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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Continuous distribution
95
Stetige Verteilung
95
Theorie
58
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56
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32
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30
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27
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23
Student-t distribution
21
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Student t distribution
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15
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Karlsson, Sune
2
Mazur, Stepan
2
Nguyen, Hoang
2
Creal, Drew
1
Friedmann, Ralph
1
Gilbert, Thomas
1
Hrdlicka, Christopher
1
Kalodimos, Jonathan
1
Koopman, Siem Jan
1
Kumar, Dilip
1
Lengua Lafosse, Patricia
1
Lucas, André
1
Maheswaran, Srinivasan
1
Massacci, Daniele
1
Mazur, Błażej
1
Morimoto, Takayuki
1
Nugroho, Didit B.
1
Pipień, Mateusz
1
Reid, Sean F.
1
Rodriguez, Gabriel
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Sanddorf-Köhle, Walter G.
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Journal of economic dynamics & control
2
Asia-Pacific financial markets
1
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1
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Review of asset pricing studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
15
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1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012604814
Saved in:
2
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
3
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
Saved in:
4
Volatility modeling of the JSE all share index and risk estimation using the Bayesian and frequentist approaches
Sigauke, Casto
- In:
Economics, management and financial markets
11
(
2016
)
4
,
pp. 33-48
Persistent link: https://www.econbiz.de/10011868092
Saved in:
5
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
6
Time-varying asymmetry and tail thickness in long series of daily financial returns
Mazur, Błażej
;
Pipień, Mateusz
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965380
Saved in:
7
An empirical application of a stochastic volatility model with GH skew
Student
's
t-distribution
to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
8
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:
9
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
time-varying covariance matrix of the multivariate
Student
's
t
distribution
. The key novelty of our proposed model concerns …
Persistent link: https://www.econbiz.de/10011380135
Saved in:
10
Daily data is bad for beta : opacity and frequency-dependent betas
Gilbert, Thomas
;
Hrdlicka, Christopher
;
Kalodimos, Jonathan
- In:
Review of asset pricing studies
4
(
2014
)
1
,
pp. 78-117
Persistent link: https://www.econbiz.de/10010399878
Saved in:
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