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subject:"Kapitaleinkommen"
subject:"Risk"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
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Kapitaleinkommen
Risk
Börsenkurs
Theorie
283
Theory
283
Portfolio selection
118
Portfolio-Management
118
Stochastic process
51
Stochastischer Prozess
51
Forecasting model
48
Prognoseverfahren
48
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46
Volatilität
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English
96
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Lillo, Fabrizio
4
Sornette, Didier
3
Abergel, Frédéric
2
Bormetti, Giacomo
2
Bouchaud, Jean-Philippe
2
Chen, Jing
2
Cont, Rama
2
Endres, Sylvia
2
Hawkes, Alan
2
Li, Wai Keung
2
Liu, Li
2
Livieri, Giulia
2
Pan, Zhiyuan
2
Paterlini, Sandra
2
Satchell, Stephen
2
Stübinger, Johannes
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wang, Yudong
2
Zumbach, Gilles O.
2
Ahn, Kwangwon
1
Antonov, Anton
1
Bacry, Emmanuel
1
Bae, Kwangil
1
Ballotta, Laura
1
Bauder, David
1
Ben-Horin, Moshe
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Birge, John R.
1
Bodnar, Taras
1
Bogdan, Małgorzata
1
Braga, M. D.
1
Brandtner, Mario
1
Brzyski, Damian
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Buccioli, Alice
1
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1
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1
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Quantitative finance
NBER working paper series
539
Working paper / National Bureau of Economic Research, Inc.
513
NBER Working Paper
437
Insurance / Mathematics & economics
283
Journal of banking & finance
278
European journal of operational research : EJOR
264
Economics letters
262
Discussion paper / Centre for Economic Policy Research
238
Journal of financial economics
231
The review of financial studies
228
The journal of finance : the journal of the American Finance Association
222
Journal of economic dynamics & control
220
Finance research letters
201
CESifo working papers
182
Journal of economic theory
178
Journal of empirical finance
173
Management science : journal of the Institute for Operations Research and the Management Sciences
151
International review of financial analysis
147
Economic modelling
143
International review of economics & finance : IREF
139
Journal of risk and uncertainty : JRU
128
Working paper
127
Applied economics
124
Journal of economic behavior & organization : JEBO
117
Research paper series / Swiss Finance Institute
113
Applied economics letters
110
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110
Risks : open access journal
110
The American economic review
107
Journal of monetary economics
106
The European journal of finance
104
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of financial and quantitative analysis : JFQA
100
Journal of econometrics
95
Review of quantitative finance and accounting
89
International journal of theoretical and applied finance
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
96
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1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
4
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
5
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
6
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
9
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
10
Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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