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subject:"Einkommensverteilung"
~isPartOf:"Journal of empirical finance"
~subject:"Multivariate distribution"
~subject:"Risikomaß"
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Search: subject_exact:"Frequency distribution"
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Einkommensverteilung
Multivariate distribution
Risikomaß
Statistical distribution
40
Statistische Verteilung
40
Theorie
25
Theory
25
Risk measure
15
ARCH model
14
ARCH-Modell
14
Capital income
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Schätztheorie
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Time series analysis
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Risikomanagement
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Multivariate Verteilung
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Extreme value theory
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3
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English
19
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Almeida, Helena Tenório Veiga de
1
Bernardi, Mauro
1
Byun, Suk Joon
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chen, Ren-Raw
1
Cheng, Wan-hsiu
1
Choi, Pilsun
1
Choroś-Tomczyk, Barbara
1
De Lira Salvatierra, Irving Arturo
1
Fabozzi, Frank J.
1
Galbraith, John W.
1
Grané, Aurea
1
Hsieh, Pei-lin
1
Huang, Jeffrey
1
Hung, Jui-cheng
1
Härdle, Wolfgang
1
James, Robert
1
Janus, Paweł
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Kim, Jun Sik
1
Koopman, Siem Jan
1
Krüger, Steffen
1
Lai, Yi-Hao
1
Leung, Henry
1
Leung, Jessica Wai Yin
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León Valle, Ángel Manuel
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Lin, Chu-Hsiung
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Lucas, André
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Mainik, Georg
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Maruotti, Antonello
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Mitov, Georgi
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Nam, Kiseok
1
Oehme, Toni
1
Okhrin, Ostap
1
Ortobelli, Sergio
1
Patton, Andrew J.
1
Petrella, Lea
1
Prokhorov, Artem
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Journal of empirical finance
Insurance / Mathematics & economics
103
Risks : open access journal
36
Journal of banking & finance
33
Discussion paper / Tinbergen Institute
29
International journal of forecasting
27
Economic modelling
25
Finance research letters
24
Journal of econometrics
23
Applied economics
22
The journal of operational risk
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of risk
21
Working papers
20
International review of financial analysis
18
European journal of operational research : EJOR
16
Journal of financial econometrics
15
SFB 649 discussion paper
15
Scandinavian actuarial journal
15
Computational economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of risk model validation
14
Astin bulletin : the journal of the International Actuarial Association
13
Energy economics
13
Journal of risk and financial management : JRFM
13
Economics letters
12
Quantitative finance
12
International review of economics & finance : IREF
11
The European journal of finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of forecasting
10
Journal of income distribution : an international quarterly
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
International journal of theoretical and applied finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Pacific-Basin finance journal
9
Econometrics : open access journal
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
19
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1
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
2
The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of empirical finance
63
(
2021
),
pp. 323-349
Persistent link: https://www.econbiz.de/10013259272
Saved in:
3
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Saved in:
4
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
5
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
8
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
9
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
10
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
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