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~person:"Hou, Yanxi"
~person:"Kumar, Dilip"
~subject:"Multivariate distribution"
~subject:"Risk management"
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Multivariate distribution
Risk management
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
Risikomanagement
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Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Bias
3
Extreme value volatility estimator
3
Multivariate Verteilung
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
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Messung
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Regression analysis
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Regressionsanalyse
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Statistical inference
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Hou, Yanxi
Kumar, Dilip
Einmahl, John H. J.
10
Stoja, Evarist
10
Bormann, Carsten
6
Giudici, Paolo
6
Schienle, Melanie
6
Ahelegbey, Daniel Felix
5
Chen Zhou
5
Daouia, Abdelaati
5
Girard, Stéphane
5
Mojtahedi, Fatemeh
5
Polanski, Arnold
5
Ai, Hengjie
4
Bhandari, Anmol
4
Bücher, Axel
4
Chaudhry, Sajid M.
4
Hambuckers, Julien
4
Huggenberger, Markus
4
Hussain, Saiful Izzuan
4
Karmakar, Madhusudan
4
Krajina, Andrea
4
Kratz, Marie
4
Li, Steven
4
Mao, Tiantian
4
Schaumburg, Julia
4
Segers, Johan
4
Stupfler, Gilles
4
Zhang, Zhengjun
4
Asimit, Alexandru V.
3
Auer, Benjamin R.
3
Belkacem, Lotfi
3
Cañón, Carlos Iván
3
Chabi-Yo, Fousseni
3
Fischer, Matthias
3
Furman, Edward
3
Gerba, Eddie
3
Ghorbel, Ahmed
3
Herrera, Rodrigo
3
Hu, Taizhong
3
Hua, Lei
3
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Insurance / Mathematics & economics
2
Journal of econometrics
1
Journal of quantitative economics
1
Studies in economics and finance
1
The journal of prediction markets
1
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ECONIS (ZBW)
6
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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:
5
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
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:
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