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subject:"Wechselkurs"
type:"article"
~person:"Hou, Yanxi"
~person:"Härdle, Wolfgang"
~person:"Swamy, Paravastu A. V. B."
~subject:"Risk measure"
~subject:"Statistical inference"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Risk measure
Statistical inference
United States
Estimation theory
43
Schätztheorie
43
Theorie
16
Theory
16
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
8
Regressionsanalyse
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5
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11
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Hou, Yanxi
Härdle, Wolfgang
Swamy, Paravastu A. V. B.
Chernozhukov, Victor
13
Andrews, Donald W. K.
9
Hansen, Christian Bailey
9
Simar, Léopold
8
Dufour, Jean-Marie
7
Francq, Christian
7
Inoue, Atsushi
7
Kilian, Lutz
7
Phillips, Peter C. B.
7
Shi, Xiaoxia
7
Davidson, Russell
6
Fan, Yanqin
6
Khalaf, Lynda
6
Pesaran, M. Hashem
6
Racine, Jeffrey
6
Stock, James H.
6
Watson, Mark W.
6
Zakoïan, Jean-Michel
6
Baillie, Richard
5
Bugni, Federico A.
5
Caporale, Guglielmo Maria
5
Cattaneo, Matias D.
5
Cheung, Yin-Wong
5
Diebold, Francis X.
5
Hoffman, Dennis L.
5
Jansson, Michael
5
MacKinnon, James G.
5
Maddala, Gangadharrao S.
5
Peng, Liang
5
Pittis, Nikitas
5
Qin, Jing
5
Tauchen, George Eugene
5
Wilson, Paul W.
5
Andersen, Torben
4
Andrews, Isaiah
4
Atkinson, Scott Estes
4
Bai, Jushan
4
Bera, Anil K.
4
Bollerslev, Tim
4
Conway, Karen Smith
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied quantitative finance
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Insurance / Mathematics & economics
1
Journal of econometrics
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of productivity analysis
1
Nonparametric dynamic modelling
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
11
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1
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
2
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
3
Statistical inference for a relative risk measure
He, Yi
;
Hou, Yanxi
;
Peng, Liang
;
Sheng, Jiliang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 301-311
Persistent link: https://www.econbiz.de/10012177340
Saved in:
4
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
5
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
6
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
7
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
8
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
9
A general method of deriving the inefficiencies of banks from a profit function
Akhavein, Jalal D.
;
Swamy, Paravastu A. V. B.
;
Taubman, …
- In:
Journal of productivity analysis
8
(
1997
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001218572
Saved in:
10
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
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