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
~language:"eng"
~person:"Li, Jinzhi"
~subject:"Impact assessment"
~subject:"Theorie"
~subject:"Volatility"
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
Report on global environmental...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Impact assessment
Theorie
Volatility
Theory
3
Markov chain
2
Markov-Kette
2
Stochastic process
2
Stochastischer Prozess
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Bayes-Statistik
1
Bayesian inference
1
CARA utility function
1
CSI 300 Index futures
1
Double exponential jumps
1
Hamilton-Jacobi-Bellman equations
1
Hedging
1
Index futures
1
Index-Futures
1
MCMC
1
Markov-modulated jump-diffusion process
1
Markov-switching (MS) dynamic copula
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Verteilung
1
Multivariate distribution
1
Nutzenfunktion
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Stochastic volatility
1
Stock index
1
Stock indexes
1
Utility function
1
hedging effectiveness
1
optimal hedge ratios
1
stochastic volatility (SV)
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Li, Jinzhi
Li, Jianping
19
Li, Jing
12
Sun, Xiaolei
9
Li, Jian
7
Li, Jinliang
7
Li, Jianbiao
4
Li, Jingchao
4
Li, Jinlu
4
Lin, Shuanglin
4
Wang, Jun
4
Chiang, Thomas C.
3
Dupor, Bill
3
Li, JianQiang
3
Li, Jiandong
3
Li, Junqian
3
Niu, Xiaofei
3
Wu, Chunchi
3
Wu, Dengsheng
3
Yao, Yanzhen
3
Baltagi, Badi H.
2
Cao, Qian
2
Chen, Jianyong
2
Degl'Innocenti, Duccio Gamannossi
2
Deng, Ying
2
Du, Zhihua
2
Gerlach, Heiko A.
2
Le, Wei
2
Li, J.
2
Li, Jiahao
2
Li, Jiao
2
Li, Jiaxuan
2
Li, Jinlin
2
Li, Juan
2
Li, Rong
2
Li, Shuaiqi
2
Lin, Qiuzhen
2
Liu, Chang
2
Liu, Xiaoli
2
Oh, Chang Hoon
2
more ...
less ...
Published in...
All
Computational economics
1
Journal of risk
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi
;
Liu, Haiying
- In:
Computational economics
46
(
2015
)
1
,
pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
Saved in:
2
Bayesian estimation of the stochastic volatility model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
Saved in:
3
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
