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person:"Duangkamon Chotikapanich"
~person:"Dijk, Dick van"
~person:"Koopman, Siem Jan"
~person:"Schienle, Melanie"
~subject:"Schätzung"
~type:"article"
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Search: subject_exact:"Probability distribution"
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Duangkamon Chotikapanich
Dijk, Dick van
Koopman, Siem Jan
Schienle, Melanie
Madan, Dilip B.
5
Nadarajah, Saralees
5
Paolella, Marc S.
5
Bali, Turan G.
4
Bollerslev, Tim
4
Chang, Kuang-Liang
4
Härdle, Wolfgang
4
Lucas, André
4
Taylor, James W.
4
Almeida, Caio
3
Ardison, Kym
3
Blazsek, Szabolcs
3
Chinhamu, Knowledge
3
Dempsey, Michael
3
Garcia, René
3
Gupta, Rangan
3
Huynh, Kim P.
3
Jacobs, Kris
3
Kabir, M. Humayun
3
Kiani, Khurshid M.
3
Liu, Xiaochun
3
Marinelli, Carlo
3
Mozumder, Sharif
3
Petrella, Lea
3
Pierdzioch, Christian
3
Polak, Pawel
3
Ramírez, Octavio A.
3
Todorov, Viktor
3
Vicente, Jose
3
Wang, King
3
Yoon, Seong-min
3
Afuecheta, Emmanuel
2
Allen, David E.
2
Asai, Manabu
2
Bera, Anil K.
2
Bernardi, Mauro
2
Bodnar, Taras
2
Bottazzi, Giulio
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
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ECONIS (ZBW)
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Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
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2
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
3
Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10010233604
Saved in:
4
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
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