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
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 simple efficient approximati...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
91
Theory
90
Markov chain
51
Optionspreistheorie
51
Option pricing theory
50
Markov-Kette
49
Stochastic process
38
Stochastischer Prozess
38
Großbritannien
37
United Kingdom
37
China
29
Pollution
27
Umweltbelastung
26
Estimation
24
Schätzung
24
Auslandsinvestition
22
Foreign investment
22
Volatilität
22
Volatility
21
Industrie
20
Intra-industry trade
20
Manufacturing industries
20
CAPM
19
Portfolio-Management
19
Intraindustrieller Handel
18
Portfolio selection
18
Environmental policy
16
USA
16
Umweltpolitik
16
United States
16
Risiko
13
Zinsstruktur
13
Environmental standard
12
Estimation theory
12
Hedging
12
Lohn
12
Risk
12
Schätztheorie
12
Umweltstandard
12
Wages
12
more ...
less ...
Online availability
All
Undetermined
142
Free
82
Type of publication
All
Article
355
Book / Working Paper
126
Type of publication (narrower categories)
All
Article in journal
189
Aufsatz in Zeitschrift
189
Working Paper
49
Arbeitspapier
46
Graue Literatur
45
Non-commercial literature
45
Aufsatz im Buch
15
Book section
15
Aufsatzsammlung
4
Collection of articles of several authors
4
Sammelwerk
4
Lehrbuch
3
Rezension
3
Textbook
3
Article
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Festschrift
1
Hochschulschrift
1
Interview
1
Konferenzbeitrag
1
Thesis
1
technical-paper
1
more ...
less ...
Language
All
English
319
Undetermined
160
Russian
2
Author
All
Elliott, Robert J.
198
Elliott, Robert J. R.
120
Elliott, Robert
67
Cole, Matthew A.
49
Siu, Tak Kuen
49
Wu, Ping
30
Elliott, Robert Frank
25
Strobl, Eric
20
Azhar, Abdul K. M.
15
Elliott, James
15
Madan, Dilip B.
15
Miao, Hong
15
Badescu, Alex
13
Okubo, Toshihiro
13
Chan, Leunglung
12
Lyle, Matthew R.
11
Hoek, John van der
10
Scott, Anthony
10
Cole, Matthew
9
Greenaway, David
9
Milner, Chris
9
Wu, Ping X.
9
Badescu, Alexandru
8
Barone-Adesi, Giovanni
8
Brülhart, Marius
8
Shimamoto, Kenichi
8
Zhou, Ying
8
Cohen, Samuel N.
7
ELLIOTT, ROBERT J.
7
Ma, Ada
7
Milne, Frank
7
Roberts, Elizabeth
7
Skåtun, Diane
7
Sun, Puyang
7
Zhang, Jing
7
Bradrania, Reza
6
Chesney, Marc
6
Elliott, Robert F.
6
Jamieson, Barbara M.
6
Mamon, Rogemar S.
6
more ...
less ...
Institution
All
arXiv.org
6
Department of Economics, University of Birmingham
4
Economics Department, Queen's University
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Centre for Research in Economic Development and International Trade (CREDIT), School of Economics
1
Chambre de commerce et d'industrie de Paris
1
Department of Economics, University of Calgary
1
Department of Economics, University of Sheffield
1
Federal Reserve Bank of Chicago
1
Institute of Economic Research, Kyoto University
1
USA-China Science and Culture Media Corporation
1
University of Sheffield / Department of Economics
1
more ...
less ...
Published in...
All
Energy economics
13
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
11
Applied mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Quantitative Finance
9
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Discussion papers / Department of Economics, The University of Birmingham
8
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
Insurance / Mathematics & economics
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Mathematical Finance
7
Review of World Economics (Weltwirtschaftliches Archiv)
7
The world economy : the leading journal on international economic relations
7
Annals of finance
6
Journal of Economic Dynamics and Control
6
Journal of orthopaedic and sports physical therapy : the official publ. of the Orthopaedic and Sports Medicine Section of the American Physical Therapy Association
6
Papers / arXiv.org
6
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
6
Review of world economics
6
Stochastic Processes and their Applications
6
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
6
Environmental and resource economics
5
Finance and stochastics
5
Applied Mathematical Finance
4
Discussion Papers / Department of Economics, University of Birmingham
4
RIETI discussion paper series
4
The Manchester School
4
Annals of Finance
3
Asia-Pacific Financial Markets
3
Asia-Pacific financial markets
3
CREDIT research paper
3
Economic modelling
3
Economics letters
3
Environmental & Resource Economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Finance and Stochastics
3
Quantitative finance
3
Statistics & Probability Letters
3
more ...
less ...
Source
All
ECONIS (ZBW)
306
RePEc
115
OLC EcoSci
46
EconStor
4
USB Cologne (EcoSocSci)
4
Other ZBW resources
4
USB Cologne (business full texts)
2
more ...
less ...
Showing
21
-
30
of
481
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
A Hidden Markov approach to the forward premium puzzle
Elliott, Robert J.
;
Han, Bing
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1009-1020
Persistent link: https://www.econbiz.de/10003395950
Saved in:
22
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
23
Markovian regime-switching market completion using additional Markov jump assets
Zhang, Xin
;
Elliott, Robert J.
;
Siu, Tak Kuen
;
Guo, Junyi
- In:
IMA journal of management mathematics
23
(
2012
)
3
,
pp. 283-305
Persistent link: https://www.econbiz.de/10009572468
Saved in:
24
On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
25
Disappointment aversion premium principle
Cheung, Ka Chun
;
Chong, Wing Fung
;
Elliott, Robert J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 679-702
Persistent link: https://www.econbiz.de/10011397624
Saved in:
26
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
27
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
28
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
29
Viterbi-based estimation for Markov switching GARCH model
Elliott, Robert J.
;
Lau, John W.
;
Miao, Hong
;
Siu, Tak Kuen
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 219-231
Persistent link: https://www.econbiz.de/10009710984
Saved in:
30
Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
First
Prev
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...
