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:"Economics letters"
~person:"Bruhn, Manfred"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~source:"econis"
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
Estimating the marginal law of...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asymmetry
1
Börsenkurs
1
Conditional volatility models
1
EGARCH
1
Elasticity of substitution
1
Estimation theory
1
Food consumption
1
Higher moments
1
Lebensmittelkonsum
1
Leverage
1
Mean-variance framework
1
Method of moments
1
Momentenmethode
1
Portfolio selection
1
Portfolio-Management
1
Random coefficient complex nonlinear moving average process
1
Regularity condition
1
Robust portfolio
1
Schätztheorie
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Substitutionselastizität
1
Time series analysis
1
Varianzanalyse
1
Variational method
1
Variationsrechnung
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bruhn, Manfred
Fabozzi, Frank J.
McAleer, Michael
Stark, Oded
19
Krämer, Walter
16
Peel, David
15
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Franses, Philip Hans
11
Färe, Rolf
11
Lambertini, Luca
11
Marjit, Sugata
11
Schmidt, Peter
11
Giles, David E. A.
10
Hassler, Uwe
10
Lai, Ching-chong
10
Lee, Junsoo
10
Schmitz, Patrick W.
10
Stengos, Thanasēs
10
Basu, Kaushik
9
Beladi, Hamid
9
Eeckhoudt, Louis R.
9
Harrington, Joseph Emmett
9
Li, Qi
9
Andersen, Torben M.
8
Aronsson, Thomas
8
Bénassy, Jean-Pascal
8
Gehrlein, William V.
8
Kapetanios, George
8
Kumbhakar, Subal
8
Neilson, William
8
Shaffer, Sherrill
8
Shin, Dong-wan
8
Thomson, William
8
Wang, Leonard F. S.
8
Wooldridge, Jeffrey M.
8
Baye, Michael R.
7
Braid, Ralph M.
7
Campbell, Donald E.
7
Corchón, Luis C.
7
Egger, Peter
7
Friehe, Tim
7
Güth, Werner
7
more ...
less ...
Published in...
All
Economics letters
Econometric Institute research papers
61
Working paper
44
Discussion paper / Tinbergen Institute
43
Working papers in quantitative economics and econometrics
17
Econometric reviews
16
Journal of econometrics
15
Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
13
The Frank J. Fabozzi series
12
Working papers in economics and econometrics
12
Applied economics
11
Journal of economic surveys
11
The theory and practice of investment management
11
Discussion paper / Institute of Social and Economic Research
10
Investment management and financial management
10
Wissenschaft & Praxis
9
Working paper series in economics
9
Journal of risk and financial management : JRFM
8
The journal of portfolio management : a publication of Institutional Investor
8
International journal of theoretical and applied finance
7
Journal of banking & finance
6
The journal of fixed income
6
Applied financial economics
5
Computational economics
5
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
5
Econometric theory
5
Financial markets and instruments
5
Meffert-Marketing-Edition
5
Wiley finance
5
Dienstleistungsmanagement : Jahrbuch
4
Discussion papers / Institute of Social and Economic Research
4
Energy economics
4
Forum Dienstleistungsmanagement
4
Frank J. Fabozzi series
4
International journal of forecasting
4
Lehrbuch
4
Meffert Marketing Edition
4
Risks : open access journal
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
2
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
3
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
4
Is food consumption a good proxy for nondurable consumption?
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Economics letters
111
(
2011
)
2
,
pp. 110-112
Persistent link: https://www.econbiz.de/10009242403
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
