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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Amengual, Dante"
~person:"Ley, Christophe"
~person:"Stupfler, Gilles"
~subject:"Statistische Verteilung"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Volatilität
Statistische Verteilung
Estimation theory
31
Schätztheorie
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Statistical test
17
Statistischer Test
17
Statistical distribution
12
Hessian matrix
6
VAR model
6
VAR-Modell
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Ausreißer
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Generalized extremum tests
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Multivariate Verteilung
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Multivariate distribution
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Outliers
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Extreme values
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Multivariate Analyse
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Multivariate analysis
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Regression analysis
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Regressionsanalyse
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Time series analysis
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outer product of the score
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Capital income
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Estimation
3
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Expectiles
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GDI
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GDP
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Heavy tails
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Induktive Statistik
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Method of moments
3
Momentenmethode
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National income
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Nationaleinkommen
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Probability theory
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Collection of articles written by one author
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Amengual, Dante
Ley, Christophe
Stupfler, Gilles
Koopman, Siem Jan
12
Einmahl, John H. J.
11
Härdle, Wolfgang
10
Phillips, Peter C. B.
10
Lucas, André
9
Dijk, Dick van
7
Sentana, Enrique
7
Brandt, Michael W.
6
Butucea, Cristina
6
Daouia, Abdelaati
6
Gouriéroux, Christian
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Blasques, Francisco
5
Bouezmarni, Taoufik
5
Croux, Christophe
5
Diebold, Francis X.
5
Hafner, Christian M.
5
McAleer, Michael
5
Posch, Olaf
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Sibbertsen, Philipp
5
Spokojnyj, Vladimir G.
5
Vries, Casper G. de
5
Alizadeh, Sassan
4
Chernozhukov, Victor
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Herman K. van
4
Gather, Ursula
4
Gorgi, Paolo
4
Hallin, Marc
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Läuter, Henning
4
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Working papers / TSE : WP
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ECONIS (ZBW)
13
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1
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
2
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
3
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
4
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
5
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012208314
Saved in:
6
Optimal tests for elliptical symmetry : specified and unspecified location
Babić, Slađana
;
Gelbgras, Laetitia
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012179634
Saved in:
7
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
8
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011654776
Saved in:
9
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
10
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012210436
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