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~isPartOf:"Computational economics"
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Search: subject_exact:"Probability distribution"
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Statistical distribution
82
Statistische Verteilung
82
Theorie
42
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15
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Nadarajah, Saralees
4
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Chang, Kuang-Liang
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Applied economics letters
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Insurance / Mathematics & economics
195
Journal of econometrics
165
Discussion paper / Tinbergen Institute
114
Economics letters
94
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Risks : open access journal
76
European journal of operational research : EJOR
65
International journal of theoretical and applied finance
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International review of financial analysis
37
Scandinavian actuarial journal
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Statistical papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
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Statistics in transition : an international journal of the Polish Statistical Association
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The European journal of finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of economic dynamics & control
31
The North American journal of economics and finance : a journal of financial economics studies
31
The journal of futures markets
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Astin bulletin : the journal of the International Actuarial Association
30
Management science : journal of the Institute for Operations Research and the Management Sciences
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82
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
Firms' subjective uncertainty and forecast errors : survey evidence from Japan
Morikawa, Masayuki
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10013552960
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
5
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
6
Digital inclusive finance and Zipf's law for firms of China : an investigation based on the full-sample data
Li, Xin
- In:
Applied economics letters
31
(
2024
)
3
,
pp. 216-219
Persistent link: https://www.econbiz.de/10014449760
Saved in:
7
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
8
Horizon-adaptive extreme risk quantification for cryptocurrency assets
Tzagkarakis, George
;
Maurer, Frantz
- In:
Computational economics
62
(
2023
)
3
,
pp. 1251-1286
Persistent link: https://www.econbiz.de/10014382906
Saved in:
9
Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
Saved in:
10
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
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