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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Share price
Theorie
USA
Statistical distribution
73
Statistische Verteilung
73
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Probability theory
32
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32
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23
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23
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Aufsatz in Zeitschrift
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Alfarano, Simone
2
Blazsek, Szabolcs
2
Lahiri, Kajal
2
Leisen, Dietmar
2
Nadarajah, Saralees
2
Strobel, Frank
2
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1
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1
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1
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1
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1
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1
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Applied economics letters
Journal of economic dynamics & control
Insurance / Mathematics & economics
219
Journal of econometrics
163
Economics letters
121
International journal of forecasting
116
European journal of operational research : EJOR
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Risks : open access journal
88
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Econometric reviews
58
Scandinavian actuarial journal
58
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Statistical papers
48
Operations research letters
47
Journal of economic theory
46
Journal of banking & finance
45
International journal of theoretical and applied finance
41
Journal of forecasting
41
Econometric theory
39
Theory and decision : an international journal for multidisciplinary advances in decision science
39
Journal of applied econometrics
38
Journal of mathematical economics
37
International journal of production research
36
Operations research
36
Applied economics
34
Economic modelling
34
Journal of empirical finance
32
Quantitative finance
32
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
31
Mathematics of operations research
31
Finance research letters
30
International review of financial analysis
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Astin bulletin : the journal of the International Actuarial Association
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
The journal of futures markets
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
The European journal of finance
27
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ECONIS (ZBW)
71
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71
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1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
2
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:
3
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
4
A dynamic game model for the study of food safety regulation based on sampling probability and penalty intensity
Tan, Lingbo
;
Zhou, Yuan
;
Yuan, Yuan
;
Liu, Jiapeng
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1780-1783
Persistent link: https://www.econbiz.de/10014305119
Saved in:
5
(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
Saved in:
6
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
7
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
8
Understanding probabilistic expectations : a behavioral approach
Xiao, Wei
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013464834
Saved in:
9
An evaluation of the effectiveness of three early-warning models on financial indexes
He, Yumei
;
Xu, Xinyi
;
Cai, Yuewen
;
Cheng, Mengya
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1880-1884
Persistent link: https://www.econbiz.de/10013412324
Saved in:
10
Firm growth and Laplace distribution : the importance of large jumps
Arata, Yoshiyuki
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 63-82
Persistent link: https://www.econbiz.de/10012131076
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