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~person:"Hou, Yanxi"
~person:"Kumar, Dilip"
~source:"econis"
~subject:"Schätztheorie"
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Schätztheorie
Ausreißer
12
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12
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7
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7
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7
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Hou, Yanxi
Kumar, Dilip
Einmahl, John H. J.
17
Daouia, Abdelaati
7
Chen Zhou
6
Stupfler, Gilles
6
He, Yi
5
Segers, Johan
5
Beirlant, Jan
4
Guillou, Armelle
4
Krajina, Andrea
4
Usseglio-Carleve, Antoine
4
Yang, Fan
4
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3
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3
Goegebeur, Yuri
3
Haan, Laurens de
3
Kiriliouk, Anna
3
Kratz, Marie
3
Li, Deyuan
3
Maheswaran, S.
3
Schaumburg, Julia
3
Schienle, Melanie
3
Ahmed, Hanan
2
Bolancé, Catalina
2
Candelon, Bertrand
2
Dutta, Sumanjay
2
Ehlert, Andree
2
Fischer, Matthias
2
Guégan, Dominique
2
Hambuckers, Julien
2
Hoga, Yannick
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Horváth, Roman
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Kayal, Parthajit
2
Khandelwal, Vipul
2
Kim, Jihyun
2
Litvinova, Svetlana
2
Martins-Filho, Carlos
2
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Insurance / Mathematics & economics
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1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of quantitative economics
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The journal of prediction markets
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ECONIS (ZBW)
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1
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
2
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:
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
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
5
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
6
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
7
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
8
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
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