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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Working papers / TSE : WP"
~subject:"Statistische Verteilung"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
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Statistische Verteilung
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Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
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2023
Persistent link: https://www.econbiz.de/10014304985
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
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2022
Persistent link: https://www.econbiz.de/10013170015
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3
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
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2020
Persistent link: https://www.econbiz.de/10012216036
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