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:"Theorie"
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
Conditions for rational invest...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
17
Forecasting model
15
Prognoseverfahren
15
Kreditrisiko
9
Credit risk
8
Volatility
6
Volatilität
6
Statistical distribution
5
Statistische Verteilung
5
Asymmetric preferences
4
EU countries
4
EU-Staaten
4
Portfolio selection
4
Portfolio-Management
4
ARCH model
3
ARCH-Modell
3
Bank lending
3
Debt crisis
3
Expected utility
3
GMM estimation
3
Kreditgeschäft
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risikomanagement
3
Schuldenkrise
3
Spot-forward exchange rates
3
Stochastic process
3
Stochastischer Prozess
3
(B) Finance
2
Accounting
2
Ansteckungseffekt
2
Assets
2
Basel
2
Basel Accord
2
Basler Akkord
2
Beta factor
2
Contagion
2
Contagion effect
2
Data analysis
2
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
4
Book section
4
Arbeitspapier
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Graue Literatur
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
17
Author
All
Christodoulakis, George A.
13
Satchell, Stephen
6
Poon, Ser-Huang
5
Christodoulakis, George
4
Batiz-Zuk, Enrique
3
Bátiz-Zuk, Enrique
2
Mamatzakis, Emmanuel C.
1
Mohamed, Abdulkadir
1
Satchell, Stephen E.
1
Topaloglou, Nikolas
1
more ...
less ...
Institution
All
University of Exeter / Department of Economics
1
Published in...
All
Forecasting volatility in the financial markets
2
International review of financial analysis
2
Quantitative finance series
2
Bank of Greece Working Paper
1
Discussion papers in economics
1
Econometric reviews
1
European journal of operational research : EJOR
1
Linear factor models in finance
1
Quantitative Finance Ser
1
The analytics of risk model validation
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generating composite volatility forecasts with random factor betas
Christodoulakis, George A.
- In:
Forecasting volatility in the financial markets
,
(pp. 391-406)
.
2007
Persistent link: https://www.econbiz.de/10003873031
Saved in:
2
Sharpe style analysis in the MSCI sector portfolios: a Monte Carlo integration approach
Christodoulakis, George A.
- In:
Linear factor models in finance
,
(pp. 83-94)
.
2005
Persistent link: https://www.econbiz.de/10003304030
Saved in:
3
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
4
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
5
The analytics of risk model validation
Christodoulakis, George A.
(
ed.
); …
-
2008
-
1. ed.
Persistent link: https://www.econbiz.de/10003587442
Saved in:
6
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Saved in:
7
Credit contagion in the presence of non-normal shocks
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
International review of financial analysis
37
(
2015
),
pp. 129-139
Persistent link: https://www.econbiz.de/10011317232
Saved in:
8
Behavioural asymmetries in the G7 foreign exchange market
Christodoulakis, George A.
;
Mamatzakis, Emmanuel C.
- In:
International review of financial analysis
29
(
2013
),
pp. 261-270
Persistent link: https://www.econbiz.de/10010244938
Saved in:
9
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
Saved in:
10
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
