//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"FAME research paper series"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Statistik"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Bootstrap approach
3
Bootstrap-Verfahren
3
Credit risk
3
Estimation theory
3
Kreditrisiko
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
Schätztheorie
3
Statistical test
3
Statistischer Test
3
Core
2
Estimation
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Risikomaß
2
Risk measure
2
Schweiz
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Switzerland
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Aktie
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bayes-Statistik
1
Bayesian inference
1
Bond
1
Brasilien
1
Brazil
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
13
Author
All
Scaillet, Olivier
10
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
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
4
Published in...
All
FAME research paper series
Journal of econometrics
1,789
Economics letters
816
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
703
European journal of operational research : EJOR
609
Journal of the American Statistical Association : JASA
555
Econometric reviews
528
CEMMAP working papers / Centre for Microdata Methods and Practice
520
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
511
Discussion paper series / IZA
506
Econometric theory
491
Discussion paper / Tinbergen Institute
415
Working paper
411
Applied economics
408
NBER working paper series
398
NBER Working Paper
386
Economic modelling
361
Applied economics letters
360
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
350
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
345
International journal of forecasting
342
Wirtschaft und Statistik : WISTA
329
Working paper / National Bureau of Economic Research, Inc.
328
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
309
Journal of applied econometrics
291
Operations research
283
The econometrics journal
282
Journal of the Royal Statistical Society
274
Discussion paper
267
IZA Discussion Paper
264
Cowles Foundation discussion paper
254
Metrika : international journal for theoretical and applied statistics
249
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
239
Discussion paper / Center for Economic Research, Tilburg University
238
CESifo working papers
237
Management science : journal of the Institute for Operations Research and the Management Sciences
234
Working paper / Department of Econometrics and Business Statistics, Monash University
226
Energy economics
220
Discussion paper / Centre for Economic Policy Research
218
Journal of forecasting
215
International journal of production research
208
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
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
Understanding default risk through nonparametric intensity estimation
Couderc, Fabien
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074107
Saved in:
5
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:
6
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
7
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->