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Schätzung
Risikomaß
7,572
Risk measure
7,492
Theorie
5,863
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5,826
Finanzmathematik
3,826
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3,120
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1,991
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1,303
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1,283
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1,258
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1,220
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1,197
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1,168
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1,159
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1,054
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1,048
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1,045
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1,025
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1,011
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859
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776
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McAleer, Michael
22
Hautsch, Nikolaus
18
Hess, Dieter
15
Allen, David E.
14
Caporin, Massimiliano
12
Stoja, Evarist
12
Stambaugh, Robert F.
11
Upper, Christian
10
Escanciano, Juan Carlos
9
Gerhard, Frank
9
Paolella, Marc S.
9
Werner, Thomas
9
Asai, Manabu
8
Härdle, Wolfgang
8
Mittnik, Stefan
8
Gupta, Rangan
7
Herwartz, Helmut
7
Manganelli, Simone
7
Pástor, Ľuboš
7
Trojani, Fabio
7
Ahelegbey, Daniel Felix
6
Almeida, Caio
6
Bernoth, Kerstin
6
Fortin, Ines
6
Francq, Christian
6
Garcia, René
6
Giacometti, Rosella
6
Harris, Richard D. F.
6
Herrera, Rodrigo
6
Jiang, Hao
6
Kratz, Marie
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Pierdzioch, Christian
6
Scharth, Marcel
6
Singh, Abhay Kumar
6
Tirelli, Patrizio
6
Trecroci, Carmine
6
Trück, Stefan
6
Zakoïan, Jean-Michel
6
Ardia, David
5
Ardison, Kym
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Massachusetts Institute of Technology / Department of Economics
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Stanford University / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
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University of Chicago / Center for Research in Security Prices
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Verlag Dr. Kovač
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Journal of banking & finance
29
Finance research letters
24
Journal of risk
23
The North American journal of economics and finance : a journal of financial economics studies
21
International review of financial analysis
19
Applied economics
18
Energy economics
18
International journal of forecasting
17
Economic modelling
16
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
The journal of risk model validation
13
Quantitative finance
12
Discussion paper / Tinbergen Institute
11
Insurance / Mathematics & economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Research in international business and finance
11
Risks : open access journal
11
Working papers
10
CFS working paper series
9
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Journal of financial econometrics
8
Journal of international financial markets, institutions & money
8
Lecture notes in economics and mathematical systems : LNEMS
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied financial economics
7
Discussion paper / Deutsche Bundesbank
7
Economics letters
7
International journal of theoretical and applied finance
7
Journal of forecasting
7
CESifo working papers
6
Econometric Institute research papers
6
Journal of economic dynamics & control
6
Journal of international money and finance
6
Journal of mathematical finance
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SpringerLink / Bücher
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ECONIS (ZBW)
1,301
EconStor
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1
Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David
-
2008
Persistent link: https://www.econbiz.de/10013278094
Saved in:
2
Analyzing and modeling multivariate association : statistical measures and pair-copula constructions
Schnieders, Julius
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360883
Saved in:
3
An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kanji
;
Kariya, Takeaki
-
1995
Persistent link: https://www.econbiz.de/10000555678
Saved in:
4
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
5
Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ram
;
Hunt, B. F.
-
1993
Persistent link: https://www.econbiz.de/10000143785
Saved in:
6
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
7
Bewertung von Zinsoptionsscheinen am deutschen Kapitalmarkt : eine empirische Analyse mit Hilfe des Bewertungsansatzes von Heth/Jarrow/Norton
Weber, Thomas
-
1996
Persistent link: https://www.econbiz.de/10000959779
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8
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
- In:
Journal of financial services research : JFSR
29
(
2006
)
3
,
pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
Saved in:
9
The behavior of interest rates
Fama, Eugene F.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Saved in:
10
On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003332063
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