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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Estimation"
~subject:"Multivariate Verteilung"
~subject:"Statistical distribution"
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Volatility
Estimation
Multivariate Verteilung
Statistical distribution
Estimation theory
303
Schätztheorie
303
Schätzung
63
Theorie
63
Theory
63
Statistische Verteilung
47
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Guillou, Armelle
5
Goegebeur, Yuri
4
Qin, Jing
3
Egger, Peter
2
Genest, Christian
2
Hou, Yanxi
2
Lee, Hyejin
2
Lopez, Olivier
2
Meng, Ming
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Oh, Dong-Yop
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Taylor, Greg
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1
Adachi, Takanori
1
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1
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1
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1
Ando, Michihito
1
Andrews, Martyn J.
1
Aquino, Juan Carlos
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Arora, Vipin
1
Asamoah, Kwadwo
1
Avanzi, Benjamin
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Barrio Castro, Tomas del
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1
Caivano, Michele
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Calderín-Ojeda, Enrique
1
Camarero Olivas, Mariam
1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Insurance / Mathematics & economics
Journal of econometrics
338
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Economics letters
142
Econometric reviews
94
Economic modelling
64
Applied economics letters
60
Econometric theory
59
The econometrics journal
49
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of applied econometrics
43
International journal of forecasting
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Journal of the American Statistical Association : JASA
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Journal of banking & finance
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37
Journal of empirical finance
36
Quantitative economics : QE ; journal of the Econometric Society
33
Computational economics
32
European journal of operational research : EJOR
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Journal of forecasting
29
Statistics in transition : an international journal of the Polish Statistical Association
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of financial econometrics
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Finance research letters
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Journal of risk and financial management : JRFM
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
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Energy economics
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Journal of risk
20
The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
18
Risks : open access journal
18
International journal of theoretical and applied finance
16
The European journal of finance
16
Journal of mathematical finance
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ECONIS (ZBW)
114
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg
;
Bladt, Martin
;
Bladt, Mogens
; …
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
Saved in:
8
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
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9
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
Saved in:
10
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
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