//--> //--> //-->
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
accessRights:"restricted"
~person:"Wang, Chao"
~person:"Yang, Hailiang"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Theory
Markov chain
8
Markov-Kette
8
Theorie
8
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Risikomaß
4
Risk measure
4
Estimation
3
Expected shortfall
3
Forecasting model
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Schätzung
3
Bayes-Statistik
2
Bayesian inference
2
Markov Chain Monte Carlo
2
Markov chain Monte Carlo
2
Markov chain approximation
2
Neural networks
2
Neuronale Netze
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Realized range
2
Realized variance
2
Reinsurance
2
Risiko
2
Risk
2
Rückversicherung
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Value-at-Risk
2
Value-at-risk
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Convergence
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Wang, Chao
Yang, Hailiang
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Feinberg, Eugene A.
7
Xu, Libo
7
Cavicchioli, Maddalena
6
Chang, Kuang-Liang
6
Elliott, Robert J.
6
Casarin, Roberto
5
Goyal, Vineet
5
Guérin, Pierre
5
Lee, Hsiang-Tai
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Billio, Monica
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Gerlach, Richard
4
Gupta, Rangan
4
Houtum, Geert-Jan van
4
Kang, Kyu Ho
4
Lesage, James P.
4
Maheu, John M.
4
Shi, Yanlin
4
Yang, Qiao
4
Zhang, Hao
4
Arts, Joachim
3
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bauwens, Luc
3
Bianchi, Francesco
3
Boute, Robert N.
3
Buchholz, Peter
3
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
Quantitative finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
2
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
3
A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George G.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
Saved in:
4
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Zhuo, Jin
;
Liu, Guo
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Saved in:
5
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
6
Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang
;
Zhuo, Jin
;
Yang, Hailiang
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 449-477
Persistent link: https://www.econbiz.de/10012243372
Saved in:
7
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
Saved in:
8
On a multi-dimensional risk model with regime switching
Wang, Guanqing
;
Wang, Guojing
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->