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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~subject:"Risiko"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Risiko
Risk measure
Statistische Verteilung
Estimation theory
193
Schätztheorie
193
Statistical distribution
50
Estimation
46
Schätzung
42
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32
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27
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Outliers
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Theorie
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Guillou, Armelle
7
Goegebeur, Yuri
4
Zhang, Zhimin
4
Kim, Joseph H. T.
3
Peng, Liang
3
Qin, Jing
3
Taylor, Greg
3
Avanzi, Benjamin
2
Chavez-Demoulin, Valérie
2
Guillén, Montserrat
2
Hou, Yanxi
2
Perote, Javier
2
Pitera, Marcin
2
Rösch, Daniel
2
Schmidt, Thorsten
2
Stupfler, Gilles
2
Wang, Xing
2
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2
Xie, Jiayi
2
Yang, Fan
2
Abdelli, Jihane
1
Ahn, Jae Youn
1
Aigner, Maximilian
1
Albrecher, Hansjörg
1
Alexander, Carol
1
Benkhelifa, Lazhar
1
Bermúdez, Lluís
1
Bladt, Martin
1
Bladt, Mogens
1
Bolancé, Catalina
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Brahimi, Brahim
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Brailsford, Timothy J.
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1
Brio, Esther B. del
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Buch-Kromann, Tine
1
Calderín-Ojeda, Enrique
1
Cenedese, Gino
1
Chan, Kung-sik
1
Chen, Yu
1
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Economics letters
58
Discussion paper / Tinbergen Institute
54
Econometric reviews
52
Econometric theory
49
International journal of forecasting
32
European journal of operational research : EJOR
31
The econometrics journal
31
CREATES research paper
30
Journal of empirical finance
30
Economic modelling
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
SFB 649 discussion paper
27
Econometrics : open access journal
26
Finance research letters
26
Journal of risk
26
Journal of the American Statistical Association : JASA
26
Discussion paper / Center for Economic Research, Tilburg University
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Journal of financial econometrics
22
Quantitative finance
22
Risks : open access journal
22
Discussion papers of interdisciplinary research project 373
21
International journal of theoretical and applied finance
21
Journal of risk and financial management : JRFM
21
Computational economics
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Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Journal of forecasting
20
Applied economics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
NBER Working Paper
18
Operations research
18
Journal of mathematical finance
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1
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:
2
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:
3
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:
4
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:
5
Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
Saved in:
6
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:
7
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:
8
Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan
;
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 133-157
Persistent link: https://www.econbiz.de/10013264942
Saved in:
9
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:
10
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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