//--> //--> //-->
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"
~subject:"ARCH model"
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:"Statistische Verteilung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Statistical distribution
62
Statistische Verteilung
62
Theorie
28
Theory
28
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
20
Stochastischer Prozess
20
Volatility
16
Volatilität
16
Portfolio selection
11
Portfolio-Management
11
Derivat
10
Derivative
10
Capital income
8
Kapitaleinkommen
8
Estimation
6
Financial market
6
Finanzmarkt
6
Schätzung
6
Credit risk
5
Kreditrisiko
5
Risikomaß
5
Risk measure
5
Börsenkurs
4
CAPM
4
Multivariate Verteilung
4
Multivariate distribution
4
Option pricing
4
Option trading
4
Optionsgeschäft
4
Probability theory
4
Risiko
4
Risk
4
Share price
4
Time series analysis
4
Wahrscheinlichkeitsrechnung
4
Zeitreihenanalyse
4
ARCH-Modell
3
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Badescu, Alexandru
1
D'Addona, Stefano
1
Elliott, Robert J.
1
Kulperger, Reg
1
Marinelli, Carlo
1
Miettinen, Jarkko
1
Molgedey, Lutz
1
Račev, Svetlozar T.
1
Siu, Tak Kuen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of econometrics
15
Discussion paper / Tinbergen Institute
14
International journal of forecasting
14
Journal of empirical finance
14
Economic modelling
12
The European journal of finance
11
Applied economics
10
Finance research letters
10
Journal of forecasting
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
Journal of banking & finance
8
International review of economics & finance : IREF
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Economics letters
6
Energy economics
6
Journal of financial econometrics
6
Annals of financial economics
5
Computational economics
5
Econometrics : open access journal
5
Journal of economic dynamics & control
5
Applied economics letters
4
Discussion paper
4
Global business & economics review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers
4
Cambridge working papers in economics
3
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
3
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international financial markets, institutions & money
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
2
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
3
Historical volatility distribution in Gaussian and GARCH (1,1) models
Molgedey, Lutz
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 417
Persistent link: https://www.econbiz.de/10001522909
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->