//--> //--> //-->
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
~person:"Hou, Yanxi"
~person:"Kumar, Dilip"
~source:"econis"
~subject:"Risikomanagement"
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_exact:"Ausreißer"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomanagement
Ausreißer
12
Outliers
12
Estimation theory
8
Schätztheorie
8
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
Capital income
6
Estimation
6
Kapitaleinkommen
6
Risikomaß
6
Risk measure
6
Schätzung
6
Forecasting model
4
Prognoseverfahren
4
Risk management
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Bias
3
Extreme value volatility estimator
3
Multivariate Verteilung
3
Multivariate distribution
3
Systematischer Fehler
3
Value-at-risk
3
Asymmetry
2
Bias corrected extreme value estimator
2
Copula
2
Forecast evaluation
2
Induktive Statistik
2
Measurement
2
Messung
2
Regression analysis
2
Regressionsanalyse
2
Statistical inference
2
Structural break
2
Structural breaks
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Hou, Yanxi
Kumar, Dilip
Stoja, Evarist
10
Giudici, Paolo
6
Ahelegbey, Daniel Felix
5
Daouia, Abdelaati
5
Girard, Stéphane
5
Mojtahedi, Fatemeh
5
Polanski, Arnold
5
Ai, Hengjie
4
Bhandari, Anmol
4
Chaudhry, Sajid M.
4
Karmakar, Madhusudan
4
Mao, Tiantian
4
Stupfler, Gilles
4
Auer, Benjamin R.
3
Cañón, Carlos Iván
3
Chen Zhou
3
Einmahl, John H. J.
3
Gerba, Eddie
3
Hambuckers, Julien
3
Herrera, Rodrigo
3
Hu, Taizhong
3
Kellner, Ralf
3
Kratz, Marie
3
Martins-Filho, Carlos
3
Mihoci, Andrija
3
Pambira, Alberto
3
Paterlini, Sandra
3
Prokopczuk, Marcel
3
Yang, Fan
3
Yao, Feng
3
Ammann, Manuel
2
Asimit, Alexandru V.
2
Bax, Karoline
2
Bayer, Verena
2
Bücher, Axel
2
Cerovic Smolovic, Julija
2
Chen, Kan
2
Chen, Yu
2
Cheng, Tuoyuan
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
1
Journal of quantitative economics
1
Studies in economics and finance
1
The journal of prediction markets
1
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
2
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
3
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
4
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->