//--> //--> //--> //-->
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:"saddlepoint"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätztheorie
19
Estimation theory
18
Theorie
17
Saddlepoint approximation
14
Theory
13
Stochastic process
11
Stochastischer Prozess
11
Saddlepoint Approximation
9
saddlepoint approximation
8
Mathematical programming
7
Mathematische Optimierung
7
Option pricing theory
7
Optionspreistheorie
7
Portfolio-Management
7
Risikomaß
7
saddlepoint approximations
7
Kreditrisiko
6
Portfolio selection
6
Risk measure
6
Credit risk
5
Markov chain
5
Monte Carlo
5
Risikomanagement
5
Saddlepoint techniques
5
expected shortfall
5
stochastic volatility
5
Carr-Madan
4
Edgeworth expansion
4
Fourier inversion
4
Generalized method of moments
4
Generalized method of moments estimator
4
Heston
4
M-estimators
4
Markov-Kette
4
Nichtlineare Optimierung
4
Risk management
4
Robust statistics
4
Robust tests
4
Robustes Verfahren
4
Statistical distribution
4
more ...
less ...
Online availability
All
Free
52
Undetermined
43
Type of publication
All
Article
55
Book / Working Paper
50
Other
2
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Working Paper
21
Arbeitspapier
15
Graue Literatur
12
Non-commercial literature
12
Aufsatz im Buch
2
Book section
2
Article
1
more ...
less ...
Language
All
English
60
Undetermined
47
Author
All
Ronchetti, Elvezio
10
Koch, Karl-Josef
5
Trimborn, Timo
5
Chan, Leunglung
4
Kahl, Christian
4
Lord, Roger
4
Sowell, Fallaw
4
Steger, Thomas M.
4
Zhang, Mengzhe
4
Broda, Simon A.
3
Kan, Raymond
3
Kolassa, John E.
3
Lô, Serigne N.
3
Takahashi, Harutaka
3
Williams, Noah
3
Ali, Mukhtar M.
2
Arevalillo, Jorge
2
Brunner, Martin
2
Chen, Qian
2
Czellar, Veronika
2
Dai, Yu-Hong
2
Field, Chris
2
García-Pérez, Alfonso
2
Giles, David E.
2
Herbertsson, Alexander
2
Holcblat, Benjamin
2
Huang, Na
2
Kwok, Yue-Kuen
2
LARSSON, ROLF
2
Lo, Serigne N.
2
Orban, Dominique
2
PAOLELLA, Marc S.
2
Robinson, John
2
Saunders, Michael A.
2
Strulik, Holger
2
Svensson, Lars E. O.
2
Venditti, Alain
2
Yang, Bo
2
ANNAERT, Jan
1
Ali, Mukhtar
1
more ...
less ...
Institution
All
Institut d'Economie et Econométrie, Université de Genève
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Financial Studies
2
Department of Economics, University of Victoria
2
EconWPA
2
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
2
Tinbergen Instituut
2
Birkbeck, Department of Economics, Mathematics & Statistics
1
CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
1
CESifo
1
Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche, Università degli Studi di Trieste
1
East Asian Bureau of Economic Research (EABER)
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
HAL
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Society for Computational Economics - SCE
1
Tinbergen Institute
1
more ...
less ...
Published in...
All
Annals of the Institute of Statistical Mathematics
5
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
4
Cahiers du Département d'Econométrie
3
Les cahiers du GERAD
3
MPRA Paper
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Tinbergen Institute Discussion Papers
3
CFS Working Paper Series
2
Computational Optimization and Applications
2
Computational Statistics & Data Analysis
2
Discussion paper / Tinbergen Institute
2
Econometrics
2
Econometrics Journal
2
Econometrics Working Papers
2
European journal of operational research : EJOR
2
Journal of Global Optimization
2
Journal of risk
2
LSF research working paper series
2
Metrika
2
Operations research letters
2
Quantitative Macroeconomics Working Papers
2
Statistics & Probability Letters
2
Swiss Finance Institute Research Paper Series
2
Tinbergen Institute Discussion Paper
2
Working papers in economics
2
Annals of finance
1
Applied mathematical finance
1
Birkbeck Working Papers in Economics and Finance
1
Bonn Econ Discussion Papers
1
CER-ETH Economics working paper series
1
CESifo Working Paper Series
1
CFS Working Paper
1
Cardiff Economics Working Papers
1
Computational Statistics
1
Computational management science
1
Computing in Economics and Finance 2006
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Econometric Reviews
1
Economic Theory
1
Economics Working Paper Series
1
more ...
less ...
Source
All
RePEc
58
ECONIS (ZBW)
39
EconStor
7
BASE
3
Showing
11
-
20
of
107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Money-metrics in local welfare analysis : pareto improvements and equity considerations
Schlee, Edward E.
;
Khan, Ali
- In:
Journal of economic theory
213
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014472009
Saved in:
12
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
13
Accelerated stochastic algorithms for convex-concave
saddle-point
problems
Zhao, Renbo
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1443-1473
Persistent link: https://www.econbiz.de/10013365319
Saved in:
14
The empirical
saddlepoint
estimator
Holcblat, Benjamin
;
Sowell, Fallaw
-
2019
Persistent link: https://www.econbiz.de/10012233215
Saved in:
15
The non-robustness of
saddle-point
dynamics : a methodological perspective
George, Donald A. R.
- In:
Keynesian, Sraffian, computable and dynamic economics : …
,
(pp. 231-252)
.
2021
The property of robustness is defined in connection with macroeconomic models. Models involving
saddle-point
dynamics …
Persistent link: https://www.econbiz.de/10012523179
Saved in:
16
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
17
On the empirical
saddlepoint
approximation with application to asset pricing
Holcblat, Benjamin
-
2015
consumption-based asset pricing. This paper establishes novel theoretical results for the ESP (empirical
saddlepoint
…
Persistent link: https://www.econbiz.de/10012064363
Saved in:
18
A ew route to the rapid growth of the service sector : rise of the standard of living
Takahashi, Harutaka
;
Otsubo, Kansho Piotr
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012122471
Saved in:
19
On Distributions of Ratios
Broda, Simon A.
;
Kan, Raymond
-
Tinbergen Instituut
-
2014
denominator are supported on the entire real line. The present manuscript derives inversion formulae and
saddlepoint
…
Persistent link: https://www.econbiz.de/10011255898
Saved in:
20
On Distributions of Ratios
Broda, Simon A.
;
Kan, Raymond
-
2014
denominator are supported on the entire real line. The present manuscript derives inversion formulae and
saddlepoint
…
Persistent link: https://www.econbiz.de/10010328339
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->