//--> //--> //--> //-->
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
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
Stable non-Gaussian models for...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
175
Theory
172
Optionspreistheorie
64
Option pricing theory
63
Portfolio selection
61
Portfolio-Management
61
Statistische Verteilung
55
Statistical distribution
53
Volatility
48
Volatilität
48
USA
44
United States
41
Stochastic process
40
Stochastischer Prozess
40
Risikomaß
32
CAPM
31
Schätzung
31
Risk measure
30
Estimation
28
Risikomanagement
26
Capital income
24
Kapitaleinkommen
24
Real options analysis
23
Realoptionsansatz
23
Yield curve
23
Zinsstruktur
23
Derivat
22
Derivative
22
Risk management
22
Commodity derivative
21
Rohstoffderivat
21
ARCH-Modell
20
Schätztheorie
20
ARCH model
19
Estimation theory
18
Risiko
18
Wahrscheinlichkeitsrechnung
17
Welt
17
Probability theory
16
World
15
more ...
less ...
Online availability
All
Free
180
Undetermined
149
Type of publication
All
Article
472
Book / Working Paper
268
Type of publication (narrower categories)
All
Article in journal
165
Aufsatz in Zeitschrift
165
Working Paper
65
Arbeitspapier
51
Graue Literatur
48
Non-commercial literature
48
Aufsatz im Buch
32
Book section
32
Article
5
Lehrbuch
5
Textbook
5
Aufsatzsammlung
3
Collection of articles of several authors
3
Sammelwerk
3
Bibliografie
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Reprint
2
Rezension
2
Thesis
2
Case study
1
Conference proceedings
1
Fallstudie
1
Hochschulschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
427
Undetermined
310
German
3
Author
All
Schwartz, Eduardo S.
323
Fabozzi, Frank J.
191
Račev, Svetlozar T.
169
Rachev, Svetlozar T.
124
Rachev, Svetlozar
75
Stoyanov, Stoyan V.
52
Kim, Young Shin
51
Brennan, Michael J.
39
Mittnik, Stefan
36
Cortazar, Gonzalo
35
Schwartz, Eduardo
33
Kraft, Holger
32
Bianchi, Michele Leonardo
31
Trolle, Anders B.
30
Longstaff, Francis A.
26
Ortobelli, Sergio
24
Menn, Christian
21
Trück, Stefan
21
Fabozzi, Frank
17
Mayordomo, Sergio
17
Hambel, Christoph
16
Roll, Richard
16
Shirvani, Abootaleb
16
Sun, Wei
16
Miltersen, Kristian R.
15
Subrahmanyam, Avanidhar
15
Giacometti, Rosella
14
Paolella, Marc S.
12
Peña, Juan Ignacio
11
Stoyanov, Stoyan
11
Chernobai, Anna
10
Hsu, Jason C.
10
Kurz-Kim, Jeong-Ryeol
10
Rachev, S. T.
10
Stein, Michael
10
Torous, Walter N.
10
Weiss, Farina
10
Tokat, Yesim
9
Lindquist, W. Brent
8
Mitov, Ivan
8
more ...
less ...
Institution
All
National Bureau of Economic Research
19
National Bureau of Economic Research (NBER)
14
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
11
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
7
Banca d'Italia
2
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
2
Centre for Economic Policy Research
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics, University of California-Santa Barbara (UCSB)
1
Deutsche Bundesbank
1
EconWPA
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
School of Management, Yale University
1
The MIT Press
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
arXiv.org
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
26
NBER working paper series
19
NBER Working Paper
18
Working paper / National Bureau of Economic Research, Inc.
18
Journal of banking & finance
15
NBER Working Papers
14
Journal of financial economics
11
KIT Working Paper Series in Economics
11
Working Paper Series in Economics
11
Working paper series in economics
11
Mathematical methods of operations research
10
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
International journal of theoretical and applied finance
9
Journal of Financial and Quantitative Analysis
9
Investment management and financial innovations
8
Journal of Banking & Finance
8
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The Frank J. Fabozzi series
8
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc
8
Applied financial economics
7
Energy economics
7
Insurance / Mathematics & economics
7
Journal of Financial Economics
7
Review of derivatives research
7
The journal of business : B
7
University of California at Los Angeles, Anderson Graduate School of Management
7
Computational Statistics
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Journal of financial and quantitative analysis : JFQA
6
Valuation, financial modeling, and quantitative tools
6
Annals of operations research
5
Handbook of heavy tailed distributions in finance
5
Journal of Risk and Financial Management
5
Journal of risk and financial management : JRFM
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical Methods of Operations Research
5
Statistics & Probability Letters
5
The journal of fixed income
5
more ...
less ...
Source
All
ECONIS (ZBW)
420
RePEc
170
OLC EcoSci
108
EconStor
19
BASE
11
USB Cologne (EcoSocSci)
11
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
740
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
2
Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
Saved in:
3
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
4
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
Saved in:
5
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
6
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
7
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
8
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
9
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955839
Saved in:
10
Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955840
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->