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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Risk measure
Statistische Verteilung
Estimation theory
795
Schätztheorie
795
Theorie
212
Theory
212
Estimation
175
Schätzung
171
Time series analysis
159
Zeitreihenanalyse
159
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132
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115
Regressionsanalyse
115
USA
102
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101
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65
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56
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45
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43
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42
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42
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42
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40
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40
Maximum likelihood estimation
39
Maximum-Likelihood-Schätzung
39
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37
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37
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35
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35
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163
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Guillou, Armelle
6
Goegebeur, Yuri
4
Hou, Yanxi
4
Peng, Liang
4
Kim, Joseph H. T.
3
Qin, Jing
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Escanciano, Juan Carlos
2
Ghysels, Eric
2
Guillén, Montserrat
2
Hautsch, Nikolaus
2
He, Yi
2
Hoga, Yannick
2
Jing, Bingyi
2
Li, Deyuan
2
Ling, Shiqing
2
Lucas, André
2
Nolte, Ingmar
2
Perote, Javier
2
Phillips, Peter C. B.
2
Pitera, Marcin
2
Russell, Jeffrey R.
2
Rösch, Daniel
2
Schmidt, Thorsten
2
Shephard, Neil G.
2
Stupfler, Gilles
2
Tsay, Ruey S.
2
Voev, Valeri
2
Wang, Xing
2
Wong, Bernard
2
Yang, Fan
2
Yang, Xiye
2
Abdelli, Jihane
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Alexander, Carol
1
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1
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
189
Economics letters
57
Discussion paper / Tinbergen Institute
54
Econometric reviews
51
Econometric theory
48
CREATES research paper
30
The econometrics journal
30
Economic modelling
29
Journal of empirical finance
29
European journal of operational research : EJOR
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
International journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Econometrics : open access journal
25
Journal of risk
25
SFB 649 discussion paper
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Finance research letters
24
Journal of the American Statistical Association : JASA
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics
22
Quantitative finance
22
Discussion papers of interdisciplinary research project 373
21
Journal of risk and financial management : JRFM
21
Computational economics
20
Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
International journal of theoretical and applied finance
20
Journal of forecasting
20
Risks : open access journal
19
Journal of mathematical finance
16
Operations research
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
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11
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
12
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
13
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
14
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
15
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
16
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
Saved in:
17
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
18
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
19
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
20
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
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