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A nonparametric model for spot...
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Ignatieva, Ekaterina
37
Ignatieva, Katja
37
Platen, Eckhard
22
Sherris, Michael
10
Baldeaux, Jan
8
Fung, Man Chung
7
Landsman, Zinoviy
6
McCulloch, James
6
Ziveyi, Jonathan
6
Fung, Simon Man Chung
5
Giacomini, Enzo
5
Alexeev, Vitali
4
Baldeaux, Jan F.
4
Gallagher, David R.
4
Spokoiny, Vladimir
4
Alai, Daniel H.
3
Fonseca, José da
3
Härdle, Wolfgang
3
Seeger, Norman
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Song, Andrew
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Da Fonseca, José
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Gudkov, Nikolay
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Härdle, Wolfgang K.
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Ponomareva, Natalia
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Rendek, Renata
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Rodrigues, Paulo
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Trück, Stefan
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Chen, Jun
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Härdle, Wolfgang Karl
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Liyanage, Thusitha
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Rendek, Renatak
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Rodrigues, Paulo Jorge Maurício
1
Spokoiny, V.
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1
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Finance Discipline Group, Business School
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
2
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
3
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions
Ignatieva, Ekaterina
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 172-186
Persistent link: https://www.econbiz.de/10011428649
Saved in:
4
Modeling spot price dependence in Australian electricity markets with applications to risk management
Ignatieva, Ekaterina
;
Trück, Stefan
- In:
Computers & operations research : and their …
66
(
2016
),
pp. 415-433
Persistent link: https://www.econbiz.de/10011429137
Saved in:
5
Industry concentration, excess returns and innovation in Australia
Gallagher, David R.
;
Ignatieva, Ekaterina
;
McCulloch, James
-
2013
Persistent link: https://www.econbiz.de/10009775520
Saved in:
6
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
Saved in:
7
A hybrid model for pricing and hedging of long dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
-
2013
Persistent link: https://www.econbiz.de/10010349514
Saved in:
8
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
9
Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
Saved in:
10
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675078
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