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Schätzung
Volatility
40,965
Volatilität
40,697
Theorie
33,508
Theory
32,865
Kreditrisiko
20,438
Credit risk
20,274
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Derivat
13,964
Derivative
13,930
Estimation
12,145
Börsenkurs
11,157
Share price
10,986
USA
8,710
United States
8,456
Kapitaleinkommen
8,307
Capital income
8,273
Welt
7,887
Markov chain
7,877
World
7,747
Markov-Kette
7,584
ARCH-Modell
6,948
Portfolio-Management
6,896
ARCH model
6,869
Portfolio selection
6,822
Aktienmarkt
6,402
Stock market
6,334
Monte Carlo simulation
6,296
Prognoseverfahren
5,825
Forecasting model
5,739
Monte-Carlo-Simulation
5,678
Risk
5,198
Zeitreihenanalyse
5,160
Risiko
5,139
Risikomanagement
5,087
Wechselkurs
5,061
Time series analysis
5,029
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Free
4,606
Undetermined
3,660
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Article
7,126
Book / Working Paper
5,307
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Article in journal
6,807
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6,807
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2,855
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2,721
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2,721
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2,577
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409
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332
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310
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Sammlung
90
Conference paper
45
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45
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29
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29
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25
Sammelwerk
25
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18
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13
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9
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9
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6
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5
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5
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4
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4
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4
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2
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2
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2
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1
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1
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1
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1
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1
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1
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English
12,129
German
280
French
22
Spanish
8
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3
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2
Undetermined
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Gupta, Rangan
98
McAleer, Michael
94
Caporale, Guglielmo Maria
68
Pierdzioch, Christian
61
Bollerslev, Tim
49
Koopman, Siem Jan
48
Härdle, Wolfgang
45
Hautsch, Nikolaus
43
Gil-Alaña, Luis A.
42
Todorov, Viktor
40
Balcilar, Mehmet
36
Engle, Robert F.
36
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
35
Buch, Claudia M.
35
Pesaran, M. Hashem
35
Döpke, Jörg
34
Herwartz, Helmut
34
Bouri, Elie
32
Caporin, Massimiliano
31
Asai, Manabu
30
Ma, Feng
26
Chang, Chia-Lin
25
Wohar, Mark E.
25
Cheung, Yin-Wong
24
Allen, David E.
23
Ravazzolo, Francesco
23
Andersen, Torben
22
Lucas, André
22
Rodriguez, Gabriel
22
Chan, Joshua
21
Kumar, Dilip
21
Lux, Thomas
21
Mumtaz, Haroon
21
Timmermann, Allan
21
Xuan Vinh Vo
21
Diebold, Francis X.
20
Hafner, Christian M.
20
Lettau, Martin
20
Marcellino, Massimiliano
20
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National Bureau of Economic Research
111
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Federal Reserve Bank of St. Louis
7
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Forschungsinstitut zur Zukunft der Arbeit
5
Verlag Dr. Kovač
5
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Institute of Finance and Accounting <London>
4
Springer Fachmedien Wiesbaden
4
Bonn Graduate School of Economics
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of New York
3
Goethe-Universität Frankfurt am Main
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / Research Department
2
Nationalekonomiska Institutionen <Lund>
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Shaker Verlag
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Strathclyde / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
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Energy economics
169
Applied economics
167
Economic modelling
157
Finance research letters
154
International review of economics & finance : IREF
139
Journal of econometrics
138
Journal of banking & finance
133
International review of financial analysis
131
Working paper / National Bureau of Economic Research, Inc.
116
Applied economics letters
115
Working paper
113
The journal of futures markets
112
NBER working paper series
108
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of empirical finance
104
Applied financial economics
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
NBER Working Paper
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of international financial markets, institutions & money
88
Research in international business and finance
84
Discussion paper / Tinbergen Institute
82
Journal of international money and finance
82
Discussion paper / Centre for Economic Policy Research
80
Economics letters
80
CESifo working papers
74
Journal of risk and financial management : JRFM
69
The European journal of finance
64
International journal of finance & economics : IJFE
63
International journal of forecasting
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of applied econometrics
61
Journal of financial economics
61
Journal of economic dynamics & control
52
Discussion paper
47
Quantitative finance
46
Econometric reviews
45
International journal of economics and finance
44
Pacific-Basin finance journal
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
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Source
All
ECONIS (ZBW)
12,137
EconStor
285
USB Cologne (EcoSocSci)
8
USB Cologne (business full texts)
1
OLC EcoSci
1
RePEc
1
Showing
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1
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
2
The co-integration of
CDS
and bonds in time-varying
volatility
dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
Corporate credit risk prediction under stochastic
volatility
and jumps
Bu, Di
;
Liao, Yin
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 263-281
Persistent link: https://www.econbiz.de/10010485852
Saved in:
5
Forecasting Asian Credit Default
Swap
Spreads : a comparison of multi-regime models
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 471-489)
.
2017
Persistent link: https://www.econbiz.de/10011801798
Saved in:
6
A joint analysis of market indexes in credit default
swap
,
volatility
and stock markets
Fonseca, José da
;
Wang, Peiming
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
Saved in:
7
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
8
Credit
volatility
indexes
Mele, Antonio
;
Obayashi, Yoshiki
-
2020
-
This version: October 19, 2020
Persistent link: https://www.econbiz.de/10012419450
Saved in:
9
Volatility
relation between credit default
swap
and stock market : new empirical tests
Mateev, Miroslav
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 681-712
Persistent link: https://www.econbiz.de/10012385165
Saved in:
10
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
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