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:"United States"
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
An ergodic BSDE risk represent...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
Theorie
51,147
Theory
50,322
Risk
45,284
Risiko
44,830
Portfolio-Management
44,309
Portfolio selection
43,964
Messung
22,612
Measurement
22,398
Stochastischer Prozess
17,289
Stochastic process
16,843
Optionspreistheorie
14,843
Option pricing theory
14,382
Volatilität
10,600
Volatility
10,469
Risikomanagement
10,323
Kapitaleinkommen
10,100
Capital income
10,077
Risk management
9,922
Schätzung
9,655
Estimation
9,426
USA
9,286
Welt
8,212
World
8,084
Risikomaß
7,637
Risk measure
7,554
CAPM
6,540
Anlageverhalten
6,229
Behavioural finance
6,108
Börsenkurs
5,722
Share price
5,633
risk
4,524
Prognoseverfahren
4,261
Deutschland
4,242
Forecasting model
4,196
Investmentfonds
4,125
Kapitalanlage
4,115
Mathematische Optimierung
4,069
Mathematical programming
4,050
Investment Fund
4,046
more ...
less ...
Online availability
All
Free
1,913
Undetermined
1,397
Type of publication
All
Article
5,332
Book / Working Paper
3,598
Journal
8
Type of publication (narrower categories)
All
Article in journal
4,807
Aufsatz in Zeitschrift
4,807
Graue Literatur
2,385
Non-commercial literature
2,385
Working Paper
2,138
Arbeitspapier
2,135
Aufsatz im Buch
464
Book section
464
Hochschulschrift
356
Thesis
302
Collection of articles written by one author
129
Sammlung
129
Collection of articles of several authors
113
Sammelwerk
113
Lehrbuch
86
Textbook
83
Aufsatzsammlung
45
Glossar enthalten
37
Glossary included
37
Handbook
35
Handbuch
35
Konferenzschrift
33
Bibliografie enthalten
32
Bibliography included
32
Ratgeber
30
Guidebook
26
Conference proceedings
23
Conference paper
22
Konferenzbeitrag
22
Case study
19
Fallstudie
19
Amtsdruckschrift
17
Government document
17
Reprint
11
Systematic review
11
Übersichtsarbeit
11
CD-ROM, DVD
9
Nachschlagewerk
9
Reference book
9
Statistics
8
more ...
less ...
Language
All
English
8,759
German
130
French
25
Undetermined
15
Italian
4
Polish
3
Russian
2
Spanish
2
Swedish
2
Portuguese
1
more ...
less ...
Author
All
Gupta, Rangan
49
Fabozzi, Frank J.
43
McAleer, Michael
33
Viscusi, W. Kip
29
Warnock, Francis E.
28
Guidolin, Massimo
26
Basu, Susanto
23
Guvenen, Fatih
23
Campbell, John Y.
21
Burkhauser, Richard V.
20
Feenstra, Robert C.
19
Lo, Andrew W.
19
Stulz, René M.
19
Diebold, Francis X.
17
Poterba, James M.
17
Wolff, Edward N.
17
Bali, Turan G.
16
Bloom, Nicholas
16
Castelnuovo, Efrem
16
Engle, Robert F.
16
Kelly, Bryan T.
16
Balcilar, Mehmet
15
Bollerslev, Tim
15
Goldberg, Linda S.
15
Hammoudeh, Shawkat
15
Mitchell, Olivia S.
15
Viceira, Luis M.
15
Brown, Gregory W.
14
Gil-Alaña, Luis A.
14
Lustig, Hanno
14
Nakamura, Leonard Isamu
14
Pástor, Ľuboš
14
Song, Jae
14
Andersen, Torben
13
Bartram, Söhnke M.
13
Ferson, Wayne E.
13
Hoffmann, Mathias
13
Larrimore, Jeff
13
Santa-Clara, Pedro
13
Shoven, John B.
13
more ...
less ...
Institution
All
National Bureau of Economic Research
81
Federal Reserve Bank of St. Louis
10
OECD
9
Federal Reserve Bank of New York
8
Frank J. Fabozzi Associates <New Hope, Pa.>
8
Jerome Levy Economics Institute
7
Rodney L. White Center for Financial Research
7
American Enterprise Institute for Public Policy Research
4
Association for Investment Management and Research
4
Conference on Research in Income and Wealth
4
European University Institute / Department of Economics
4
Federal Reserve Bank of San Francisco
4
USA / Bureau of the Census
4
Erasmus Research Institute of Management
3
Federal Reserve System / Division of Research and Statistics
3
FinanzBuch Verlag
3
Institute of Finance and Accounting <London>
3
Institutet för Internationell Ekonomi <Stockholm>
3
International Monetary Fund (IMF)
3
Maxwell Graduate School of Citizenship and Public Affairs
3
The Wharton Financial Institutions Center
3
USA / General Accounting Office
3
University of Canterbury / Dept. of Economics and Finance
3
University of Chicago / Center for Research in Security Prices
3
Universität Mannheim
3
Boston College / Department of Economics
2
Catalyst Institute <Chicago, Ill.>
2
Center for the Study of Living Standards (CSLS)
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
European University Institute / Department of Law
2
Europäische Kommission / Gemeinsame Forschungsstelle
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Financial Times Limited
2
Goethe-Universität Frankfurt am Main
2
IGI Global
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institute for Fiscal Studies
2
Johns Hopkins University / Department of Economics
2
Princeton University Press
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
520
The review of financial studies
238
The journal of finance : the journal of the American Finance Association
160
Discussion paper / Centre for Economic Policy Research
112
Journal of financial and quantitative analysis : JFQA
96
The journal of futures markets
92
NBER working paper series
77
Journal of banking & finance
74
Finance and economics discussion series
72
Journal of financial economics
64
The review of economics and statistics
64
Working paper
63
International review of financial analysis
53
The American economic review
53
Applied economics
47
The journal of real estate finance and economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
The journal of portfolio management : a publication of Institutional Investor
46
American journal of agricultural economics
45
Discussion paper series / IZA
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
39
Applied financial economics
38
The journal of fixed income
38
Economics letters
35
International review of economics & finance : IREF
35
Real estate economics : journal of the American Real Estate and Urban Economics Association
35
Journal of money, credit and banking : JMCB
33
The journal of asset management
33
The journal of business : B
33
Finance research letters
31
NBER Working Paper
31
Economic inquiry : journal of the Western Economic Association International
30
The journal of investing
30
CESifo working papers
29
The financial review : the official publication of the Eastern Finance Association
29
Working papers / Federal Reserve Bank of Philadelphia, Research Department
27
Journal of risk and uncertainty : JRU
26
Review of quantitative finance and accounting
26
Applied economics letters
25
Journal of empirical finance
25
more ...
less ...
Source
All
ECONIS (ZBW)
8,896
RePEc
30
EconStor
7
USB Cologne (EcoSocSci)
4
BASE
1
Showing
1
-
10
of
8,938
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Typology for flight-to-quality episodes and downside
risk
measurement
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
Saved in:
2
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
3
CAViaR: conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
4
CAViaR : conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
5
Statistics and finance : an introduction
Ruppert, David
-
2004
Model * Options Pricing * Fixed Income Securities * Resampling * Value-at-
Risk
* GARCH models * Nonparametric Regression and …
Persistent link: https://www.econbiz.de/10001805902
Saved in:
6
An option valuation framework based on arithmetic Brownian motion : justification and implementation issues
Brooks, Robert
;
Brooks, Joshua A.
- In:
The journal of financial research
40
(
2017
)
3
,
pp. 401-427
Persistent link: https://www.econbiz.de/10011723125
Saved in:
7
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Saved in:
8
Scenario optimisation of credit risky portfolios
Bohrmann, Jürgen Thomas
;
Bohrmann, Jürgen
-
2007
Persistent link: https://www.econbiz.de/10003480505
Saved in:
9
Measuring event
risk
Nyberg, Peter
;
Wilhelmsson, Anders
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 265-287
Persistent link: https://www.econbiz.de/10003884188
Saved in:
10
A new test procedure for the choice of dependence structure in
risk
measurement
: application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
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...
