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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Finanzmarkt"
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Search: subject_exact:"Testverteilung"
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Finanzmarkt
Statistical distribution
112
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112
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31
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Cowles Foundation discussion paper
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
International review of financial analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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2
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Finance : revue de l'Association Française de Finance
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Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
2
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
3
Change-point analysis of asset price bubbles with power-law hazard function
Lynch, Christopher
;
Mestel, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153466
Saved in:
4
The study on the tail dependence structure between the economic policy uncertainty and several financial markets
Yao, Can-Zhong
;
Sun, Bo-Yi
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 245-265
Persistent link: https://www.econbiz.de/10012117778
Saved in:
5
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
6
High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo
;
Alves, Isabel Fraga
;
Hammoudeh, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
Saved in:
7
Cluster-based extension of the generalized poisson loss dynamics and consistency with single names
Brigo, Damiano
;
Pallavicini, Andrea
;
Torresetti, Roberto
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 607-631
Persistent link: https://www.econbiz.de/10003503347
Saved in:
8
A comment on two-phase behavior of financial markets
Krzesinski, Anthony E.
;
Costa, Andre
;
Ramakrishnan, Maya
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 89-93
Persistent link: https://www.econbiz.de/10003415699
Saved in:
9
Some remarks on mean-variance hedging for discontinuous asset price processes
Arai, Takuji
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10002980637
Saved in:
10
Modelling financial series distributions : a versatile data fitting approach
Shang, Jennifer
;
Tadikamalla, Pandu R.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 231-251
Persistent link: https://www.econbiz.de/10002111053
Saved in:
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