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isPartOf:"Statistical papers"
~isPartOf:"Applied economics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Bayesian inference"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Search: subject_exact:"Testverteilung"
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Bayesian inference
Schätztheorie
Volatilität
Statistical distribution
122
Statistische Verteilung
122
Theorie
67
Theory
67
Estimation theory
34
Estimation
20
Schätzung
20
Capital income
15
Kapitaleinkommen
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Risk measure
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Nichtparametrisches Verfahren
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Multivariate Verteilung
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Multivariate distribution
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Regression analysis
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Hall, Peter
2
Lijoi, Antonio
2
Prünster, Igor
2
Puig, Pedro
2
Xu, Dinghai
2
Aban, Inmaculada B.
1
Aït-Sahalia, Yacine
1
Baringhaus, Ludwig
1
Belhachemi, Rachid
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Boroumand, Raphaël Homayoun
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Caridad y Ocerin, José M.
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Dahl, David B.
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Ding, Jin
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Diz Pérez, José
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Statistical papers
Applied economics
Journal of the American Statistical Association : JASA
Journal of econometrics
94
Discussion paper / Tinbergen Institute
58
Insurance / Mathematics & economics
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Economics letters
30
International journal of forecasting
30
Econometric reviews
27
Econometric theory
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Statistics in transition : an international journal of the Polish Statistical Association
25
Computational economics
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Working paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
19
Econometrics : open access journal
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Finance research letters
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Discussion paper / Center for Economic Research, Tilburg University
18
International journal of theoretical and applied finance
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Quantitative finance
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Risks : open access journal
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Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Economic modelling
16
European journal of operational research : EJOR
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Journal of forecasting
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of empirical finance
15
The econometrics journal
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ECARES working paper
13
International review of financial analysis
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Astin bulletin : the journal of the International Actuarial Association
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Discussion papers of interdisciplinary research project 373
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Journal of mathematical finance
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Working papers
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Working papers / TSE : WP
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Cowles Foundation discussion paper
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Discussion paper series / IZA
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Energy economics
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1
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
4
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
5
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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6
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
7
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
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8
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
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9
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
Saved in:
10
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
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