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subject:"Theorie"
~person:"Nadarajah, Saralees"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Nadarajah, Saralees
Fabozzi, Frank J.
31
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29
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28
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27
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27
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24
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17
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16
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16
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16
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15
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Kim, Young Shin
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15
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14
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13
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Su, Jianxi
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ECONIS (ZBW)
16
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1
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
2
Maximum likelihood estimation for the asymmetric exponential power distribution
Teimouri, Mahdi
;
Nadarajah, Saralees
- In:
Computational economics
60
(
2022
)
2
,
pp. 665-692
Persistent link: https://www.econbiz.de/10013380803
Saved in:
3
A review of Student's t distribution and its generalizations
Li, Rui
;
Nadarajah, Saralees
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1461-1490
Persistent link: https://www.econbiz.de/10012219612
Saved in:
4
Ordered random variables
Nadarajah, Saralees
;
Afuecheta, Emmanuel
;
Chan, Stephen
- In:
Opsearch : journal of the Operational Research Society …
56
(
2019
)
1
,
pp. 344-366
Persistent link: https://www.econbiz.de/10012008493
Saved in:
5
Loss modeling using Burr mixtures
Abu Bakar, S. A.
;
Nadarajah, Saralees
;
Adzhar, Z. A. …
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
4
,
pp. 1503-1516
Persistent link: https://www.econbiz.de/10011949570
Saved in:
6
Is the wealth of the Forbes 400 lists really Pareto distributed?
Chan, Stephen
;
Chu, Jeffrey
;
Nadarajah, Saralees
- In:
Economics letters
152
(
2017
),
pp. 9-14
Persistent link: https://www.econbiz.de/10011800764
Saved in:
7
Modeling loss data using composite models
Abu Bakar, S. A.
;
Hamzah, N. A.
;
Maghsoudi, M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 146-154
Persistent link: https://www.econbiz.de/10010515901
Saved in:
8
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
9
On the characteristic function for asymmetric Student distributions
Nadarajah, Saralees
;
Chan, Stephen
;
Afuecheta, Emmanuel
- In:
Economics letters
121
(
2013
)
2
,
pp. 271-274
Persistent link: https://www.econbiz.de/10010347125
Saved in:
10
On the characteristic function for asymmetric exponential power distributions
Nadarajah, Saralees
;
Teimouri, Mahdi
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 475-481
Persistent link: https://www.econbiz.de/10009539723
Saved in:
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