//--> //--> //-->
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
~subject:"Volatilität"
~subject:"Stochastischer Prozess"
~isPartOf:"Applied economics"
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:"Häufigkeitsverteilung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Stochastischer Prozess
Statistical distribution
50
Statistische Verteilung
50
Theorie
25
Theory
25
Estimation
19
Schätzung
19
Risikomaß
15
Risk measure
15
Capital income
13
Kapitaleinkommen
13
Multivariate Verteilung
11
Multivariate distribution
11
ARCH model
10
ARCH-Modell
10
Ausreißer
10
Outliers
10
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
8
Forecasting model
8
Prognoseverfahren
8
Share price
8
Estimation theory
7
Risiko
7
Risk
7
Schätztheorie
7
Risikomanagement
6
Risk management
6
Volatility
6
extreme value theory
6
tail dependence
6
China
4
Financial crisis
4
Finanzkrise
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Aktienmarkt
3
Beta-t-EGARCH
3
Cointegration
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Xu, Dinghai
2
Belhachemi, Rachid
1
Boroumand, Raphaël Homayoun
1
Chu, Guoqing
1
Ding, Jin
1
Elyasiani, Elyas
1
Gambarelli, Luca
1
Goutte, Stéphane
1
Liu, Qing
1
Muzzioli, Silvia
1
Porcher, Simon
1
Porcher, Thomas
1
Racicot, François-Éric
1
Rostan, Pierre
1
Sui, Cong
1
Wang, Donghua
1
Wang, Shouyang
1
Wirjanto, Tony S.
1
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
48
International journal of theoretical and applied finance
26
Discussion paper / Tinbergen Institute
18
Quantitative finance
17
Risks : open access journal
17
Computational economics
16
Insurance / Mathematics & economics
16
Economic modelling
15
Working paper
15
Finance research letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
International journal of forecasting
13
International review of financial analysis
13
Journal of banking & finance
13
European journal of operational research : EJOR
12
Journal of empirical finance
12
Journal of risk and financial management : JRFM
11
Journal of mathematical finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Economics letters
9
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
International journal of financial engineering
8
International review of economics & finance : IREF
8
Journal of economic dynamics & control
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
The European journal of finance
8
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
7
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Scandinavian actuarial journal
7
Swiss Finance Institute Research Paper
7
The journal of futures markets
7
Applied mathematical finance
6
CREATES research paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
2
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
3
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
4
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
5
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
6
Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution
Belhachemi, Rachid
;
Rostan, Pierre
;
Racicot, François-Éric
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5461-5475
Persistent link: https://www.econbiz.de/10011341770
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->