//--> //--> //-->
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:"Ze-To, Samuel Yau Man"
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
Estimating value-at-risk under...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
5
Kapitaleinkommen
5
Option pricing theory
4
Optionspreistheorie
4
Börsenkurs
3
Capital market returns
3
Forecasting model
3
Kapitalmarktrendite
3
Prognoseverfahren
3
Share price
3
Volatility
3
Volatilität
3
CAPM
2
Correlation
2
Estimation
2
Korrelation
2
Risikomaß
2
Risk measure
2
Schätzung
2
Theorie
2
Theory
2
2005-2009
1
ARCH model
1
ARCH-Modell
1
Accounting policy
1
Accrual
1
Accrual anomaly
1
Accruals and deferrals
1
Aktienindex
1
Aktienoption
1
Asset liqudity
1
Asset productivity
1
Ausreißer
1
Beta risk
1
Betafaktor
1
Bilanzpolitik
1
Cross sectional return
1
Cross-sectional stock return
1
Earnings management
1
Erwartungsbildung
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
1
Author
All
Ze-To, Samuel Yau Man
Published in...
All
Applied economics
3
Advances in accounting : a research annual
2
Journal of forecasting
2
Journal of mathematical finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Source
All
ECONIS (ZBW)
9
OLC EcoSci
1
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man
- In:
Applied economics
44
(
2012
)
19/21
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
Saved in:
2
Asset liquidity and stock returns
Ze-To, Samuel Yau Man
- In:
Advances in accounting : a research annual
35
(
2016
),
pp. 177-196
Persistent link: https://www.econbiz.de/10011720126
Saved in:
3
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
4
Expect stock returns and options-implied rate of return
Ze-To, Samuel Yau Man
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 269-279
Persistent link: https://www.econbiz.de/10009725341
Saved in:
5
Crisis, value at risk and conditional extreme value theory via the NIG + Jump model
Ze-To, Samuel Yau Man
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 225-237
Persistent link: https://www.econbiz.de/10009711983
Saved in:
6
Earnings management and accrual anomaly across market states and business cycles
Ze-To, Samuel Yau Man
- In:
Advances in accounting : a research annual
28
(
2012
)
2
,
pp. 344-352
Persistent link: https://www.econbiz.de/10009715406
Saved in:
7
Fundamental index aligned and excess market return predictability
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 592-614
Persistent link: https://www.econbiz.de/10013166162
Saved in:
8
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
9
Correlated implied volatility with jump and cross section of stock returns
Ze-To, Samuel Yau Man
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
4
,
pp. 1187-1214
Persistent link: https://www.econbiz.de/10011660377
Saved in:
10
Estimating value-at-risk under a HeathJarrowMorton framework with jump
Ze-To, Samuel Yau Man
- In:
Applied economics
44
(
2012
)
21
,
pp. 2729-2742
Persistent link: https://www.econbiz.de/10009817976
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->