//--> //--> //-->
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
~isPartOf:"Computational economics"
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
International portfolio of sto...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Aktienmarkt
1
Ausreißer
1
BEKK-GARCH
1
Barrier option
1
Bond portfolio
1
Capital income
1
China
1
Credit risk
1
Duration analysis
1
EEMD
1
Extreme value theory
1
Financial market
1
Finanzmarkt
1
Hierarchical Gumbel copula
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Kreditrisiko
1
Least squares method
1
Least-squares simulation
1
Log-normal multifractal model
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multifractality
1
Multiscale event analysis
1
Multivariate Verteilung
1
Multivariate distribution
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonlinear scaling exponent analysis
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Outliers
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Zhang, Weiguo
4
Fu, Junhui
1
Huang, Qin
1
Li, Helong
1
Liu, Yufang
1
Ma, Yong
1
Ruan, Rubin
1
Shi, Xiang
1
Wang, G. C.
1
Wang, J.
1
Wu, Xiang
1
Xu, Guanglong
1
Xu, Weidong
1
Xu, Weijun
1
Zhang, B.
1
Zhang, Lihua
1
Zhang, W.
1
Zhang, Zhengjun
1
more ...
less ...
Published in...
All
Computational economics
Finance research letters
12
The European Physical Journal B - Condensed Matter and Complex Systems
12
European journal of operational research : EJOR
11
International review of financial analysis
9
International journal of production research
7
China journal of accounting research : CJAR
6
Journal of business research : JBR
6
Physica A: Statistical Mechanics and its Applications
6
Transportation research / E : an international journal
6
AFI
5
Applied economics letters
5
China economic review : an international journal
5
EUI working paper / RSC
5
Economic modelling
5
Emerging markets, finance and trade : EMFT
5
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
5
International review of economics & finance : IREF
5
LISS 2012 ; Vol. 2
5
Technological forecasting & social change : an international journal
5
Technology analysis & strategic management
5
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Centre for Economic Policy Research
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
4
Operations research letters
4
Pacific-Basin finance journal
4
Palgrave studies of internationalization in emerging markets
4
Production and operations management : an international journal of the Production and Operations Management Society
4
Research in international business and finance
4
Economics letters
3
European Journal of Operational Research
3
European journal of marketing : EJM
3
Financial innovation : FIN
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
IEEE transactions on engineering management : EM
3
International journal of production economics
3
Journal of business economics and management
3
Journal of forecasting
3
Journal of innovation & knowledge : JIK
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
2
Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang
;
Zhang, Weiguo
;
Fu, Junhui
;
Wu, Xiang
- In:
Computational economics
56
(
2020
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
Saved in:
3
A modified least-squares simulation approach to value American barrier options
Zhang, Lihua
;
Zhang, Weiguo
;
Xu, Weijun
;
Shi, Xiang
- In:
Computational economics
44
(
2014
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
Saved in:
4
COVID‑19 impact on stock markets : a multiscale event analysis perspective
Li, Helong
;
Xu, Guanglong
;
Huang, Qin
;
Ruan, Rubin
; …
- In:
Computational economics
63
(
2024
)
3
,
pp. 1191-1212
Persistent link: https://www.econbiz.de/10014546360
Saved in:
5
Nonlinear scaling behavior of visible volatility duration for financial statistical physics dynamics
Zhang, B.
;
Wang, J.
;
Zhang, W.
;
Wang, G. C.
- In:
Computational economics
56
(
2020
)
2
,
pp. 373-389
Persistent link: https://www.econbiz.de/10012272040
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->