1
0
0
News
Das Aktuellste - La plej aktuala
www.bavaresperantoinfo.de
La nuna estraro de TEJO: Prezidanto - Bertrand Hugon Vicprezidanto - Sonja Petrovic Gxen. Sek. - Aleks Kadar Kasisto - Katja Ignatieva Sen agadkampo ...
Dr. Katja Ignatieva - UNSW Business School
www.business.unsw.edu.au
Katja Ignatieva and Zinoviy Landsman (2015) Estimating the Tails of Loss Severity via Conditional Risk Measures for the Family of Symmetric Generalised Hyperbolic Distributions. Insurance: Mathematics and Economics, vol. 65, pp (ABDC: A) 6. Katja Ignatieva, Paulo Rodrigues and Norman Seeger (2015) Empirical Analysis of Affine vs. Non ...
sfb649.wiwi.hu-berlin.de
Inhomogenous Dependence Modelling with Time Varying Copulae (Katja Ignatieva, B1) Estimation of time dependent volatility via local change point analysis by D ...
CRC 649
sfb649.wiwi.hu-berlin.de
Katja Ignatieva, Inhomogenous Dependence Modelling with Time Varying Copulae, more. Dorothea Kübler / Mirko Wiederholt, Neue Ansätze bei der ...
Netzwerk-Profile
LinkedIn: Katja Ignatieva - Deutschland | LinkedIn
Sehen Sie sich das Karriere-Profil von Katja Ignatieva (Deutschland) auf LinkedIn an. LinkedIn ist das weltweit größte professionelle Netzwerk, das Fach- und ...
Interessen
Justia Blawg Search - Law Blogs, Lawyer Blogs, Legal Blogs Directory...
blawgsearch.justia.com
Law Blogs, Lawyer Blogs, Legal Blogs Directory & Search Engine
Business-Profile
Katja IGNATIEVA | UNSW Sydney, Kensington | UNSW | School of Risk...
www.researchgate.net
Katja Ignatieva. Jonathan Ziveyi. This paper studies the relationship between credit default swap (CDS) spreads for the Energy sector and oil futures dynamics. Using data on light sweet crude oil ...
Firmen-Mitarbeiter
Associate Professor Katja Ignatieva - UNSW Sites
www.unsw.edu.au
Katja is a Sciential Associate Professor in the School of Risk and Actuarial Studies at UNSW Business School. She joined UNSW in November after completing her Co-tutelle PhD in Finance at Goethe University Frankfurt, Germany and Macquarie University Sydney. Prior to her PhD studies, Katja has completed MSc in Mathematics and Statistics ...
Fachbereich Wirtschaftswissenschaften: Abstract Ignatieva
www.wiwi.uni-frankfurt.de
Speaker: Katja Ignatieva, Paulo Rodrigues, Norman Seeger (speaker). Affiliation: Goethe University Frankfurt. Date: 29.Apr
Nicole Branger - Fachbereich Wirtschaftswissenschaften ...www.wiwi.uni-frankfurt.de › team › alumni
www.wiwi.uni-frankfurt.de
2012, Katja Ignatieva, Volatility Modeling in Equity and Energy Markets with Applications to Derivative Pricing , Hedging and Risk Management , Christoph ...
Fachbereich Wirtschaftswissenschaften: Konferenzen
www.wiwi.uni-frankfurt.de
Katja Ignatieva, Paulo Rodrigues, Norman Seeger; Earning the Right Premium on the Right Factor in Portfolio Planning Nicole Branger, Alexandra Hansis; The ...
Herkunft
Katja Ignatieva - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Katja Ignatieva. MathSciNet. Ph.D. Macquarie University Australia. Dissertation: Modelling stock price dynamics, volatilities and co-movements on the ...
Bücher
Modelling co-movements and tail dependency in the international stock...
www.econbiz.de
Author statement: Katja Ignatieva and Eckhard Platen. Year: Person: Ignatieva, Katja; Platen, Eckhard. Publisher: Sydney : Quantitative ...
Katja Ignatieva | XanEdu Customization Platform
www.academicpub.com
Author: Katja Ignatieva. Results. Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae Springer ...
Functionals of Multidimensional Diffusions with Applications to...
books.google.dk
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier...
Visual Library .NET - Die Suchmaschine für wissenschaftliche...
www.visuallibrary.net
Visual Library .NET bietet Ihnen einen einfachen Online-Zugang zu über 20 Bibliotheken, Buchhandlungen, Fachdatenbanken, Enzyklopädien und Archiven im...
Dokumente zum Namen
Biases in Variance of Decomposed Portfolio Returns by Vitali Alexeev,...
papers.ssrn.com
Significant portfolio variance biases arise when contrasting multi-period portfolio returns based on the assumption of fixed continuously rebalanced portfolio w
File:Uk katja-tejokasistino.jpg - Wikimedia Commons
commons.wikimedia.org
DescriptionUk katja-tejokasistino.jpg, Universala Kongreso de Esperanto, Gotenburgo TEJO-kasistino Katja Ignatieva.
A nonparametric model for spot price dynamics and pricing of futures...
www.degruyter.com
Katja Ignatieva School of Risk and Actuarial Studies, Australian School of Business, University of New South Wales, Kensington Campus, Sydney NSW 2052, …
A Nonparametric Model for Spot Price Dynamics and Pricing of Futures...
papers.ssrn.com
This paper deals with the estimation of continuous time diffusion processes describing the dynamics of electricity spot prices. Different parametric models have
Wissenschaftliche Veröffentlichungen
dblp: BibTeX records: Katja Ignatieva
dblp.dagstuhl.de
List of computer science publications by BibTeX records: Katja Ignatieva
Stefan Trück - dblpdblp.org › Persons
dblp.org
Katja Ignatieva , Stefan Trück : Modeling spot price dependence in Australian electricity markets with applications to risk management. Comput. Oper. Res.
Veröffentlichungen allgemein
EconPapers: A Hybrid Model for Pricing and Hedging of Long Dated Bonds
econpapers.repec.org
By Jan Baldeaux, Man Chung Fung, Katja Ignatieva and Eckhard Platen; Abstract: Long dated fixed income securities play an important role in asset-liability ...
Using Dynamic Copulae for Modeling Dependency in ...link.springer.com › article
link.springer.com
Katja Ignatieva ,; Eckhard Platen &; Renata Rendek. Journal of ... Katja Ignatieva. Goethe University FrankfurtGermany. Katja Ignatieva.
fiber » fiber #2: “You play games, I play tricks” (1)
www.fibrig.net
Dank für Übersetzunshilfe an Anna Farfeleder und für Recherchen in Russland an Katja Ignatieva. von Renate Wöhrer, Veronika Wöhrer, Monika Wulz
Antitrust & Competition Policy Blog
lawprofessors.typepad.com
Information about the Law Professor Blogs Network.
Artikel & Meinungen
Wikipedia: Dosiero:Uk katja-tejokasistino.jpg - Vikipedio
PriskriboUk katja-tejokasistino.jpg. Universala Kongreso de Esperanto, Gotenburgo TEJO-kasistino Katja Ignatieva. Dato, la 1-a de aŭgusto ...
Wikipedia: Estraro de TEJO - Vikipedio
Holger Boos: prezidanto; Katja Ignatieva: ĝenerala sekretario; Ilja De Coster: kasisto; Håkan Lundberg: informado (ĝis februaro 2003); Nastja Koĵevnikova: ...
Wikipedia: Ĝermolisto de italaj esperantistoj - Vikipedio
En li kunorganizis la unuan kunvenon de siciliaj esperantistoj, kiu rezultigis la restarigon de la tiea movado. Ĝ H Ĥ I Katja Ignatieva. Katja IGNATIEVA (naskiĝis la 13-an
Wikipedia: Flugiloj de Malfacila Vento - Vikipedio
Katja Ignatieva: monpetverkanto kaj konsilanto, Radojica Petrovic: trejnisto kaj manlibroverkanto, Sonja Petrovic: monpetverkanto kaj konsilanto,
Sonstiges
Katja Ignatieva | LinkedIn
www.linkedin.com
View Katja Ignatieva's professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Katja Ignatieva discover ...
Katja Ignatieva - Google Scholar
scholar.google.com.au
Scientia Associate Professor, School of Risk and Actuarial Studies, Business School, University of - Cited by 383 - Empirical research in energy and...
katjaignatieva - CV
sites.google.com
Search this site. Dr. Katja Ignatieva · CV · Research · Teaching and Supervision · Grants, Scholarships, Awards · Contact ...
Jonathan Ziveyi - Google Acadêmico
scholar.google.com.uy
Associate Professor, School of Risk and Actuarial Studies, UNSW Business School - Citado por 339 - Longevity Risk Management
SCHOLAR - CNKI学术搜索
scholar.cnki.net
CNKI学术搜索是一个基于海量资源的跨学科、跨语种、跨文献类型的学术资源搜索平台，其资源库涵盖各类学术期刊、论文、报纸、专利、标准、年鉴、工具书等，旨在为国内外研究人员提供全面、权威、系统的知识网络。
Katja Ignatieva
easychair.org
ECOMFIN2016: ENERGY & COMMODITY FINANCE CONFERENCE PROGRAMINDEXES. Katja Ignatieva. Organization: UNSW Australia, Risk and ...
DGF th Annual Meeting German Finance Association Goethe-University...
docplayer.net
An Empirical Analysis of S&P500 Dynamics Katja Ignatieva (Goethe University Frankfurt) Paulo Rodrigues (Goethe University Frankfurt) Norman Seeger ...
Michael Sherris - Google Académico
scholar.google.es
Professor Actuarial Studies University of New South Wales - Citado por - actuarial studies - insurance - risk - finance
Jonathan Ziveyi - Google Scholar
scholar.google.de
Associate Professor, School of Risk and Actuarial Studies, UNSW Business School - 339-mal zitiert - Longevity Risk Management
Paulo Rodrigues - Google Scholar Citations
scholar.google.de
i10-index, 1, KoautorenAlle anzeigen… Norman Seeger,; Katja Ignatieva,; Andrea Chegut ...
Esperanto-movado en Svedio - Wikipedia's Esperanto-movado en Svedio...
epo.wikitrans.net
La novaj estraranoj estas Sjoerd Bosga, antaŭa prezidanto de TEJO, Katja Ignatieva, daŭre en la TEJO-estraro, kaj Fredrik Olofsson, ...
La cxefa mesagxo
www.ilei.info
Gxi estis organizita kaj realigita de TEJO-aktivuloj Sonja Petrovicx kaj Katja Ignatieva en la kadro de kunlaboro de ILEI kaj E@I-sekcio de TEJO pri la nova eldono ...
A Multivariate Forward-Rate Mortality Framework | CEPAR
www.cepar.edu.au
Daniel H. Alai, Katja Ignatieva and Michael SherrisWe generalise random shocks from a univariate gamma to a univariate Tweedie distribution and allow for the...
Jes, tio estas Kufstein ?e la verda Inn | La vivo de Kunar
www.kunar.eu
Ofta babilpartnero estis Katja Ignatieva. Normalkaze mi ne ŝatas elstarigi personojn, sed ŝi vere meritas apartan mencion. Malofte homoj donas ...
Concentration and stock returns: Australian evidence ...researchers.mq.edu.au › publications › concentrat...
researchers.mq.edu.au
Concentration and stock returns: Australian evidence. Katja Ignatieva. Department of Economics. Research output: Contribution to journal › Meeting abstract › ...
EFC11
www.efc.pwr.edu.pl
Stefan Trück, Modeling spot price dependence in Australian electricity markets with applications to risk management (with Katja Ignatieva) [Slides pdf 1.1 MB] ...
Demisiis la kasisto de TEJO — Libera Folio
www.liberafolio.org
La 25-an de septembro, nur monaton post sia formala elekto, anoncis sian demision la kasisto de TEJO, Adenjo Charrière. Jam de preskaŭ dek jaroj neniu el la...
Estimating the tails of loss severity via conditional risk ...www.infona.pl › resource
www.infona.pl
... the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions. Katja Ignatieva, Zinoviy Landsman.
European Summer School in Financial Mathematics Program
www.cmap.polytechnique.fr
Arbitrage opportunities relative to the market (lecture 2). 12:30-14:30, Lunch. 15:00-15:40, Katja Ignatieva Detecting Money Market Bubbles.
Altmetric – Industry concentration, excess returns and innovation in...
macquarie.altmetric.com
... in Australia. Published in. Accounting & Finance, March DOI, acfi Authors. David R. Gallagher, Katja Ignatieva, James McCulloch ...
Verwandte Suchanfragen zu Katja Ignatieva
| Sonja Petrovic Norman Seeger Holger Boos | Stefan Trück Michael Warszawski Boris Gorodinsky | Oliver Blaskowitz Dierk Peithmann |
Personen Vorname "Katja" (29558) Name "Ignatieva" (11) |
sortiert nach Relevanz / Datum