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subject:"Outliers"
~person:"Stupfler, Gilles"
~person:"Vries, Casper G. de"
~subject:"Schätzung"
~subject:"high frequency data"
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Outliers
Schätzung
high frequency data
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Stupfler, Gilles
Vries, Casper G. de
Einmahl, John H. J.
29
Chen Zhou
23
Herrera, Rodrigo
14
Daouia, Abdelaati
12
Stoja, Evarist
10
Straetmans, Stefan
10
Haan, Laurens de
8
Acemoglu, Daron
7
Fabozzi, Frank J.
7
Kumar, Dilip
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Yang, Fan
7
Allen, David E.
6
Beirlant, Jan
6
Bormann, Carsten
6
Giudici, Paolo
6
He, Yi
6
Härdle, Wolfgang
6
McAleer, Michael
6
Ozdaglar, Asuman E.
6
Schaumburg, Julia
6
Schienle, Melanie
6
Segers, Johan
6
Stork, Philip
6
Zhang, Zhengjun
6
Ahelegbey, Daniel Felix
5
Chernozhukov, Victor
5
Cotter, John
5
Fernández-Villaverde, Jesús
5
Girard, Stéphane
5
Hou, Yanxi
5
Langenbahn, Claus-Michael
5
Levintal, Oren
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Li, Deyuan
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Li, Yushu
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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ECONIS (ZBW)
18
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1
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
2
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
3
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
4
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
5
On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170019
Saved in:
6
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
7
Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
Saved in:
8
On agricultural commodities' extreme price risk
Oordt, Maarten van
;
Stork, Philip
;
Vries, Casper G. de
-
2013
Persistent link: https://www.econbiz.de/10010225579
Saved in:
9
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
10
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
1
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