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
~subject:"CAPM"
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
Viterbi-Based Estimation for M...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
119
Theory
119
Markov chain
75
Optionspreistheorie
74
Markov-Kette
73
Option pricing theory
73
Stochastic process
60
Stochastischer Prozess
60
Volatility
44
Volatilität
43
Portfolio selection
38
Portfolio-Management
38
Pollution
31
Umweltbelastung
31
Börsenkurs
28
Estimation
28
Schätzung
28
Share price
28
Risiko
27
Risk
27
China
26
Auslandsinvestition
25
Foreign investment
25
Großbritannien
21
Industrie
21
Manufacturing industries
21
Option trading
21
Optionsgeschäft
21
United Kingdom
21
Environmental policy
19
Intra-industry trade
19
Intraindustrieller Handel
19
Umweltpolitik
19
Risk management
18
USA
18
United States
18
Yield curve
18
Zinsstruktur
18
Impact assessment
17
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
15
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Lehrbuch
3
Textbook
3
Arbeitspapier
1
Bibliografie enthalten
1
Bibliography included
1
Graue Literatur
1
Non-commercial literature
1
Rezension
1
Working Paper
1
more ...
less ...
Language
All
English
20
Author
All
Elliott, Robert J.
16
Siu, Tak Kuen
5
Madan, Dilip B.
3
Chesney, Marc
2
Elliott, Robert J. R.
2
Kopp, Peter E.
2
Barone-Adesi, Giovanni
1
Bradrania, Reza
1
Callen, Jeffrey L.
1
Cvitanić, Jakša
1
Dela Vega, Engel John C.
1
Fard, Farzad Alavi
1
Hamada, Ahmed S.
1
Hoek, John van der
1
Jeanblanc, Monique
1
Lyle, Matthew R.
1
Malcolm, W. P.
1
Milne, Frank
1
Shen, Yang
1
Tsoi, Allanus H.
1
Yang, Hailiang
1
Yor, Marc
1
Zhang, Xin
1
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
International journal of theoretical and applied finance
2
Annals of finance
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Discussion paper / Institute for Economic Research, Queen's University
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Les cahiers de recherche / HEC Paris
1
Oberwolfach
1
Operations research letters
1
Quantitative finance
1
Review of accounting studies
1
Review of futures markets
1
Springer finance
1
Springer finance / Textbook
1
Springer finance / textbook
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
2
On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
Saved in:
3
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
4
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Annals of finance
9
(
2013
)
3
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009776434
Saved in:
5
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
6
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
7
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
8
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
9
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
10
Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
