//--> //--> //-->
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
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Estudos e documentos de trabalho"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Sveriges Riksbank working paper series"
~language:"eng"
~person:"Allen, David E."
~person:"Asai, Manabu"
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Sluis, Pieter J. van der"
~person:"Teulings, Coen N."
~person:"Vries, Casper G. de"
~subject:"ARCH-Modell"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wage structure"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 33 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Prognoseverfahren
Schätzung
United States
Volatilität
Wage structure
Zustandsraummodell
Ausreißer
1
Central bank
1
EU countries
1
EU-Staaten
1
Estimation
1
Euro area
1
European Central Bank (ECB)
1
Eurozone
1
Geldpolitik
1
Monetary policy
1
Outliers
1
Risikomaß
1
Risk measure
1
Schock
1
Securities Markets Programme (SMP)
1
Shock
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Zentralbank
1
dynamic tail risk
1
extreme value theory
1
observation-driven models
1
more ...
less ...
Online availability
All
Undetermined
Free
162
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Arbeitspapier
1
Graue Literatur
1
Working Paper
1
Language
All
English
Author
All
Allen, David E.
Asai, Manabu
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Lucas, André
McAleer, Michael
Sluis, Pieter J. van der
Teulings, Coen N.
Vries, Casper G. de
Schwaab, Bernd
1
Zhang, Xin
1
Published in...
All
Discussion paper / Tinbergen Institute
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
Discussion paper series / IZA
Estudos e documentos de trabalho
HWWA discussion paper
Sveriges Riksbank working paper series
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
NBER working paper series
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling extreme events: time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2020
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in Extreme Value
Theory
, but casts the model in a …
Persistent link: https://www.econbiz.de/10012385032
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->