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isPartOf:"Journal of forecasting"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Chen Zhou"
~type_genre:"Conference proceedings"
~type_genre:"Working Paper"
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Estimation theory
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extreme value index
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Chen Zhou
Einmahl, John H. J.
24
Imbens, Guido
16
Steel, Mark F. J.
16
Čížek, Pavel
15
Kleijnen, Jack P. C.
11
Werker, Bas J. M.
11
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10
Osiewalski, Jacek
10
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9
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9
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8
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7
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6
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6
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6
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5
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Diebold, Francis X.
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Groenendaal, Willem J. van
5
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Stock, James H.
5
Verbeek, Marno
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Watson, Mark W.
5
Bekaert, Geert
4
Bera, Anil K.
4
Graham, Bryan S.
4
Griliches, Zvi
4
He, Yi
4
Kim, Kyoo Il
4
Mairesse, Jacques
4
McAleer, Michael
4
Shapiro, Jesse M.
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Strijbosch, L. W. G.
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Journal of forecasting
Discussion paper / Center for Economic Research, Tilburg University
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
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2
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
4
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
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