//--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Order statistics: applications"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Barndorff-Nielsen, Ole E."
~person:"Camponovo, Lorenzo"
~subject:"Probability theory"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Theorie
2
Theory
2
Wahrscheinlichkeitsrechnung
2
Börsenkurs
1
Capital income
1
Capital market returns
1
Economic Predictability
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prediction of Market Returns
1
Prognoseverfahren
1
Risiko
1
Risikomaß
1
Risikoprämie
1
Risk
1
Risk Factor
1
Risk measure
1
Risk premium
1
Risk-Neutral Probability
1
Schätzung
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Tail Risk
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Barndorff-Nielsen, Ole E.
Camponovo, Lorenzo
Kabanov, Jurij M.
5
Balakrishnan, Narayanaswamy
4
Schachermayer, Walter
4
Delbaen, Freddy
3
Mazur, Stepan
3
Sornette, Didier
3
Arce, Gonzalo R.
2
Barner, Kenneth E.
2
Fournié, Éric
2
Kozubowski, Tomasz J.
2
Pergamenshchikov, Serguei
2
Rogers, Leonard C. G.
2
Vovk, Vladimir
2
Acton, Scott T.
1
Aggarwala, Rita
1
Ali, M. Masoom
1
Almeida, Caio
1
An, Mark Yuying
1
Ardison, Kym
1
Athey, Susan
1
Barbera, Frances
1
Basu, Asit P.
1
Beiglböck, Mathias
1
Berger, Loic
1
Björk, Tomas
1
Bodnar, Olha
1
Bodnar, Taras
1
Bosetti, Valentina
1
Bovik, Alan C.
1
Brace, Alan
1
Brorsen, B. Wade
1
Cao, Xi-Ren
1
Chan, Peng S.
1
Chatelain, Michel
1
Chuiv, Nora Ni
1
Coculescu, Delia
1
Cohen, Alonzo Clifford
1
Colwell, David B.
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Order statistics: applications
Swiss Finance Institute Research Paper
The journal of futures markets
Working paper
Advanced series on statistical science & applied probability
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Journal of the Royal Statistical Society
1
Research paper series / Swiss Finance Institute
1
The econometrics journal
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
2
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->