//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~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:"Kendall's tau"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Correlation
32
Korrelation
32
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
10
Stochastischer Prozess
10
Volatility
10
Volatilität
10
Theorie
9
Theory
9
Derivat
6
Derivative
6
CAPM
4
Capital income
4
Credit risk
4
Estimation
4
Kapitaleinkommen
4
Kreditrisiko
4
Option trading
4
Optionsgeschäft
4
Schätzung
4
Börsenkurs
3
Heston model
3
Multivariate Verteilung
3
Multivariate distribution
3
Portfolio selection
3
Portfolio-Management
3
Share price
3
Yield curve
3
Zinsstruktur
3
correlation
3
ARCH model
2
ARCH-Modell
2
Credit rating
2
Exchange rate
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
Interest rate derivative
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
32
Author
All
Guhr, Thomas
3
Schäfer, Rudi
3
Ehrhardt, Matthias
2
Günther, Michael
2
Romo, Jacinto Marabel
2
Schmitt, Thilo A.
2
Teng, Long
2
Abbas-Turki, Lokman A.
1
Aly, Sidi Mohamed Ould
1
Brigo, Damiano
1
Brummelhuis, Raymond
1
Ceccacci, Silvia
1
Chang, Iksoo
1
Chetalova, Desislava
1
Coffey, Brian
1
Cont, Rama
1
Cordóba, Antonio
1
De Malherbe, Etienne
1
Dette, Holger
1
Di Graziano, Giuseppe
1
Dimitroff, Georgi
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Frestad, Dennis
1
Galka, Andreas
1
Golosnoy, Vasyl
1
Götz, Barbara
1
Herwartz, Helmut
1
Jabłecki, Juliusz
1
Krehbiel, Timothy L.
1
Kwan, Clarence C. Y.
1
Laloux, Laurent
1
Lamberton, Damien
1
Lavagnini, Silvia
1
Li, Weiping
1
Lorenz, Stefan
1
Marchesiani, Alessandro
1
Marfè, Roberto
1
Masoliver, Jaume
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of econometrics
109
Economics letters
96
Finance research letters
76
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of banking & finance
65
Applied economics
61
Journal of empirical finance
54
Applied economics letters
47
International review of financial analysis
44
Research in international business and finance
44
International review of economics & finance : IREF
42
Energy economics
41
Econometric reviews
38
Journal of international financial markets, institutions & money
34
Journal of international money and finance
32
Computational economics
30
Journal of risk and financial management : JRFM
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
The review of financial studies
27
European journal of operational research : EJOR
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
International journal of forecasting
23
Games and economic behavior
22
Journal of economic dynamics & control
22
Journal of forecasting
22
Journal of the American Statistical Association : JASA
22
The journal of futures markets
22
Journal of financial econometrics
21
The European journal of finance
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Applied financial economics
18
Quantitative finance
18
The journal of finance : the journal of the American Finance Association
18
Econometrics : open access journal
17
Risks : open access journal
17
The journal of asset management
17
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
2
Quanto pricing in stochastic correlation models
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011903766
Saved in:
3
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
4
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
5
Institutional investors and the dependence structure of asset returns
Cont, Rama
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
Saved in:
6
On the Heston model with stochastic correlation
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011572381
Saved in:
7
Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava
;
Schmitt, Thilo A.
;
Schäfer, Rudi
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
Saved in:
8
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
9
Quantile correlations : uncovering temporal dependencies in financial time series
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Dette, Holger
;
Guhr, …
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011403969
Saved in:
10
Covariance and correlation swaps for financial markets with Markov-modulated volatilities
Salvi, Giovanni
;
Sviščuk, Anatolij
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363946
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->