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subject:"Unemployment"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Germany"
~type_genre:"Übersichtsarbeit"
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1
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
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2
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
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3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Robust and heterogenous odds ratio : estimating price sensitivity for unbought items
Pauphilet, Jean
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10014471180
Saved in:
5
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
6
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:
7
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
8
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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9
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
10
Choose the school, choose the performance : new evidence on determinants of students' performance in eight European countries
Bonacini, Luca
;
Brunetti, Irene
;
Gallo, Giovanni
- In:
Applied economics
56
(
2024
)
6
,
pp. 692-707
Persistent link: https://www.econbiz.de/10014440119
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