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~subject:"Schätztheorie"
~subject:"United States"
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1
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
2
Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung : Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und ein...
Dannenberg, Henry
-
2009
Bei der Kreditrisikobewertung müssen die Parameter Ausfallwahrscheinlichkeit und korrelation geschätzt werden. Diese Schätzung erfolgt unter Unsicherheit. In der Literatur werden asymptotische Konfidenzregionen diskutiert, um diese Unsicherheit bei der simultanen Schätzung beider Parameter...
Persistent link: https://www.econbiz.de/10003825755
Saved in:
3
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
4
Goodness-of-fit test for price duration distributions
Matsuoka, Takayasu
-
2009
Persistent link: https://www.econbiz.de/10003853899
Saved in:
5
Why does the US dominate university league tables?
Li, Mei
;
Shankar, Sriram
;
Tang, Kam Ki
-
2009
Persistent link: https://www.econbiz.de/10003872182
Saved in:
6
A note on the coefficient of determination in regression models with infinite-variance variables
Kurz-Kim, Jeong-Ryeol
(
contributor
); …
-
2007
Since Mandelbrot's seminal work (1963), alpha-stable distributions with infinite variance have been regarded as a more realistic distributional assumption than the normal distribution for some economic variables, especially financial data. After providing a brief survey of theoretical results on...
Persistent link: https://www.econbiz.de/10003461221
Saved in:
7
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
8
Tyler's M-estimator, random matrix
theory
, and generalized elliptical distributions with applications to finance
Frahm, Gabriel
(
contributor
);
Jaekel, Uwe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003449387
Saved in:
9
Moving the goalposts : addressing limited overlap in estimation of average treatment effects by changing the estimand
Crump, Richard K.
;
Hotz, Vincent Joseph
;
Imbens, Guido
; …
-
2006
Estimation of average treatment effects under unconfoundedness or exogenous treatment assignment is often hampered by lack of overlap in the covariate distributions. This lack of overlap can lead to imprecise estimates and can make commonly used estimators sensitive to the choice of...
Persistent link: https://www.econbiz.de/10003474186
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10
Models for heavy-tailed asset returns
Borak, Szymon
;
Misiorek, Adam
;
Weron, Rafał
-
2010
portfolio
theory
, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest …
Persistent link: https://www.econbiz.de/10008663369
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