//--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Kumbhakar, Subal"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
4
Schätzung
4
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
Capital income
1
Deutschland
1
Germany
1
Kapitaleinkommen
1
Learning process
1
Lernprozess
1
Lévy-GARCH models
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Nichtlineare Regression
1
Nonlinear regression
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
Fabozzi, Frank J.
Kumbhakar, Subal
Jawadi, Fredj
11
Gupta, Rangan
8
Semmler, Willi
8
Blazsek, Szabolcs
6
Chiarella, Carl
6
Gençay, Ramazan
6
Rothman, Philip
6
Sola, Martin
6
Dufrénot, Gilles
5
Escribano, Álvaro
5
Gómez, Manuel A.
5
Lee, Junsoo
5
Morley, James C.
5
Psaradakis, Zacharias G.
5
Ramsey, James B.
5
Teräsvirta, Timo
5
Barnett, William A.
4
Bekiros, Stelios
4
Belaire-Franch, Jorge
4
Chong, Terence Tai-Leung
4
Funke, Michael
4
Hinich, Melvin J.
4
Ignatieva, Ekaterina
4
Leybourne, Stephen James
4
Nishimura, Kazuo
4
Pavlidis, Efthymios G.
4
Peel, David
4
Račev, Svetlozar T.
4
Serletis, Apostolos
4
Stengos, Thanasēs
4
Taylor, Mark P.
4
Uddin, Mohammed Gazi Salah
4
Bec, Frédérique
3
Canarella, Giorgio
3
Chen, Yu-Fu
3
Chevallier, Julien
3
Chumacero, Rómulo A.
3
Di Guilmi, Corrado
3
Diks, Cees G. H.
3
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of portfolio management : JPM
34
European journal of operational research : EJOR
32
The journal of portfolio management : a publication of Institutional Investor
29
Journal of productivity analysis
25
Economics letters
23
The journal of fixed income
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of econometrics
16
Applied economics
14
International journal of theoretical and applied finance
12
Journal of banking & finance
12
Econometric reviews
9
Journal of applied econometrics
9
The journal of fixed income : JFI
9
Applied financial economics
8
Finance research letters
8
Applied economics letters
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
American journal of agricultural economics
6
Computational economics
6
International review of financial analysis
6
Journal of international money and finance
5
Journal of regulatory economics
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annals of operations research
4
Energy economics
4
European financial management : the journal of the European Financial Management Association
4
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Southern economic journal
4
The energy journal
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Agricultural economics : the journal of the International Association of Agricultural Economists
3
Applied financial economics letters
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
2
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
3
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
4
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
5
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->