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Statistical distribution
128
Statistische Verteilung
128
Theorie
76
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37
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37
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Constantinescu, Corina
3
Abadir, Karim Maher
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Alai, Daniel H.
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Bekiros, Stelios
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Computational economics
Econometric theory
Scandinavian actuarial journal
Insurance / Mathematics & economics
195
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169
Discussion paper / Tinbergen Institute
114
Economics letters
94
International journal of forecasting
83
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82
Risks : open access journal
76
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66
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International review of financial analysis
37
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
128
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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
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
3
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
4
A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira
;
Mandjes, Michel
;
Constantinescu, Corina
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
Saved in:
5
Soft splicing model : bridging the gap between composite modeland finite mixture model
Fung, Tsz Chai
;
Jeong, Himchan
;
Tzougas, George
- In:
Scandinavian actuarial journal
2024
(
2024
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014520104
Saved in:
6
Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
7
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
Daly, Fraser
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 471-487
Persistent link: https://www.econbiz.de/10013370710
Saved in:
8
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:
9
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:
10
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
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