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~subject:"generalized hyperbolic distribution"
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Search: subject:"Law of Large Numbers"
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generalized hyperbolic distribution
Law of large numbers
48
law of large numbers
39
Theorie
28
Theory
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Strong law of large numbers
16
Central limit theorem
11
Game theory
11
Spieltheorie
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Exact law of large numbers
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central limit theorem
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Law of Large Numbers
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equation
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Statistical distribution
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Statistische Verteilung
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probability
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statistics
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Asymmetric information
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Estimation theory
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Incentive compatibility
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Incomplete-information games
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Nash equilibrium
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Probability theory
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Schätztheorie
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belief functions
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common priors
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conditional exact law of large numbers
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conditional independence
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covariance
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equations
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exchangeability
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large populations
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prediction
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survey
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time series
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Schwaab, Bernd
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Zhang, Xin
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Lucas, André
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Lucas, Andre
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1
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
as non-linear and time-varying default dependence. We apply a conditional
law
of
large
numbers
in this setting to define …
Persistent link: https://www.econbiz.de/10011605882
Saved in:
2
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
as non-linear and time-varying default dependence. We apply a conditional
law
of
large
numbers
in this setting to define …
Persistent link: https://www.econbiz.de/10011442897
Saved in:
3
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011349820
Saved in:
4
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
as non-linear and time-varying default dependence. We apply a conditional
law
of
large
numbers
in this setting to define …
Persistent link: https://www.econbiz.de/10011332950
Saved in:
5
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
Lucas, Andre
;
Schwaab, Bernd
;
Zhang, Xin
-
Tinbergen Instituut
-
2013
-linear and time-varying default dependence. We demonstrate how to apply a conditional
law
of
large
numbers
in this setting to …
Persistent link: https://www.econbiz.de/10011255874
Saved in:
6
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
Lucas, Andre
;
Schwaab, Bernd
;
Zhang, Xin
-
2013
based on a conditional
Law
of
Large
Numbers
to compute extreme joint default probabilities. We apply the model to assess the …
Persistent link: https://www.econbiz.de/10010326546
Saved in:
7
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
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