//--> //--> //-->
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
~institution:"Tinbergen Institute"
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:"extreme value distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dummy variable
1
Extreme value distribution
1
GARCH-t
1
Generalized Autoregressive Conditional Heteroskedasticity
1
Outlier detection
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Doornik, Jurgen A.
1
Ooms, Marius
1
Institution
All
Tinbergen Institute
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Electrical and Computer Engineering
1
Graduate School of Economics and Business Administration, Hokkaido University
1
HAL
1
HEC Paris (École des Hautes Études Commerciales)
1
Institute for Monetary and Economic Studies, Bank of Japan
1
London School of Economics (LSE)
1
Society for Computational Economics - SCE
1
Swiss Finance Institute
1
Tilburg University, Center for Economic Research
1
Tinbergen Instituut
1
Xarxa de Referència en Economia Aplicada (XREAP)
1
more ...
less ...
Published in...
All
Tinbergen Institute Discussion Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outlier Detection in GARCH Models
Doornik, Jurgen A.
;
Ooms, Marius
-
Tinbergen Institute
-
2005
extreme
value
distribution
, so that computation of <I>p</I>-values does not require simulation. The procedure outperforms …
Persistent link: https://www.econbiz.de/10005144394
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->