Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Skew Student T"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Statistical distribution
8
Statistische Verteilung
8
Volatility
7
Volatilität
7
Stochastic volatility
6
Theorie
6
Theory
6
Estimation
5
Schätzung
5
Bayes-Statistik
4
Bayesian inference
4
Capital income
4
Kapitaleinkommen
4
Markov chain Monte Carlo
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
VAR model
4
VAR-Modell
4
Markov chain
3
Markov-Kette
3
Stochastic process
3
Stochastischer Prozess
3
Basel
2
Bayesian VAR
2
Conditional volatility
2
Contagion
2
Default Correlation
2
Generalized Hyperbolic skew Student-t distribution
2
Generalized hyperbolic skew Student's t distribution
2
Markov Chain Monte Carlo
2
Markov Switching MS-GARCH
2
Mean Excess Loss
2
Multivariate GARCH
2
Non-Gaussian distributions
2
Single factor model
2
Skew Student T
2
Skew-Normal
2
Skew-Student t
2
Skewness and heavy tails
2
Software R
2
more ...
less ...
Online availability
All
Free
7
Undetermined
5
Type of publication
All
Article
8
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Working Paper
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Article
1
more ...
less ...
Language
All
English
12
Undetermined
3
Author
All
Nguyen, Hoang
5
Mazur, Stepan
4
Batiz-Zuk, Enrique
2
Gohs, Andreas Marcus
2
Karlsson, Sune
2
Kiss, Tamás
2
Poon, Ser-Huang
2
Trojan, Sebastian
2
Österholm, Pär
2
Ausín, M. Concepción
1
Cabral, Celso Rômulo Barbosa
1
Christodoulakis, George
1
Christodoulakis, George A.
1
Galeano, Pedro
1
Hürlimann, Werner
1
Lachos, Víctor Hugo
1
Lengua Lafosse, Patricia
1
Nakajima, Jouchi
1
Omori, Yasuhiro
1
Rodriguez, Gabriel
1
Zeller, Camila Borelli
1
more ...
less ...
Institution
All
Institute of Economic Research, Hitotsubashi University
1
School of Economics and Political Science, Universität St. Gallen
1
Published in...
All
Working paper
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
1
Global COE Hi-Stat Discussion Paper Series
1
International Review of Financial Analysis
1
International review of financial analysis
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of Multivariate Analysis
1
Journal of Statistical and Econometric Methods
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of forecasting
1
MAGKS Joint Discussion Paper Series in Economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
RePEc
4
EconStor
2
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
2
The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil: Automated processes, st...
Gohs, Andreas Marcus
-
2022
assumptions (
Skew
Student-T
, Student-T and Gaussian). Accurate one-day-ahead VaR predictions up to the 99% quantile are generally … obtained for the time series when
Skew
Student-T
distributed innovations are assumed. The VaR exceedance rates and their …
Persistent link: https://www.econbiz.de/10014322586
Saved in:
3
The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil : automated processes, s...
Gohs, Andreas Marcus
-
2022
assumptions (
Skew
Student-T
, Student-T and Gaussian). Accurate one-day-ahead VaR predictions up to the 99% quantile are generally … obtained for the time series when
Skew
Student-T
distributed innovations are assumed. The VaR exceedance rates and their …
Persistent link: https://www.econbiz.de/10013474092
Saved in:
4
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012604814
Saved in:
5
Modelling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian disturbances
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
-
2021
Persistent link: https://www.econbiz.de/10012605022
Saved in:
6
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:
7
Parallel Bayesian inference for high-dimensional dynamic factor copulas
Nguyen, Hoang
;
Ausín, M. Concepción
;
Galeano, Pedro
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 118-151
Persistent link: https://www.econbiz.de/10012054431
Saved in:
8
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:
9
On non-Gaussian AR(1) inflation modeling
Hürlimann, Werner
- In:
Journal of Statistical and Econometric Methods
1
(
2012
)
1
,
pp. 93-101
normal inverse Gaussian, the
skew
Student
t
, the normal Laplace and the reshaped Hermite-Gauss distributions. Besides …
Persistent link: https://www.econbiz.de/10010286831
Saved in:
10
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH
Skew
Student
's
t
-distribution
Nakajima, Jouchi
;
Omori, Yasuhiro
-
Institute of Economic Research, Hitotsubashi University
-
2010
Bayesian analysis of a stochastic volatility model with a generalized hyperbolic (GH)
skew
Student
's
t
…
Persistent link: https://www.econbiz.de/10008629476
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
