Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
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
High-Throughput Computational...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Expected shortfall
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
Value-at-risk
3
ARCH model
2
ARCH-Modell
2
Estimation
2
Forecasting model
2
Markov chain Monte Carlo
2
Measurement
2
Messung
2
Prognoseverfahren
2
Risikomanagement
2
Risk management
2
Schätzung
2
Volatility
2
Volatilität
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Kapitaleinkommen
1
Markov Chain Monte Carlo
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
Quantile regression
1
Realized measure
1
Realized measures
1
Realized range
1
Realized variance
1
Realized-GARCH
1
Semi-parametric
1
more ...
less ...
Online availability
All
Undetermined
3
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
Gerlach, Richard
3
Wang, Chao
3
Chen, Qian
2
Minh-Ngoc Tran
1
Peiris, Rangika
1
Published in...
All
Quantitative finance
Industrial Management & Data Systems
7
Technological forecasting & social change : an international journal
5
Applied Energy
3
International journal of production research
3
The leadership quarterly : LQ ; an international journal of political, social and behavioral science
3
Transportation
3
Applied economics letters
2
Energy economics
2
European journal of operational research : EJOR
2
International journal of forecasting
2
International journal of logistics : research and applications
2
Journal of advertising research
2
Journal of forecasting
2
Journal of marketing management : MM
2
Natural Hazards
2
Pacific-Basin finance journal
2
Physica A: Statistical Mechanics and its Applications
2
Research in international business and finance
2
Socio-economic planning sciences : the international journal of public sector decision-making
2
Sustainability
2
The North American journal of economics and finance : a journal of financial economics studies
2
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
1
Asia Pacific business review
1
Asian business & management
1
Business strategy and the environment
1
CAEPR WORKING PAPER SERIES (2022-010)
1
CAEPR working papers
1
Chinese Management Studies
1
Chinese management studies
1
Computational Statistics & Data Analysis
1
Computational economics
1
Confronting discrimination and inequality in China : Chinese and Canadian perspectives
1
Corporate Social Responsibility and Environmental Management
1
Department of Economics Working Papers / Department of Economics, McMaster University
1
Department of Economics working paper series / McMaster University, Department of Economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic modelling
1
Economic research
1
Emerging markets review
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika
;
Wang, Chao
;
Gerlach, Richard
; …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
Saved in:
2
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
3
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
