//--> //--> //-->
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
isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of banking & finance"
~subject:"Monte Carlo simulation"
~type:"article"
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:"Testverteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Statistical distribution
56
Statistische Verteilung
56
Risikomaß
30
Risk measure
30
Theorie
30
Theory
30
Portfolio selection
22
Portfolio-Management
22
Capital income
17
Kapitaleinkommen
17
Forecasting model
14
Prognoseverfahren
14
Estimation
12
Schätzung
12
Volatility
12
Volatilität
12
Risikomanagement
11
Risk management
11
Risiko
10
Risk
10
Option pricing theory
9
Optionspreistheorie
9
ARCH model
8
ARCH-Modell
8
Ausreißer
7
Estimation theory
7
Multivariate Verteilung
7
Multivariate distribution
7
Outliers
7
Schätztheorie
7
Regression analysis
6
Regressionsanalyse
6
Value-at-Risk
6
Credit risk
5
Expected shortfall
5
Kreditrisiko
5
Measurement
5
Messung
5
Time series analysis
5
Zeitreihenanalyse
5
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chen, Peimin
1
Kaeck, Andreas
1
Rodrigues, Paulo Jorge Maurício
1
Seeger, Norman
1
Wu, Chunchi
1
Published in...
All
Discussion paper / Tinbergen Institute
CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of banking & finance
Computational economics
7
Econometric reviews
7
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Quantitative finance
5
International journal of forecasting
4
Risks : open access journal
4
Insurance / Mathematics & economics
3
INFORMS journal on computing : JOC
2
International journal of quality & reliability management
2
International journal of theoretical and applied finance
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of mathematical finance
2
The Manchester School
2
The journal of computational finance
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of operational risk
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
American journal of agricultural economics
1
Annals of financial economics
1
Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Applied economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
Astin bulletin : the journal of the International Actuarial Association
1
Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance
1
Corporate ownership & control : international scientific journal
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics : open access journal
1
Economic modelling
1
Economics and business review
1
Emerging markets and the global economy
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
2
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin
;
Wu, Chunchi
- In:
Journal of banking & finance
40
(
2014
),
pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->