//--> //--> //-->
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
~subject:"Capital income"
~subject:"USA"
~type_genre:"Aufsatz im Buch"
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
Estimation of operational valu...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
USA
Theorie
18
Theory
18
Portfolio selection
13
Portfolio-Management
13
Statistical distribution
9
Statistische Verteilung
9
Credit risk
6
Kreditrisiko
6
Risikomanagement
5
Risk management
5
Estimation theory
4
Kapitaleinkommen
4
Schätztheorie
4
Stochastic process
4
Stochastischer Prozess
4
Option pricing theory
3
Optionspreistheorie
3
Volatility
3
Volatilität
3
Basel Accord
2
Basler Akkord
2
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Correlation
2
Korrelation
2
Mathematical programming
2
Mathematische Optimierung
2
Regression analysis
2
Regressionsanalyse
2
Risikomaß
2
Risk measure
2
ARCH model
1
ARCH-Modell
1
CUSUM test
1
Corporate debt
1
Country risk
1
Credit rating
1
CreditRisk+
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
21
Aufsatz in Zeitschrift
21
Working Paper
11
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Book section
4
more ...
less ...
Language
All
English
4
Author
All
Račev, Svetlozar T.
4
Fabozzi, Frank J.
2
Safari, Amir
2
Seese, Detlef G.
2
Sun, Wei
2
Biglova, Almira
1
Höchstötter, Markus
1
Kring, Sebastian
1
Ortobelli, Sergio
1
more ...
less ...
Published in...
All
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
2
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
3
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
4
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->