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  • Search: subject:"Elliptical Distribution"
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Year of publication
Subject
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Elliptical distribution 29 elliptical distribution 15 Statistical distribution 13 Statistische Verteilung 13 Theorie 8 Theory 8 Multivariate Analyse 6 Multivariate analysis 6 Estimation theory 5 Schätztheorie 5 Probability theory 4 Wahrscheinlichkeitsrechnung 4 tail dependence 4 BL-GARCH process 3 Estimation 3 Monte Carlo method 3 Multivariate regular variation 3 Portfolio selection 3 Portfolio-Management 3 Risikomaß 3 Risk measure 3 Schätzung 3 Stochastic process 3 Stochastischer Prozess 3 leverage effects 3 regular variation 3 volatility clustering 3 ARCH model 2 ARCH-Modell 2 Capital allocation 2 Capital income 2 Copula 2 Elliptical Distribution 2 Financial market 2 Finanzmarkt 2 Kapitaleinkommen 2 Maximum Likelihood 2 Multivariate elliptical distribution 2 Quadratic distance 2 Regression analysis 2
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Online availability
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Undetermined 38 Free 18
Type of publication
All
Article 42 Book / Working Paper 18
Type of publication (narrower categories)
All
Article in journal 11 Aufsatz in Zeitschrift 11 Working Paper 6 Arbeitspapier 4 Graue Literatur 3 Non-commercial literature 3 Article 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammlung 1
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Language
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Undetermined 36 English 24
Author
All
Diongue, Abdou Kâ 3 Guegan, Dominique 3 Wolff, Rodney C. 3 Balakrishnan, N. 2 Bentler, P. M. 2 Chou, Pin-Huang 2 Dominicy, Yves 2 Hägele, Miriam 2 Klüppelberg, Claudia 2 Krajina, A. 2 Kuhn, Gabriel 2 Lehtomaa, Jaakko 2 Mao, Tiantian 2 Peng, Liang 2 Schmidt, Rafael 2 Xu, Maochao 2 Yuan, Ke-Hai 2 Alcantara, Izabel Cristina 1 Alexandersson, Anders 1 Ardia, David 1 Bali, Juan Lucas 1 Bentler, Peter 1 Bentler, Peter M. 1 Berkane, Maia 1 Berkane, Maria 1 Boente, Graciela 1 Brazauskas, Vytaras 1 Chen, Xin 1 Chen, Zhi 1 Cysneiros, Francisco José A. 1 Dagne, Getachew 1 Deimen, Inga 1 Ding, Yuanyao 1 Dong, Yuexiao 1 Doostparast, Mahdi 1 Dürre, Alexander 1 Ebrahimi, Nader 1 Einmahl, John 1 Enguix-González, A. 1 Fan, Jianqing 1
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Institution
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HAL 2 Tilburg University, Center for Economic Research 2 C.E.P.R. Discussion Papers 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 EconWPA 1 Econometric Society 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Faculty of Economics, University of Cambridge 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
Journal of Multivariate Analysis 10 Statistics & Probability Letters 4 ECARES working paper 3 Insurance / Mathematics & economics 3 Annals of the Institute of Statistical Mathematics 2 Computational Statistics & Data Analysis 2 Discussion Paper 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Operations research letters 2 Post-Print / HAL 2 Statistical Papers / Springer 2 AStA Advances in Statistical Analysis 1 Annals of Economics and Finance 1 CEPR Discussion Papers 1 Cambridge Working Papers in Economics 1 Computational Statistics 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ESMT Dissertation 1 Econometric Society 2004 Far Eastern Meetings 1 Finance 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Insurance: Mathematics and Economics 1 Journal of Risk and Financial Management 1 Journal of econometrics 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Metrika 1 Psychometrika 1 Quantitative Finance 1 Stata Journal 1 Statistical Methods and Applications 1 The econometrics journal 1 Working Papers ECARES 1 Working papers / Penn Institute for Economic Research 1
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Source
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RePEc 41 ECONIS (ZBW) 16 EconStor 3
Showing 1 - 10 of 60
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Large deviations for a class of multivariate heavy-tailed risk processes used in insurance and finance
Hägele, Miriam; Lehtomaa, Jaakko - In: Journal of Risk and Financial Management 14 (2021) 5, pp. 1-18
Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the main problems is to decide if there is any type of...
Persistent link: https://www.econbiz.de/10012611759
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Cover Image
Large deviations for a class of multivariate heavy-tailed risk processes used in insurance and finance
Hägele, Miriam; Lehtomaa, Jaakko - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-18
Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the main problems is to decide if there is any type of...
Persistent link: https://www.econbiz.de/10012534499
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Distributionally robust chance-constrained p-hub center problem
Zhao, Yue; Chen, Zhi; Zhang, Zhenzhen - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1361-1382
Persistent link: https://www.econbiz.de/10014471504
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Distributionally robust chance constrained games under Wasserstein ball
Xia, Tian; Liu, Jia; Lisser, Abdel - In: Operations research letters 51 (2023) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10014374911
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Multivariate goodness-of-fit tests based on Wasserstein distance
Hallin, Marc; Mordant, Gilles; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012179699
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High-dimensional elliptical sliced inverse regression in non-Gaussian distributions
Chen, Xin; Zhang, Jia; Zhou, Wang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1204-1215
Persistent link: https://www.econbiz.de/10013539489
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Selling data
Segura-Rodriguez, Carlos - 2019
Persistent link: https://www.econbiz.de/10012064938
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Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing - 2018
Persistent link: https://www.econbiz.de/10012183865
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Tyler shape depth
Paindaveine, Davy; Van Bever, Germain - 2017
Persistent link: https://www.econbiz.de/10011760354
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Conditional extremes in asymmetric financial markets
Nolde, Natalia; Zhang, Jinyuan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
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