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subject:"Portfolio-Management"
type_genre:"Sammlung"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Einmahl, John H. J."
~person:"Güth, Werner"
~subject:"Economic growth"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"USA"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
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Portfolio-Management
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Einmahl, John H. J.
Güth, Werner
Kleijnen, Jack P. C.
73
Tijs, Stef
69
Borm, Peter
67
Talman, Dolf
63
Brânzei, Rodica
37
Hertog, Dirk den
37
Kort, Peter M.
34
Hamers, Herbert
33
Herings, Peter Jean-Jacques
30
Bovenberg, Ary Lans
28
Boone, Jan
26
Hendrickx, Ruud L. P.
26
Laan, Gerard van der
25
Soest, Arthur van
25
Engwerda, Jacob Christiaan
24
Werker, Bas J. M.
24
De Waegenaere, Anja
23
Steel, Mark F. J.
23
Damme, Eric E. C. van
22
Eijffinger, Sylvester C. W.
22
Yang, Zaifu
22
Nijman, Theodore E.
21
Melenberg, Bertrand
20
Huizinga, Harry
19
Meijdam, Lex
19
Norde, Henk
19
Ploeg, Frederick van der
18
Potters, Jan
18
Magnus, Jan R.
17
Raa, Thijs ten
17
Schaling, Eric
17
Beetsma, Roel
16
Reijnierse, Hans
16
Dam, Edwin Robert van
15
Gilles, Robert Paul
15
Smulders, Sjak
15
Uhlig, Harald
15
Voorneveld, Mark
15
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45
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39
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16
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11
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1
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1
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
3
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.
;
Li, Jun
;
Liu, Regina Y.
-
2015
Persistent link: https://www.econbiz.de/10011350125
Saved in:
4
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
5
Superefficient estimation of the marginals by exploiting knowledge on the copula
Einmahl, John H. J.
;
Akker, Ramon van den
-
2010
Persistent link: https://www.econbiz.de/10008746125
Saved in:
6
A method of moments estimator of tail dependence
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674635
Saved in:
7
Central limit theorems for local emprical processes near boundaries of sets
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003661444
Saved in:
8
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
9
On the choice of prior in Bayesian model averaging
Einmahl, John H. J.
;
Kumar, Kamlesh
;
Magnus, Jan R.
-
2011
Persistent link: https://www.econbiz.de/10008807390
Saved in:
10
An M-estimator for tail dependence in arbitrary dimensions
Einmahl, John H. J.
;
Krajina, Andrea
;
Segers, Johan
-
2011
Persistent link: https://www.econbiz.de/10008841187
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