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
~person:"Elliott, Robert J."
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
Evidence of non-Markovian beha...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
48
Markov-Kette
47
Theorie
24
Theory
24
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
17
Stochastischer Prozess
17
Portfolio selection
8
Portfolio-Management
8
Volatility
8
Volatilität
8
Financial market
6
Finanzmarkt
6
Anleihe
5
Bond
5
Financial economics
5
Financial investment
5
Kapitalanlage
5
Kapitalmarkttheorie
5
Yield curve
5
Zinsstruktur
5
Option trading
4
Optionsgeschäft
4
USA
4
United States
4
Black-Scholes model
3
Black-Scholes-Modell
3
Börsenkurs
3
CAPM
3
Credit risk
3
Derivat
3
Derivative
3
Esscher transform
3
Estimation
3
Estimation theory
3
Hedging
3
Kreditrisiko
3
Martingal
3
Martingale
3
more ...
less ...
Online availability
All
Undetermined
11
Free
5
Type of publication
All
Article
38
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Collection of articles of several authors
2
Sammelwerk
2
Arbeitspapier
1
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
47
Undetermined
1
Author
All
Elliott, Robert J.
Beck, Thorsten
166
Levine, Ross
137
Demirgüç-Kunt, Asli
110
Sánchez Torres, Fabio
110
Asongu, Simplice
109
Allen, Franklin
105
Eslava, Marcela
100
Caliendo, Marco
86
Kugler, Adriana D.
82
Ocampo Gaviria, José Antonio
81
Acharya, Viral V.
80
Steiner, Roberto
79
Buch, Claudia M.
76
Urrutia, Miguel
76
Ongena, Steven
75
Kugler, Maurice
74
Gambacorta, Leonardo
70
Laeven, Luc
70
Viscusi, W. Kip
68
Fergusson, Leopoldo
67
Claessens, Stijn
64
Meghir, Costas
64
Odhiambo, Nicholas M.
64
Camacho, Adriana
62
Clavijo Vergara, Sergio
62
Hasan, Iftekhar
62
Press, World Trade
60
Vargas, Juan F.
60
Attanasio, Orazio P.
57
Robinson, James A.
57
Cárdenas S., Mauricio
55
Tarazi, Amine
55
Zimmermann, Klaus F.
53
Lora, Eduardo
52
Caporale, Guglielmo Maria
51
Hassan, M. Kabir
51
Bernal, Raquel
49
Wrohlich, Katharina
49
Ibáñez, Ana María
48
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
11
Annals of finance
5
Applied mathematical finance
3
Journal of economic dynamics & control
3
International Series in Operations Research & Management Science
2
International series in operations research & management science
2
SpringerLink / Bücher
2
The journal of futures markets
2
Annals of operations research
1
Asia-Pacific financial markets
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of financial engineering and risk management
1
International journal of theoretical and applied finance : IJTAF
1
Managerial Finance
1
Managerial finance
1
Mathematical modeling and numerical methods in finance : special volume
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of derivatives : JOD
1
Working paper series / Research Department, Federal Reserve Bank of Chicago
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
RePEc
1
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Drift and volatility estimation in discrete time
Elliott, Robert J.
- In:
Journal of economic dynamics & control
22
(
1998
)
2
,
pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
Saved in:
2
Further developments and applications
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2014
-
Softcover reprint of the hardcover 1st edition 2014
Persistent link: https://www.econbiz.de/10011539298
Saved in:
3
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
4
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
5
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
6
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
7
Heston-type stochastic volatility with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
;
Osakwe, …
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 902-919
Persistent link: https://www.econbiz.de/10011568671
Saved in:
8
Hidden Markov models in finance
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10011550091
Saved in:
9
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
10
A hidden Markov regime-switching smooth transition model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Lau, John W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965140
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
