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~person:"Scaillet, Olivier"
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Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Bootstrap approach
3
Bootstrap-Verfahren
3
Risikomanagement
3
Risk management
3
Core
2
Credit risk
2
Estimation
2
Estimation theory
2
Kreditrisiko
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Schätztheorie
2
Schätzung
2
Statistical distribution
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Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
Bayes-Statistik
1
Bayesian inference
1
Brasilien
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Brazil
1
Einkommensverteilung
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1
Health insurance
1
Income distribution
1
Investment Fund
1
Investmentfonds
1
Kapitalanlage
1
Krankenversicherung
1
Loss
1
Mathematical programming
1
Mathematische Optimierung
1
Monte Carlo simulation
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Free
10
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10
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Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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English
10
Author
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Kilian, Lutz
Scaillet, Olivier
Teräsvirta, Timo
Barras, Laurent
1
Cauchie, Séverine
1
Cosma, Antonio
1
Couderc, Fabien
1
Denuit, Michel
1
Fermanian, Jean-David
1
Goderniaux, Anne-Cécile
1
Hagmann, Matthias
1
Hoesli, Martin
1
Jondeau, Eric
1
Renault, Olivier
1
Rockinger, Michael
1
Sachs, Rainer von
1
Topaloglou, Nikolas
1
Wermers, Russ
1
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International Center for Financial Asset Management and Engineering
3
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FAME research paper series
Research paper series / Swiss Finance Institute
19
Journal of econometrics
18
CREATES research paper
16
SSE EFI working paper series in economics and finance
16
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
15
Swiss Finance Institute Research Paper
14
Econometric reviews
10
Working papers / University of Michigan, Department of Economics
10
Discussion paper / Centre for Economic Policy Research
8
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
Working paper / Federal Reserve Bank of Dallas, Research Department
5
CESifo working papers
4
Discussion papers / CEPR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CFS working paper series
3
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Energy economics
3
International finance discussion papers
3
Macroeconomic dynamics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The review of economics and statistics
3
Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
CORE discussion papers : DP
2
Econometrics : open access journal
2
FRB of Dallas Working Paper
2
Finance and economics discussion series
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research paper / International Center for Financial Asset Management and Engineering
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Scandinavian journal of statistics : SJS ; theory and applications
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The econometrics journal
2
Themes in modern econometrics
2
Working paper series / European Central Bank ; Eurosystem
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ECONIS (ZBW)
10
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1
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10
of
10
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date (newest first)
date (oldest first)
1
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
2
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003078845
Saved in:
3
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
4
Multivariate wavelet-based shape preserving estimation for dependant observations
Cosma, Antonio
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074209
Saved in:
5
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
6
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
7
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
8
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
9
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003287288
Saved in:
10
Kernel based goodness-of-fit tests for copulas with fixed foxed smoothing parameters
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074267
Saved in:
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