//--> //--> //-->
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:"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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
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
Capital income
9
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
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Beare, Brendan K.
1
Canabarro, Askery
1
Chen, Qian
1
Chi, Xie
1
Chow, K. Victor
1
Dossani, Asad
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Li, Jingrui
1
Podobnik, Boris
1
Power, Gabriel J.
1
Sopranzetti, Ben J.
1
Stanley, H. Eugene
1
Toupin, Dominique
1
Wang, Chao
1
Wang, Gang-Jin
1
Zhou, Wei-Xing
1
more ...
less ...
Published in...
All
Quantitative finance
International journal of forecasting
53
Journal of econometrics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Applied economics
10
Journal of forecasting
10
Economics letters
9
Insurance / Mathematics & economics
9
Journal of banking & finance
9
Economic modelling
8
Journal of applied econometrics
8
Applied economics letters
7
Computational economics
7
Econometric reviews
7
Energy economics
7
Finance research letters
7
Journal of financial econometrics
7
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion papers / CEPR
5
Journal of empirical finance
5
Journal of mathematical finance
5
Research paper series / Swiss Finance Institute
5
The econometrics journal
5
Econometric theory
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Swiss Finance Institute Research Paper
4
International journal of production economics
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Journal of risk
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Pacific-Basin finance journal
3
Astin bulletin : the journal of the International Actuarial Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
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
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:
3
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:
4
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:
5
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:
6
Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.
;
Dossani, Asad
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 623-635
Persistent link: https://www.econbiz.de/10011906445
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->