//--> //--> //--> //-->
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:"Risiko"
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
Viterbi-Based Estimation for M...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risiko
Theorie
113
Theory
113
Optionspreistheorie
72
Option pricing theory
71
Markov chain
68
Markov-Kette
66
Stochastic process
55
Stochastischer Prozess
55
Volatility
47
Volatilität
46
Portfolio selection
33
Portfolio-Management
33
China
26
Pollution
26
Umweltbelastung
26
Börsenkurs
24
Share price
24
Risk
23
Estimation
22
Schätzung
22
Auslandsinvestition
20
CAPM
20
Foreign investment
20
Industrie
18
Manufacturing industries
18
USA
18
United States
18
Großbritannien
17
Intra-industry trade
17
Intraindustrieller Handel
17
United Kingdom
17
Credit risk
16
Environmental policy
16
Kreditrisiko
16
Umweltpolitik
16
Capital income
15
Kapitaleinkommen
15
Yield curve
15
Zinsstruktur
15
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
19
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
23
Author
All
Siu, Tak Kuen
13
Elliott, Robert J.
9
Madan, Dilip B.
3
Miao, Hong
3
Li, Keming
2
Lockwood, Jimmy
2
Milne, Frank
2
Wang, Ning
2
Callen, Jeffrey L.
1
Chan, Leunglung
1
Chesney, Marc
1
Chung, Wanyu
1
Dai, Duiyi
1
Elliott, Robert J. R.
1
Feng, Yang
1
Gueyie, Jean-Pierre
1
Kokoszka, Piotr
1
Lau, John W.
1
Lin, Xiang
1
Lyle, Matthew R.
1
Meng, Hui
1
Qiu, Ming
1
Ramiah, Vikash
1
Reddy, Krishna
1
Seck, Babacar
1
Shen, Yang
1
Stoev, Stilian
1
Veron, Jose Francisco
1
Wallace, Damien
1
Yang, Hailiang
1
Zhang, Chunhong
1
Zhang, Xin
1
Zheng, Ben
1
Zhu, Jinxia
1
Zhuo, Jin
1
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
1
Published in...
All
Insurance / Mathematics & economics
3
Annals of finance
2
Scandinavian actuarial journal
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of operations research
1
Applied economics
1
Computational economics
1
Discussion paper / Institute for Economic Research, Queen's University
1
Discussion papers / CEPR
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of financial engineering and risk management
1
Journal of time series econometrics
1
Les cahiers de recherche / HEC Paris
1
Mathematical methods of operations research
1
Review of accounting studies
1
Risks : open access journal
1
The journal of corporate finance : contracting, governance and organization
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
Saved in:
2
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
3
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
4
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
5
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
6
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
Saved in:
7
Optimal dividends with debts and nonlinear insurance risk processes
Meng, Hui
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 110-121
Persistent link: https://www.econbiz.de/10009785414
Saved in:
8
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
9
Optimal investment and reinsurance of an insurer with model uncertainty
Zhang, Xin
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009517594
Saved in:
10
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang
;
Zhu, Jinxia
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->