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:"International journal of theoretical and applied finance"
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
Detecting asymmetries in obser...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Stochastic process
3
Stochastischer Prozess
3
Probability theory
2
Risiko
2
Risk
2
Wahrscheinlichkeitsrechnung
2
fractional Brownian motion
2
1990-2004
1
ARCH model
1
ARCH-Modell
1
Arbitrage
1
Ausreißer
1
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Derivative
1
Estimation
1
European call option prices for inform traders
1
Financial economics
1
Financial market
1
Finanzmarkt
1
Hermite processes
1
Kapitalmarkttheorie
1
Markov chain
1
Markov-Kette
1
Measurement
1
Messung
1
Multivariate Analyse
1
Multivariate analysis
1
Option trading
1
Optionsgeschäft
1
Outliers
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Račev, Svetlozar T.
9
Fabozzi, Frank J.
7
Stoyanov, Stoyan V.
4
Biglova, Almira
2
D'Addona, Stefano
2
Kim, Young Shin
2
Marinelli, Carlo
2
Ortobelli, Sergio
2
Stoyanov, Stoyan
2
Hu, Yuan
1
Mitov, Georgi K.
1
Mittnik, Stefan
1
Shirvani, Abootaleb
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
23
CFS Working Paper Series
23
CFS Working Paper
20
CFS working paper series
16
Journal of banking & finance
14
Economics letters
12
KIT Working Paper Series in Economics
11
Working Paper Series in Economics
11
Working paper series in economics
11
Journal of empirical finance
9
Investment management and financial innovations
8
The Frank J. Fabozzi series
8
Applied financial economics
7
Discussion paper / Deutsche Bundesbank
7
Journal of econometrics
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Annals of operations research
6
Economics Letters
6
Handbook of heavy tailed distributions in finance
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of Banking & Finance
6
Journal of economic dynamics & control
6
Studies in Nonlinear Dynamics & Econometrics
6
The journal of operational risk
6
Valuation, financial modeling, and quantitative tools
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Mathematical methods of operations research
5
Risk assessment : decisions in banking and finance
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Discussion Paper Series 1
4
Discussion Paper Series 1: Economic Studies
4
Discussion paper
4
Econometric reviews
4
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
4
Insurance / Mathematics & economics
4
Working Paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
2
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
3
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
4
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
5
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
6
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
7
A comparison of some univariate models for value-at-risk and expected shortfall
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1043-1075
Persistent link: https://www.econbiz.de/10003631000
Saved in:
8
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
9
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
