//--> //--> //--> //-->
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:"Statistical distribution"
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
A conditional autoregressive r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical distribution
Volatility
40,463
Volatilität
40,285
Theorie
17,937
Theory
17,436
Optionspreistheorie
14,730
Option pricing theory
14,272
ARCH-Modell
10,473
Schätzung
10,441
ARCH model
10,292
Börsenkurs
10,215
Estimation
10,192
Share price
10,054
Statistische Verteilung
8,452
Kapitaleinkommen
8,268
Capital income
8,233
Aktienmarkt
6,415
Stock market
6,344
Stochastischer Prozess
5,757
Stochastic process
5,648
USA
5,551
United States
5,367
Welt
5,222
World
5,108
Prognoseverfahren
5,088
Forecasting model
5,015
Wechselkurs
4,849
Exchange rate
4,749
Zeitreihenanalyse
4,402
Time series analysis
4,282
Portfolio-Management
4,026
Portfolio selection
3,994
Risk
3,695
Risiko
3,662
Schätztheorie
3,586
Estimation theory
3,518
Derivat
3,314
Optionsgeschäft
3,311
Derivative
3,304
Option trading
3,289
more ...
less ...
Online availability
All
Free
3,352
Undetermined
1,973
Type of publication
All
Article
4,422
Book / Working Paper
3,817
Type of publication (narrower categories)
All
Article in journal
4,135
Aufsatz in Zeitschrift
4,135
Graue Literatur
1,890
Non-commercial literature
1,890
Working Paper
1,885
Arbeitspapier
1,884
Aufsatz im Buch
259
Book section
259
Hochschulschrift
131
Thesis
105
Conference paper
42
Konferenzbeitrag
42
Collection of articles written by one author
24
Sammlung
24
Collection of articles of several authors
17
Sammelwerk
17
Lehrbuch
16
Textbook
14
Amtsdruckschrift
8
Forschungsbericht
8
Government document
8
Handbook
8
Handbuch
8
Bibliografie enthalten
7
Bibliography included
7
Systematic review
7
Übersichtsarbeit
7
Aufsatzsammlung
6
Konferenzschrift
5
Aufgabensammlung
4
Case study
4
Fallstudie
4
Mikroform
4
Bibliografie
2
Conference proceedings
2
Festschrift
2
Mehrbändiges Werk
2
Multi-volume publication
2
Company information
1
Firmeninformation
1
more ...
less ...
Language
All
English
8,097
German
107
Undetermined
10
Polish
5
Russian
5
Spanish
5
French
3
Italian
3
Danish
2
Czech
1
Croatian
1
more ...
less ...
Author
All
Dijk, Herman K. van
47
Ravazzolo, Francesco
44
Fabozzi, Frank J.
42
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
Lucas, André
31
Opschoor, Anne
31
McAleer, Michael
30
Mitchell, James
30
Paolella, Marc S.
30
Casarin, Roberto
29
Einmahl, John H. J.
29
Nadarajah, Saralees
27
Phillips, Peter C. B.
27
Landsman, Zinoviy
25
Griffiths, William E.
23
Hoogerheide, Lennart F.
23
Linton, Oliver
23
Hoogerheide, Lennart
21
Perote, Javier
20
Diebold, Francis X.
19
Fischer, Matthias
19
Kotz, Samuel
19
Swanson, Norman R.
19
Ardia, David
18
Bollerslev, Tim
18
Corradi, Valentina
18
Dijk, Dick van
18
Furman, Edward
18
Grassi, Stefano
18
Kim, Young Shin
18
Madan, Dilip B.
18
Segers, Johan
18
Wu, Ximing
18
Bottazzi, Giulio
17
van Dijk, H. K.
17
Harvey, Andrew C.
16
Koopman, Siem Jan
16
Sornette, Didier
16
Stoyanov, Stoyan V.
16
more ...
less ...
Institution
All
National Bureau of Economic Research
50
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Center for Economic Research <Tilburg>
7
London School of Economics and Political Science
6
European University Institute / Department of Economics
5
Centre for Analytical Finance <Århus>
4
Econometrisch Instituut <Rotterdam>
4
Rutgers University / Department of Economics
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of St. Louis
3
Robert Schuman Centre for Advanced Studies
3
State University of New York at Albany / Department of Economics
3
University of California Davis / Department of Economics
3
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
3
University of Canterbury / Dept. of Economics and Finance
3
University of York / Department of Economics and Related Studies
3
World Bank
3
Boston College / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Microdata Methods and Practice <London>
2
Chamber of Commerce of the United States of America
2
Deutsches Institut für Wirtschaftsforschung
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of New York
2
International Center for Financial Asset Management and Engineering
2
OECD
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of New England / Department of Econometrics
2
University of Southampton / Department of Economics
2
University of Warwick / Department of Economics
2
Arbeitsmarktservice Österreich
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
195
Journal of econometrics
169
Discussion paper / Tinbergen Institute
114
Economics letters
94
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Risks : open access journal
76
European journal of operational research : EJOR
66
International journal of theoretical and applied finance
62
Econometric reviews
57
Journal of banking & finance
56
Applied economics
51
Econometric theory
51
Finance research letters
48
Working paper
44
Discussion paper / Center for Economic Research, Tilburg University
43
Journal of forecasting
43
NBER Working Paper
43
Applied economics letters
42
Economic modelling
42
NBER working paper series
42
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Quantitative finance
41
The journal of operational risk
41
Working paper / National Bureau of Economic Research, Inc.
41
Computational economics
40
Journal of empirical finance
40
Working papers
40
International review of financial analysis
37
Scandinavian actuarial journal
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
Statistics in transition : an international journal of the Polish Statistical Association
34
The European journal of finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of economic dynamics & control
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Research paper series / Swiss Finance Institute
31
more ...
less ...
Source
All
ECONIS (ZBW)
8,228
RePEc
10
EconStor
1
Showing
1
-
10
of
8,239
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewed generalized error distribution of financial assets and option pricing
Theodossiou, Panayiotis
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 223-266
Persistent link: https://www.econbiz.de/10011434223
Saved in:
2
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
3
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
4
Option valuation with
volatility
components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
5
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
6
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
7
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2016
Persistent link: https://www.econbiz.de/10011799240
Saved in:
8
Calibrating the Italian smile with time-varying
volatility
and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
10
Non-linear
volatility
with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->