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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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
Nonmortgage asset-backed secur...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
4
Schätzung
4
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
Capital income
1
Deutschland
1
Germany
1
Kapitaleinkommen
1
Learning process
1
Lernprozess
1
Lévy-GARCH models
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Nichtlineare Regression
1
Nonlinear regression
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
9
Author
All
Fabozzi, Frank J.
8
Račev, Svetlozar T.
3
Stoyanov, Stoyan V.
3
Beck, Alexander
2
Feindt, Michael
2
Huang, Dashan
2
Kim, Young Shin
2
Rachev, Svetlozar
2
Sun, Wei
2
Yu, Baimin
2
Bianchi, Michele Leonardo
1
Fabozzi, Frank
1
Focardi, Sergio
1
Focardi, Sergio M.
1
Kim, Young Shin Aaron
1
Lu, Zu-di
1
Lu, Zudi
1
Rachev, Svetlozar T.
1
Stojanov, Stojan Dimitrov
1
Wu, Hengyu
1
Zhu, Fumin
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of fixed income
62
The journal of structured finance
53
The Frank J. Fabozzi series
52
The journal of portfolio management : a publication of Institutional Investor
50
The journal of portfolio management : JPM
34
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The theory and practice of investment management
22
Journal of banking & finance
18
Applied financial economics
15
Applied economics
14
International journal of theoretical and applied finance
14
European journal of operational research : EJOR
12
The journal of finance : the journal of the American Finance Association
12
Frank J. Fabozzi series
11
Quantitative Finance
11
Finance research letters
10
KIT Working Paper Series in Economics
10
Working Paper Series in Economics
10
Working paper series in economics
10
Frank J. Fabozzi Ser
9
The handbook of mortgage-backed securities
9
The journal of fixed income : JFI
9
Annals of operations research
8
Economics letters
8
Handbook of financial markets : securities, options and futures
8
Journal of Banking & Finance
8
Wiley finance
8
Applied Financial Economics
7
Financial analysts' journal : FAJ
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
International review of financial analysis
7
Yale School of Management Working Papers
7
Computational economics
6
European financial management : the journal of the European Financial Management Association
6
Interest rate, term structure, and valuation modeling
6
Journal / The Capco Institute : journal of financial transformation
6
more ...
less ...
Source
All
ECONIS (ZBW)
5
OLC EcoSci
4
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
2
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
Saved in:
3
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
4
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
5
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
6
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin Aaron
;
Rachev, Svetlozar
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10010118266
Saved in:
7
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Rachev, Svetlozar
;
Stoyanov, Stoyan V.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009949920
Saved in:
8
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zudi
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009949964
Saved in:
9
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10010118260
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
