//--> //--> //-->
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
~person:"Alfelt, Gustav"
~person:"Korn, Ralf"
~subject:"Risikomaß"
~subject:"Zeitreihenanalyse"
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:"Anova"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Zeitreihenanalyse
Analysis of variance
6
Varianzanalyse
6
Risk measure
4
Black-Scholes model
3
Black-Scholes-Modell
3
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Capital income
2
Correlation
2
Covariance targeting
2
Estimation theory
2
High-dimensional data
2
Kapitaleinkommen
2
Korrelation
2
Realized covariance matrix
2
Schätztheorie
2
Stock co-volatility
2
Time series analysis
2
Time series matrix-variate model
2
Volatility
2
Volatilität
2
Financial crisis
1
Finanzkrise
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Risikomanagement
1
Risk management
1
Sampling
1
Stichprobenerhebung
1
Value-at-Risk
1
importance sampling
1
stratified sampling
1
variance reduction
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Working Paper
1
Language
All
English
6
Author
All
Alfelt, Gustav
Korn, Ralf
Caporin, Massimiliano
8
McAleer, Michael
7
Bauwens, Luc
6
Opschoor, Anne
6
Voev, Valeri
6
Christensen, Kim
5
Lucas, André
5
Patton, Andrew J.
5
Schmid, Wolfgang
5
Bonato, Matteo
4
Halbleib, Roxana
4
Janus, Paweł
4
Podolskij, Mark
4
Bodnar, Taras
3
Bollerslev, Tim
3
Dijk, Herman K. van
3
Fengler, Matthias R.
3
Huschens, Stefan
3
Härdle, Wolfgang
3
Javed, Farrukh
3
Koopman, Siem Jan
3
Ng, Serena
3
Oomen, Roel C. A.
3
Otranto, Edoardo
3
Quaedvlieg, Rogier
3
Ranaldo, Angelo
3
Stahl, Gerhard
3
Xu, Yongdeng
3
Śliwa, Przemysław
3
Andersen, Torben
2
Braione, Manuela
2
Corsi, Fulvio
2
Dobrev, Dobrislav
2
Emmer, Susanne
2
Fengler, Matthias
2
Gao, Jiti
2
Gottschling, Andreas
2
Gribisch, Bastian
2
more ...
less ...
Published in...
All
Applied mathematical finance
1
Berichte zur Stochastik und verwandten Gebieten
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Working paper
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
3
A new variance reduction technique for estimating value-at-risk
Korn, Ralf
;
Pupashenko, Mykhailo
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
Saved in:
4
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
5
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
6
Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia
;
Korn, Ralf
-
1998
Persistent link: https://www.econbiz.de/10000682685
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->