//--> //--> //--> //-->
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:"Risk"
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
Parameter estimation in commod...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk
Theorie
87
Theory
86
Markov chain
54
Markov-Kette
52
Optionspreistheorie
47
Option pricing theory
46
Großbritannien
42
Stochastic process
42
Stochastischer Prozess
42
United Kingdom
40
Pollution
32
Umweltbelastung
31
Auslandsinvestition
25
Foreign investment
25
China
23
Estimation
23
Industrie
23
Manufacturing industries
23
Schätzung
23
Intra-industry trade
21
Portfolio-Management
21
Portfolio selection
20
Environmental policy
19
Intraindustrieller Handel
19
Umweltpolitik
19
CAPM
18
Environmental standard
16
Umweltstandard
16
Welt
16
World
16
Lohn
15
USA
15
United States
15
Wages
15
Risiko
14
Volatilität
14
Zinsstruktur
14
Hedging
13
Volatility
13
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
13
Author
All
Elliott, Robert J.
9
Madan, Dilip B.
4
Milne, Frank
3
Siu, Tak Kuen
3
Elliott, Robert Frank
2
Elliott, Robert J. R.
2
Beltrán, Allan
1
Callen, Jeffrey L.
1
Chan, Leunglung
1
Chesney, Marc
1
Chung, Wanyu
1
Dai, Duiyi
1
Gueyie, Jean-Pierre
1
Lyle, Matthew R.
1
Maddison, David
1
Ramiah, Vikash
1
Reddy, Krishna
1
Sandy, Robert
1
Seck, Babacar
1
Veron, Jose Francisco
1
Wallace, Damien
1
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
1
Published in...
All
Annals of finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of operations research
1
Discussion paper / Institute for Economic Research, Queen's University
1
Discussion papers / CEPR
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economica
1
Energy economics
1
International journal of financial engineering and risk management
1
Les cahiers de recherche / HEC Paris
1
Queen's Economics Department working paper
1
Review of accounting studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
2
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
3
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 101-124)
.
2002
Persistent link: https://www.econbiz.de/10001672227
Saved in:
4
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
5
Dynamic risk, accounting-based valuation and firm fundamentals
Lyle, Matthew R.
;
Callen, Jeffrey L.
;
Elliott, Robert J.
- In:
Review of accounting studies
18
(
2013
)
4
,
pp. 899-929
Persistent link: https://www.econbiz.de/10010234301
Saved in:
6
Computational dynamic market risk measures in discrete time setting
Seck, Babacar
;
Elliott, Robert J.
;
Gueyie, Jean-Pierre
- In:
International journal of financial engineering and risk …
1
(
2014
)
4
,
pp. 334-354
Persistent link: https://www.econbiz.de/10010476909
Saved in:
7
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
8
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
9
The effects of recent terrorist attacks on risk and return in commodity markets
Ramiah, Vikash
;
Wallace, Damien
;
Veron, Jose Francisco
; …
- In:
Energy economics
77
(
2019
),
pp. 13-22
Persistent link: https://www.econbiz.de/10012306334
Saved in:
10
Is flood risk capitalised into property values?
Beltrán, Allan
;
Maddison, David
;
Elliott, Robert J. R.
- In:
Ecological economics : the transdisciplinary journal of …
146
(
2018
),
pp. 668-685
Persistent link: https://www.econbiz.de/10011989543
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->