//--> //--> //-->
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:"Swiss Finance Institute 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:"saddlepoint"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Empirical Finance
2
Saddlepoint Approximation
2
Asymmetry
1
Copula
1
Density Forecasting
1
Fat Tails
1
GARCH
1
Integrated GARCH
1
Multivariate Distribution
1
Shrinkage Estimation
1
Value at Risk
1
Weighted Likelihood
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
PAOLELLA, Marc S.
2
BRODA, Simon A.
1
Published in...
All
Swiss Finance Institute Research Paper Series
Annals of the Institute of Statistical Mathematics
5
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
4
Cahiers du Département d'Econométrie
3
Les cahiers du GERAD
3
MPRA Paper
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Tinbergen Institute Discussion Papers
3
CFS Working Paper Series
2
Computational Optimization and Applications
2
Computational Statistics & Data Analysis
2
Discussion paper / Tinbergen Institute
2
Econometrics
2
Econometrics Journal
2
Econometrics Working Papers
2
European journal of operational research : EJOR
2
Journal of Global Optimization
2
Journal of risk
2
LSF research working paper series
2
Metrika
2
Operations research letters
2
Quantitative Macroeconomics Working Papers
2
Statistics & Probability Letters
2
Tinbergen Institute Discussion Paper
2
Working papers in economics
2
Annals of finance
1
Applied mathematical finance
1
Birkbeck Working Papers in Economics and Finance
1
Bonn Econ Discussion Papers
1
CER-ETH Economics working paper series
1
CESifo Working Paper Series
1
CFS Working Paper
1
Cardiff Economics Working Papers
1
Computational Statistics
1
Computational management science
1
Computing in Economics and Finance 2006
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Econometric Reviews
1
Economic Theory
1
Economics Working Paper Series
1
more ...
less ...
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails
PAOLELLA, Marc S.
-
2010
, two-step estimation procedure is developed, based on a
saddlepoint
approximation to the noncentral Student’s t …
Persistent link: https://www.econbiz.de/10008922934
Saved in:
2
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation
BRODA, Simon A.
;
PAOLELLA, Marc S.
-
2006
intractable. This restriction is overcome by a
saddlepoint
approximation to the required distribution function, which is …
Persistent link: https://www.econbiz.de/10005227621
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->