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Year of publication
Subject
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Statistische Verteilung 207 Statistical distribution 201 Theorie 154 Theory 149 heavy tails 129 Heavy tails 117 Schwermetall 116 Heavy metal 108 Schätztheorie 108 Estimation theory 106 Risikomaß 75 Risk measure 75 Risiko 67 Risk 67 heavy fermions 66 Stochastischer Prozess 64 Stochastic process 62 Schätzung 58 Estimation 56 ARCH model 53 ARCH-Modell 53 Time series analysis 53 Volatility 53 Zeitreihenanalyse 53 Risk management 52 Volatilität 52 71.27.+a Strongly correlated electron systems 49 Risikomanagement 49 Kapitaleinkommen 48 Capital income 46 Portfolio-Management 45 Portfolio selection 43 Probability theory 41 Wahrscheinlichkeitsrechnung 41 Pollution 39 Umweltbelastung 39 Heavy-tailed distribution 37 Queueing theory 36 Warteschlangentheorie 35 heavy traffic 34
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Online availability
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Undetermined 636 Free 528 CC license 40
Type of publication
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Article 942 Book / Working Paper 402 Journal 11 Other 3
Type of publication (narrower categories)
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Article in journal 436 Aufsatz in Zeitschrift 436 Working Paper 140 Graue Literatur 118 Non-commercial literature 118 Arbeitspapier 89 Article 52 research-article 18 Aufsatz im Buch 10 Book section 10 Thesis 9 Amtsdruckschrift 8 Government document 8 Book Part 6 Forschungsbericht 6 Conference paper 4 Konferenzbeitrag 4 Market information 4 Marktinformation 4 Advisory report 3 Bericht 3 Case study 3 Fallstudie 3 Gutachten 3 Hochschulschrift 3 Statistik 3 Bibliografie enthalten 2 Bibliography included 2 Business report 2 Conference Paper 2 Congress Report 2 Dissertation u.a. Prüfungsschriften 2 Geschäftsbericht 2 Monografische Reihe 2 No longer published / No longer aquired 2 Statistics 2 Amtliche Publikation 1 Bibliografie 1 Bibliography 1 Biografie 1
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Language
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English 776 Undetermined 529 German 43 French 3 Spanish 3 Afrikaans 1 Italian 1 Kazakh 1 Portuguese 1 Russian 1
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Author
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Whitt, Ward 20 Asai, Manabu 14 Vries, Casper G. de 14 Daouia, Abdelaati 12 Ibragimov, Rustam 12 McAleer, Michael 12 Stupfler, Gilles 11 Chen, Kaiji 10 Hyung, Namwon 10 Lucas, André 10 Mandjes, Michel 10 Opschoor, Anne 10 Zha, Tao 10 Ibragimov, Rustam Ju. 9 Boots, Nam Kyoo 8 Caporin, Massimiliano 8 Girard, Stéphane 8 Weron, Rafal 8 Ibragimov, Marat 7 Nguyen, Hoang 7 Dionne, Georges 6 Gürtler, Marc 6 Hassani, Samir Saissi 6 Hill, Jonathan B. 6 Ikefuji, Masako 6 Koopman, Siem Jan 6 Ling, Shiqing 6 Misiorek, Adam 6 Muris, Chris 6 Powers, Michael R. 6 Rauh, Ronald 6 Samorodnitsky, Gennady 6 Xu, Yongdeng 6 Atar, Rami 5 Blasques, Francisco 5 Burks, Stephen V. 5 Debrezion, Ghebreegziabiher 5 Gorgi, Paolo 5 Huang, Junfei 5 Magnus, Jan R. 5
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Tinbergen Instituut 9 HAL 7 Tinbergen Institute 6 London School of Economics (LSE) 5 Tilburg University, Center for Economic Research 5 Bundesanstalt für Geowissenschaften und Rohstoffe 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Hamburg / Umweltbehörde 4 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 4 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 3 Department of Economics, University of Calgary 3 Banca d'Italia 2 Business School, University of Sydney 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics and Finance, College of Business and Economics 2 Department of Economics and Related Studies, University of York 2 Department of Economics, Oxford University 2 Deutsche Rohstoffagentur 2 Deutsches Institut für Wirtschaftsforschung 2 Dipartimento di Scienze Economiche, Facoltà di Economia 2 Dreikönigsaktion 2 EconWPA 2 Erasmus University Rotterdam, Econometric Institute 2 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 2 Faculdade de Economia, Universidade do Porto 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Fraunhofer-Institut für System- und Innovationsforschung 2 Henley Business School, University of Reading 2 Institute for Prospective Technological Studies (IPTS), Joint Research Centre 2 Institute for the Study of Labor (IZA) 2 Institute of Economic Research, Kyoto University 2 Institutt for Økonomi, Universitetet i Bergen 2 International Labour Organization (ILO), United Nations 2 International Monetary Fund (IMF) 2 International Water Management Institute (IWMI) 2 Levy Economics Institute 2 Society for Computational Economics - SCE 2 Südafrika / Council for Geoscience 2
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Published in...
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The European Physical Journal B - Condensed Matter and Complex Systems 82 Insurance / Mathematics & economics 22 Mathematics of operations research 21 Physica A: Statistical Mechanics and its Applications 21 Journal of econometrics 20 Management Science 18 Operations research 18 Risks : open access journal 17 Operations research letters 16 Natural Hazards 15 Tinbergen Institute Discussion Papers 15 Insurance: Mathematics and Economics 14 Risks 14 Amfiteatru Economic Journal 13 Amfiteatru economic : an economic and business research periodical 13 Computational Statistics 13 Discussion paper / Tinbergen Institute 13 MPRA Paper 13 Tinbergen Institute Discussion Paper 13 Energy 12 International Journal of Global Environmental Issues 11 Computational Statistics & Data Analysis 10 Statistics & Probability Letters 10 Working papers / TSE : WP 10 DERA-Rohstoffinformationen 9 Working Paper 9 Annals of the Institute of Statistical Mathematics 8 Applied economics 8 Econometrics 8 Mathematical Methods of Operations Research 8 Sustainability 8 Econometrics : open access journal 7 Finance research letters 7 Stochastic Processes and their Applications 7 Transportation research / E : an international journal 7 ASTIN bulletin : the journal of the International Actuarial Association 6 Asian Agricultural Research 6 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Menschen, Marken, Moshpits: Wirtschaftliche und kommunikative Aspekte von Open-Air-Veranstaltungen am Beispiel von Metal-Festivals in Deutschland 6 Statistical Papers / Springer 6
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Source
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ECONIS (ZBW) 619 RePEc 563 EconStor 114 Other ZBW resources 29 BASE 17 USB Cologne (EcoSocSci) 16
Showing 101 - 110 of 1,358
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A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula; Chortareas, Georgios E.; Karanasos, … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
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Extreme value statistics using related variables
Ahmed, Hanan - 2022
Persistent link: https://www.econbiz.de/10013263346
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Maximum likelihood estimation for non-stationary location models with mixture of normal distributions
Blasques, Francisco; Brummelen, Janneke van; Gorgi, Paolo; … - 2022
We consider an observation-driven location model where the unobserved location variable is modeled as a random walk process and where the error variable is from a mixture of normal distributions. The mixed normal distribution can approximate many continuous error distributions accurately. We...
Persistent link: https://www.econbiz.de/10012795401
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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
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The effects of advertisement disclosure on heavy and light Instagram users
Saternus, Zofia; Weber, Patrick; Hinz, Oliver - In: Electronic Markets 32 (2022) 3, pp. 1351-1372
posting for heavy users, but not for light users. Followership of a user has been found to strongly improve all researched … study adds to literature the first distinction on heavy and light usage intensity, and on followership of an IG user when … responding to different social media users, e.g., to closely monitor an influencer's audience to identify heavy users and …
Persistent link: https://www.econbiz.de/10015272799
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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
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Extensions on the Hatzopoulos-Sagianou multiple-components stochastic mortality model
Sagianou, Aliki; Hatzopoulos, Peter - In: Risks : open access journal 10 (2022) 7, pp. 1-30
, while we also reform the model by introducing a new form of link functions with a particular focus on the use of heavy …
Persistent link: https://www.econbiz.de/10013365106
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Environmental performance, corporate governance and financial performance of chinese heavy polluted industries
Chen, Anqi; San, Ong Tze - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 3, pp. 460-469
Persistent link: https://www.econbiz.de/10013337984
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Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi; Dionne, Georges - 2022
Persistent link: https://www.econbiz.de/10013279729
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The effects of alcohol excise tax increases by drinking level and by income level
Saffer, Henry; Gehrsitz, Markus; Grossman, Michael - 2022
The alcohol industry argues that alcohol excise taxes do not reduce heavy drinking because of substitutions to lower … increases in alcohol excise taxes reduce heavy alcohol consumption. Using data from the Nielsen Homescan we investigate the … effects of a large excise tax increase that raised alcohol prices. The results show that heavy drinkers reduce purchases, and …
Persistent link: https://www.econbiz.de/10013209896
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