//--> //--> //-->
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:"Journal of empirical finance"
~person:"Seeger, Norman"
~subject:"Börsenkurs"
~subject:"Geldpolitik"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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
Model-free CPPI
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Geldpolitik
Portfolio selection
Wirtschaftswachstum
Theorie
2
Theory
2
Aktienindex
1
Aktienmarkt
1
Capital income
1
Displacement model
1
Historical simulation
1
Individual stocks
1
Interest rate risk
1
Jump-diffusion models
1
Kapitaleinkommen
1
Markov Chain Monte Carlo
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Negative risk factors
1
Portfolio-Management
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Share price
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
Stock market
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zinsrisiko
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Seeger, Norman
Nijman, Theodore E.
4
Gouriéroux, Christian
3
Ko, Kuan-Cheng
3
Rhee, S. Ghon
3
Scherer, Bernd
3
Wang, Yudong
3
Bernardi, Mauro
2
Blitz, David
2
Cheng, Tingting
2
Chiang, I-Hsuan Ethan
2
Chou, Pin-huang
2
Christiansen, Charlotte
2
Conlon, Thomas
2
Cotter, John
2
Fang, Yi
2
Fulkerson, Jon A.
2
Gospodinov, Nikolaj
2
Harvey, David I.
2
Herrera, Rodrigo
2
Hur, Jungshik
2
Jiang, Fuwei
2
Kieschnick, Robert L.
2
Koedijk, Kees
2
Kryzanowski, Lawrence
2
Ledoit, Olivier
2
Lee, Minjoon
2
Leybourne, Stephen James
2
Liao, Yin
2
Liu, Xin
2
Martens, Martin
2
Moor, Lieven de
2
Pesaran, M. Hashem
2
Piccotti, Louis R.
2
Post, Thierry
2
Rakowski, David
2
Riley, Timothy B.
2
Roon, Frans de
2
Schauten, Maximilien Bernard Joseph
2
Sercu, Piet
2
more ...
less ...
Published in...
All
Journal of empirical finance
European journal of operational research : EJOR
1
Georgetown McDonough School of Business Research Paper
1
Netspar academic series
1
SAFE working paper
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Displaced relative changes in historical simulation : application to
risk
measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
2
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->