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subject:"Prognoseverfahren"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Option pricing theory"
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Search: subject_exact:"Frequency distribution"
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Prognoseverfahren
Option pricing theory
Statistical distribution
61
Statistische Verteilung
61
Theorie
24
Theory
24
Capital income
19
Kapitaleinkommen
19
Estimation
14
Schätzung
14
Portfolio selection
13
Portfolio-Management
13
Risikomaß
13
Risk measure
13
Forecasting model
12
Risiko
11
Risk
11
Volatility
11
Volatilität
11
ARCH model
10
ARCH-Modell
10
Börsenkurs
10
Share price
10
Multivariate Verteilung
9
Multivariate distribution
9
Optionspreistheorie
9
Robust statistics
7
Robustes Verfahren
7
Tail dependence
7
Aktienindex
5
CAPM
5
Estimation theory
5
Probability theory
5
Risikomanagement
5
Risk management
5
Schätztheorie
5
Stock index
5
Wahrscheinlichkeitsrechnung
5
Ausreißer
4
Black-Scholes model
4
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Article
21
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Article in journal
21
Aufsatz in Zeitschrift
21
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English
21
Author
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Perote, Javier
2
Aramonte, Sirio
1
Bjørnland, Hilde Christiane
1
Blöchlinger, Andreas
1
Cao, Ying
1
Cortés, Lina M.
1
Demetrescu, Matei
1
Freire, Gustavo
1
Gerdrup, Karsten
1
Grushka-Cockayne, Yael
1
Gupta, Rangan
1
Göncü, Ahmet
1
Hoga, Yannick
1
Hsu, Wei-tze
1
Huang, Hung-Hsi
1
Jahan-Parvar, Mohammad R.
1
Jiang, I-Ming
1
Jore, Anne Sofie
1
Karahan, Mehmet Oğuz
1
Kuzubaş, Tolga Umut
1
Leippold, Markus
1
Li, Sheng-Han
1
Li, Weiping
1
Liao, Wen Ju
1
Lichtendahl, Kenneth C.
1
Lin, Shin-Hung
1
Liu, Xing
1
Liu, Yanxin
1
Liu, Yu-hong
1
Mo, Guoli
1
Mora-Valencia, Andrés
1
Newton, David P.
1
Ng, Andrew Cheuk-Yin
1
Orłowski, Piotr
1
Pauwels, Laurent
1
Pierdzioch, Christian
1
Qi, Meng
1
Qiao, Gaoxiu
1
Rosen, Samuel
1
Salisu, Afees A.
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
73
Journal of forecasting
38
Journal of econometrics
32
Discussion paper / Tinbergen Institute
26
International journal of theoretical and applied finance
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of banking & finance
19
Quantitative finance
18
Computational economics
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of economic dynamics & control
14
Working paper / Norges Bank
14
Economic modelling
13
Insurance / Mathematics & economics
13
The journal of futures markets
13
Finance research letters
12
Research paper series / Swiss Finance Institute
12
Working paper series / European Central Bank
12
Federal Reserve Bank of Cleveland working paper series
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of mathematical finance
11
Review of derivatives research
11
Risks : open access journal
11
Applied economics
10
Applied mathematical finance
10
European journal of operational research : EJOR
10
International review of economics & finance : IREF
10
Journal of applied econometrics
10
Swiss Finance Institute Research Paper
10
Journal of empirical finance
9
The European journal of finance
9
The journal of computational finance
9
ECB Working Paper
8
Econometrics : open access journal
8
Working papers
8
Applied economics letters
7
Discussion papers / National Institute of Economic and Social Research
7
Economics letters
7
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ECONIS (ZBW)
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
3
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
4
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
5
Distributionally robust conditional quantile prediction with fixed design
Qi, Meng
;
Cao, Ying
;
Shen, Zuo-Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10013259976
Saved in:
6
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
7
Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui
;
Yim, Andrew
;
Newton, David P.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
Saved in:
8
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
9
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
10
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
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