//--> //--> //--> //-->
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
subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
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:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Statistical distribution
34
Statistische Verteilung
34
Theorie
17
Theory
17
Option pricing theory
12
Optionspreistheorie
12
Risikomaß
10
Risk measure
10
Stochastic process
10
Stochastischer Prozess
10
Volatility
10
Volatilität
10
Kapitaleinkommen
9
Portfolio selection
8
Portfolio-Management
8
Forecasting model
6
Markov chain
6
Markov-Kette
6
Estimation
5
Schätzung
5
Börsenkurs
4
Estimation theory
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing
4
Risiko
4
Risk
4
Schätztheorie
4
Share price
4
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Expected shortfall
3
Kurtosis
3
Lévy process
3
Portfolio optimization
3
Tail risk
3
ARCH model
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Bae, Kwangil
1
Beare, Brendan K.
1
Birge, John R.
1
Canabarro, Askery
1
Chen, Qian
1
Chi, Xie
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Dossani, Asad
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Hallam, Mark
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Lee, Soonhee
1
Li, Jingrui
1
Olmo, Jose
1
Parent, Léo
1
Podobnik, Boris
1
Power, Gabriel J.
1
Sopranzetti, Ben J.
1
Stanley, H. Eugene
1
Toupin, Dominique
1
Uberti, Pierpaolo
1
Wang, Chao
1
Wang, Gang-Jin
1
Zhou, Wei-Xing
1
more ...
less ...
Published in...
All
Quantitative finance
International journal of forecasting
56
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Applied economics
19
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
16
Journal of banking & finance
14
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Economic modelling
12
Economics letters
12
Econometric reviews
11
Journal of empirical finance
11
Journal of forecasting
11
Computational economics
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Applied economics letters
9
Research in international business and finance
9
Energy economics
8
Journal of mathematical finance
8
Pacific-Basin finance journal
8
The European journal of finance
8
Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
International journal of theoretical and applied finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Discussion papers / CEPR
5
European journal of operational research : EJOR
5
Journal of financial economics
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Econometric theory
4
Journal of risk
4
Review of quantitative finance and accounting
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
2
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 877-886
Persistent link: https://www.econbiz.de/10014304382
Saved in:
3
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
4
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
5
Portfolio optimization under the generalized hyperbolic distribution : optimal allocation, performance and tail behavior
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10012424559
Saved in:
6
Realized higher-order comoments
Bae, Kwangil
;
Lee, Soonhee
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 421-429
Persistent link: https://www.econbiz.de/10012483831
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
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
9
Statistical tests of distributional scaling properties for financial return series
Hallam, Mark
;
Olmo, Jose
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
Saved in:
10
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->