//--> //--> //-->
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:"Journal of empirical finance"
~person:"Alexeev, Vitali"
~person:"Härdle, Wolfgang"
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:"Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Aktienmarkt
2
Estimation
2
Schätzung
2
Stock market
2
Australia
1
Australien
1
Beta risk
1
Betafaktor
1
Bourse
1
Börse
1
Börsenkurs
1
CAPM
1
CDO
1
Capital income
1
Copulae
1
Correlation smile
1
Credit risk
1
Derivat
1
Derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Equity risk premium
1
Factor analysis
1
Factor structure
1
Faktorenanalyse
1
Financial analysis
1
Finanzanalyse
1
Forecasting model
1
High-frequency data
1
Jumps
1
Kapitaleinkommen
1
Kreditrisiko
1
Limit order book
1
Liquidity risk
1
Loss given default
1
Market efficiency
1
Market liquidity
1
Marktliquidität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Alexeev, Vitali
Härdle, Wolfgang
Baillie, Richard
5
Gouriéroux, Christian
5
Kapetanios, George
5
Karanasos, Menelaos
5
Koop, Gary
5
Conrad, Christian
4
Dionne, Georges
4
Gospodinov, Nikolaj
4
Harvey, David I.
4
Koedijk, Kees
4
Leybourne, Stephen James
4
Morana, Claudio
4
Wang, Yudong
4
Bekaert, Geert
3
Caporin, Massimiliano
3
Cipollini, Andrea
3
Engsted, Tom
3
Francis, Bill B.
3
Harvey, Campbell R.
3
Kellard, Neil
3
Kim, Dongcheol
3
Kim, Kun Ho
3
Laurent, Sébastien
3
Li, Kai
3
Liao, Yin
3
Min, Byoung-Kyu
3
Nelson, Charles R.
3
Nijman, Theodore E.
3
Robotti, Cesare
3
Scaillet, Olivier
3
Schotman, Peter C.
3
Taylor, Robert
3
Tzavalis, Elias
3
Wu, Chongfeng
3
Yang, Jian
3
Zhou, Guofu
3
Agliardi, Elettra
2
Antoniou, Antonios
2
Astill, Sam
2
more ...
less ...
Published in...
All
Journal of empirical finance
SFB 649 discussion paper
114
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Discussion papers of interdisciplinary research project 373
22
CORE discussion paper : DP
20
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
9
Discussion paper / A
8
Diskussionspapier
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
7
Universitext
7
Applied quantitative finance
6
Econometric theory
6
Discussion paper / Center for Economic Research, Tilburg University
5
IRTG 1792 discussion paper
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Applied quantitative finance : theory and computational tools
3
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of forecasting
2
Publikationen / Center for Applied Statistics and Economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The econometrics journal
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CEA_372Cass working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CFS working paper series
1
CIE working paper series
1
Computational economics
1
Contributions to statistics
1
Cowles Foundation discussion paper
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
Saved in:
2
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
3
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
4
Testing weak form efficiency on the Toronto stock exchange
Alexeev, Vitali
;
Tapon, Francis
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 661-691
Persistent link: https://www.econbiz.de/10009306536
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->