//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Wechselkurs"
type:"article"
~person:"Hoga, Yannick"
~person:"Lucas, André"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Statistical distribution
Estimation theory
21
Schätztheorie
21
Time series analysis
11
Zeitreihenanalyse
11
Statistische Verteilung
8
Theorie
7
Theory
7
Risikomaß
6
Risk measure
6
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Stochastic process
4
Stochastischer Prozess
4
ARCH model
3
ARCH-Modell
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Modellierung
3
Scientific modelling
3
Volatility
3
Volatilität
3
Asymptotic normality
2
Ausreißer
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Outliers
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikomanagement
2
Risk management
2
value-at-risk
2
1900-1988
1
ARMA-GARCH models
1
Analysis of variance
1
Autocorrelation
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Hoga, Yannick
Lucas, André
Nadarajah, Saralees
8
Wu, Ximing
8
Phillips, Peter C. B.
7
Paolella, Marc S.
6
Racine, Jeffrey
6
Chen, Yi-ting
5
Linton, Oliver
5
Parmeter, Christopher F.
5
Bollerslev, Tim
4
Goegebeur, Yuri
4
Guillou, Armelle
4
Harvey, Andrew C.
4
Härdle, Wolfgang
4
Peng, Liang
4
Wen, Kuangyu
4
White, Halbert
4
Arize, Augustine Chuck
3
Baillie, Richard
3
Bandi, Federico M.
3
Bladt, Martin
3
Calderín-Ojeda, Enrique
3
Caporale, Guglielmo Maria
3
Chan, Ngai Hang
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Fan, Jianqing
3
Gospodinov, Nikolaj
3
Guégan, Dominique
3
Hashorva, Enkelejd
3
Hou, Yanxi
3
Kim, Joseph H. T.
3
Kumar, Dilip
3
Lee, Sangyeol
3
Madan, Dilip B.
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
McDonald, James B.
3
Meng, Shengwang
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics
2
Econometric reviews
1
Econometric theory
1
Journal of econometrics
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
2
Where does the tail begin? : an approach based on scoring rules
Hoga, Yannick
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 579-601
Persistent link: https://www.econbiz.de/10012195423
Saved in:
3
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
4
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
5
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
6
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
7
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
Saved in:
8
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
9
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->