
- In:
European journal of political economy
45
(
2016
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011715059
Saved in:
44
Multivariate
subordination
of Markov processes with financial applications
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 699-747
Persistent link: https://www.econbiz.de/10011583791
Saved in:
45
ВЛАСТЬ И ОТВЕТСТВЕННОСТЬ
ПАНОВ А.Т.
- In:
ВЕСТНИК САРАТОВСКОГО …
(
2010
)
3
,
pp. 163-166
В рамках общей теории государства и права анализируются некоторые проблемы взаимосвязи, взаимозависимости и объективной детерминации таких важнейших...
Persistent link: https://www.econbiz.de/10011236014
Saved in:
46
Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling
Baranovski, Alexander L.
-
2010
In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest rates and demonstrate its considerably better performance in a fitting of the...
Persistent link: https://www.econbiz.de/10010281583
Saved in:
47
Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling
Baranovski, Alexander L.
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2010
In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest rates and demonstrate its considerably better performance in a fitting of the...
Persistent link: https://www.econbiz.de/10008568495
Saved in:
48
L’autorité ne fait pas le contrat de travail : Une critique du modèle de Simon (1951)
Chaserant, Camille
- In:
Cahiers d’économie politique / Papers in Political …
(
2010
)
58
,
pp. 61-81
Continental Law defines the employment contract by the “
subordination
” of the employee to the employer. Since Simon …
Persistent link: https://www.econbiz.de/10008833455
Saved in:
49
Discretely monitored first passage problems and barrier options : an eigenfunction expansion approach
Li, Lingfei
;
Linetsky, Vadim
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 941-977
Persistent link: https://www.econbiz.de/10011421097
Saved in:
50
What is
subordination
about? : credit risk and
subordination
levels in commercial mortgage-backed securities (CMBS)
An, Xudong
;
Deng, Yongheng
;
Nichols, Joseph B.
; …
- In:
The journal of real estate finance and economics
51
(
2015
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011475084
Saved in:
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