//--> //--> //-->
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:"Estimation"
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
Statistical properties and eco...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Theorie
41
Theory
40
Credit risk
23
Kreditrisiko
22
Option pricing theory
15
Optionspreistheorie
15
Yield curve
14
Zinsstruktur
14
Portfolio selection
12
Portfolio-Management
12
Stochastic process
11
Stochastischer Prozess
11
Schätzung
9
Risk premium
8
Spanien
8
Credit derivative
7
Insolvency
7
Insolvenz
7
Kreditderivat
7
Risiko
7
Risikoprämie
7
Risk
7
Spain
7
Swap
7
Börsenkurs
6
Derivat
6
Derivative
6
Geldpolitik
6
Monetary policy
6
Risikomanagement
6
Risikomaß
6
Risk management
6
Risk measure
6
Statistical distribution
6
Statistische Verteilung
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Share price
5
Tail risk
5
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Spanish
1
Author
All
Moreno, Manuel
5
Serrano, Pedro
4
Arakelyan, Armen
2
Alonso, Irma
1
Chirinos, Ana María
1
Díaz, Antonio
1
García-Céspedes, Rubén
1
González-Pedraz, Carlos
1
Groba, Jonatan
1
Marroquín-Martínez, Naroa
1
Novales, Alfonso
1
Peña Sánchez de Rivera, Juan Ignacio
1
Platania, Federico
1
Rubio, Gonzalo
1
Vaello-Sebastià, Antoni
1
more ...
less ...
Published in...
All
Colección Economía y finanzas
1
Economic modelling
1
Energy economics
1
European journal of operational research : EJOR
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of multinational financial management
1
Serie Documentos de trabajo / BCV, Banco Central de Venezuela
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What drives corporate default risk premia? : evidence from the CDS market
Díaz, Antonio
;
Groba, Jonatan
;
Serrano, Pedro
- In:
Journal of international money and finance
37
(
2013
),
pp. 529-563
Persistent link: https://www.econbiz.de/10010209025
Saved in:
2
The reward for trading illiquid maturities in credit default swap markets
Arakelyan, Armen
;
Rubio, Gonzalo
;
Serrano, Pedro
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 376-389
Persistent link: https://www.econbiz.de/10011572470
Saved in:
3
Liquidity in Credit Default Swap markets
Arakelyan, Armen
;
Serrano, Pedro
- In:
Journal of multinational financial management
37/38
(
2016
),
pp. 139-157
Persistent link: https://www.econbiz.de/10011720264
Saved in:
4
The global spillovers of unconventional monetary policies on tail risks
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445403
Saved in:
5
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
6
Estimación de la estructura temporal de las tasas de interés : el caso Venezolano
Chirinos, Ana María
;
Moreno, Manuel
-
2011
Persistent link: https://www.econbiz.de/10009688305
Saved in:
7
Optimizing bounds on security prices in incomplete markets : does stochastic volatility specification matter?
Marroquín-Martínez, Naroa
;
Moreno, Manuel
- In:
European journal of operational research : EJOR
225
(
2013
)
3
,
pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
Saved in:
8
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Saved in:
9
A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel
;
Novales, Alfonso
;
Platania, Federico
- In:
Economic modelling
72
(
2018
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->