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~accessRights:"restricted"
~subject:"Share price"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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USA
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11
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8
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7
Furman, Edward
7
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7
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7
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7
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6
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5
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5
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5
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5
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5
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4
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4
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4
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4
Catania, Leopoldo
4
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4
Chen, Zhi
4
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4
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4
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4
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Mathematics of operations research
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International review of financial analysis
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Journal of empirical finance
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Econometric reviews
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of applied econometrics
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Applied economics letters
15
Astin bulletin : the journal of the International Actuarial Association
15
The European journal of finance
15
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
14
Energy economics
14
International journal of quality & reliability management
14
International journal of theoretical and applied finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of forecasting
13
Journal of mathematical finance
13
ASTIN bulletin : the journal of the International Actuarial Association
12
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of the Operational Research Society
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1,759
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1
A population's feasible posterior beliefs
Arieli, Itai
;
Babichenko, Yakov
- In:
Journal of economic theory : JET
215
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460301
Saved in:
2
A mollifier approach to the deconvolution of probability densities
Hohage, Thorsten
;
Maréchal, Pierre
;
Simar, Léopold
; …
- In:
Econometric theory
40
(
2024
)
2
,
pp. 320-359
Persistent link: https://www.econbiz.de/10014485250
Saved in:
3
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Capturing information in extreme events
Ardakani, Omid M.
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461218
Saved in:
5
Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Pan, Jiazhu
;
He, Yali
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 377-395
Persistent link: https://www.econbiz.de/10014372884
Saved in:
6
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
7
Correlation matrix of equi-correlated normal population : fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market
Akama, Yohji
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014365670
Saved in:
8
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
9
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Taillardat, Maxime
;
Fougères, Anne-Laure
;
Naveau, Philippe
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1448-1459
Persistent link: https://www.econbiz.de/10014465293
Saved in:
10
A note on portfolios of averages of lognormal variables
Boyle, Phelim P.
;
Jiang, Ruihong
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
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