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Search: subject:"Heavy Tails"
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heavy tails
128
Heavy tails
113
Statistische Verteilung
80
Statistical distribution
78
Theorie
57
Theory
55
Risk measure
35
Risikomaß
34
Schätztheorie
34
Estimation theory
33
Kapitaleinkommen
28
Portfolio-Management
28
Capital income
27
Portfolio selection
26
Time series analysis
26
Zeitreihenanalyse
26
Risk management
23
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22
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22
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21
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21
Schätzung
21
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21
ARCH model
20
ARCH-Modell
20
Risk
20
Stochastischer Prozess
19
Outliers
18
Stochastic process
18
Ausreißer
16
Bayesian inference
11
Heavy-tails
10
Probability theory
10
Skewness
10
Wahrscheinlichkeitsrechnung
10
Regression analysis
9
Regressionsanalyse
9
Stochastic volatility
9
Messung
8
volatility
8
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Free
128
Undetermined
117
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Article
164
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114
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83
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83
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45
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27
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26
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10
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4
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2
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English
159
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115
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3
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1
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Vries, Casper G. de
13
Daouia, Abdelaati
10
Hyung, Namwon
10
Lucas, André
10
Opschoor, Anne
10
Stupfler, Gilles
10
Nguyen, Hoang
7
Girard, Stéphane
6
Gürtler, Marc
6
Hill, Jonathan B.
6
Ikefuji, Masako
6
Muris, Chris
6
Rauh, Ronald
6
Magnus, Jan R.
5
Mikosch, Thomas
5
Petrella, Ivan
5
Samorodnitsky, Gennady
5
Cappuccio, Nunzio
4
Figueiredo, Fernanda
4
Grabchak, Michael
4
Iglesias, Emma M.
4
Kiss, Tamás
4
Lubian, Diego
4
Raggi, Davide
4
Reynolds, A.M.
4
Walls, W. D.
4
Österholm, Pär
4
Aguilar, Mike
3
Albrecher, Hansjörg
3
Biffis, Enrico
3
Bouaddi, Mohammed
3
Chavez, Erik
3
Drugov, Mikhail
3
Hartmann, Philipp
3
Ibragimov, Rustam Ju.
3
Jach, Agnieszka
3
Jones, Andrew M.
3
Karlsson, Sune
3
Laeven, Roger
3
Laeven, Roger J. A.
3
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Tinbergen Instituut
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
3
Department of Economics, University of Calgary
3
Tilburg University, Center for Economic Research
3
Tinbergen Institute
3
Banca d'Italia
2
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2
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2
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2
EconWPA
2
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1
C.E.P.R. Discussion Papers
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics, Leicester University
1
Deutsche Bundesbank
1
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1
Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Erasmus University Rotterdam, Econometric Institute
1
European Central Bank
1
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
Faculdade de Economia, Universidade do Porto
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Faculty of Economics, University of Cambridge
1
Finance Discipline Group, Business School
1
Groupe de recherche en économie de l'énergie, de l'environnement et des ressources naturelles, Université Laval
1
HAL
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
Institut d'Economie et Econométrie, Université de Genève
1
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
School of Economics and Finance, Queen Mary
1
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Journal of econometrics
10
Physica A: Statistical Mechanics and its Applications
10
Working papers / TSE : WP
9
Tinbergen Institute Discussion Papers
8
Discussion paper / Tinbergen Institute
7
Tinbergen Institute Discussion Paper
7
Computational Statistics
5
Computational Statistics & Data Analysis
5
MPRA Paper
5
Risks
5
Applied economics
4
Econometrics
4
Insurance / Mathematics & economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Risks : open access journal
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Cahiers de recherche
3
Discussion Paper / Tilburg University, Center for Economic Research
3
Econometrics : open access journal
3
International journal of forecasting
3
Journal of Econometrics
3
Journal of financial econometrics
3
Management Science
3
Studies in Nonlinear Dynamics & Econometrics
3
Working Paper
3
Working Paper Series
3
Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
3
Working Papers / Department of Economics, University of Calgary
3
Working paper
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Health, Econometrics and Data Group (HEDG) Working Papers
2
Insurance: Mathematics and Economics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
Mathematical Methods of Operations Research
2
Operations research
2
Statistics & Probability Letters
2
Stochastic Processes and their Applications
2
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Source
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RePEc
128
ECONIS (ZBW)
113
EconStor
28
BASE
5
Other ZBW resources
4
Showing
1
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10
of
278
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1
Getting the Right Tail Right: Modeling tails of health expenditure distributions
Karlsson, Martin
;
Wang, Yulong
;
Ziebarth, Nicolas R.
-
2023
Health expenditure data almost always include extreme values, implying that the underlying distribution has
heavy
tails
…
Persistent link: https://www.econbiz.de/10014426862
Saved in:
2
Modelling Okun's law : does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
5
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10014253796
Saved in:
3
Which is Worse :
Heavy
Tails
or Volatility Clusters?
Traut, Joshua
;
Schadner, Wolfgang
-
2023
Heavy
tails
and volatility clusters are both stylized facts of financial returns that destabilize markets. The former …
Persistent link: https://www.econbiz.de/10014350927
Saved in:
4
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
5
Getting the Right Tail Right : modeling tails of health expenditure distributions
Karlsson, Martin
;
Wang, Yulong
;
Ziebarth, Nicolas R.
-
2023
Health expenditure data almost always include extreme values, implying that the underlying distribution has
heavy
tails
…
Persistent link: https://www.econbiz.de/10014424363
Saved in:
6
Modelling Okun's law - does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
-
2022
accounting for
heavy
tails
yields improvements over a Gaussian specification in some cases, whereas skewness appears less …
Persistent link: https://www.econbiz.de/10013331912
Saved in:
7
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
8
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
9
Modelling Okun's law - does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
-
2022
accounting for
heavy
tails
yields improvements over a Gaussian specification in some cases, whereas skewness appears less …
Persistent link: https://www.econbiz.de/10012799537
Saved in:
10
Combining the MGHyp Distribution with Nonlinear Shrinkage in Modeling Financial Asset Returns
Hediger, Simon
;
Näf, Jeffrey
-
2022
account for
heavy
tails
in estimating the first and second moments in high dimensions. An Expectation-Maximization (EM …
Persistent link: https://www.econbiz.de/10013293614
Saved in:
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