//--> //--> //--> //-->
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"
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
Modeling the Dependence betwee...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Insurance
4
Statistical distribution
4
Statistische Verteilung
4
Cyber insurance
3
Multivariate Verteilung
3
Multivariate distribution
3
Risikomaß
3
Risk measure
3
Versicherung
3
censoring
3
Ausreißer
2
Bivariate censoring
2
Bootstrap
2
Copula models
2
Estimation theory
2
Forecasting model
2
IT crime
2
IT-Kriminalität
2
Kaplan–Meier estimator
2
Liquidity
2
Liquidität
2
Market liquidity
2
Marktliquidität
2
Mortality analysis
2
Nonparametric estimation
2
Outliers
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Reserving
2
Risikomanagement
2
Risk management
2
Schätztheorie
2
Volatility
2
Volatilität
2
extreme value theory
2
Age-cohort effect
1
Aggregate market liquidity
1
more ...
less ...
Online availability
All
Undetermined
Free
13
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
17
Undetermined
3
Author
All
Lopez, Olivier
10
Hambuckers, Julien
7
Bazgour, Tarik
2
Bee, Marco
2
Heuchenne, Cedric
2
Hillairet, Caroline
2
Kneib, Thomas
2
Milhaud, Xavier
2
Sougné, Danielle
2
D' Oultremont, Louise
1
DETTE, HOLGER
1
Farkas, Sébastien
1
Gribkova, Svetlana
1
Groll, Andreas
1
Guibert, Quentin
1
HEUCHENNE, CEDRIC
1
Heuchenne, Cédric
1
Hübner, Georges
1
Lambert, Marie
1
Mercuzot, Yann
1
Mhalla, Linda
1
Piette, Pierrick
1
Sabban, Isaac Cohen
1
Saint-Pierre, Philippe
1
Spoorenberg, Brieuc
1
Thomas, Maud
1
Thérond, Pierre-E.
1
Trapin, Luca
1
Ulm, Maren
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
Journal of empirical finance
2
Scandinavian actuarial journal
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
1
Insurance: Mathematics and Economics
1
Journal of Applied Econometrics
1
Journal of Multivariate Analysis
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of forecasting
1
Quantitative finance
1
Scandinavian Journal of Statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of operational risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
3
Other ZBW resources
1
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A censored copula model for micro-level claim reserving
Lopez, Olivier
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012058903
Saved in:
2
How do volatility regimes affect the pricing of quality and liquidity in the stock market?
Bazgour, Tarik
;
Heuchenne, Cedric
;
Hübner, Georges
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012437837
Saved in:
3
Conditional portfolio allocation : does aggregate market liquidity matter?
Bazgour, Tarik
;
Heuchenne, Cedric
;
Sougné, Danielle
- In:
Journal of empirical finance
35
(
2016
),
pp. 110-135
Persistent link: https://www.econbiz.de/10011662728
Saved in:
4
Scale Checks in Censored Regression
DETTE, HOLGER
;
HEUCHENNE, CEDRIC
- In:
Scandinavian Journal of Statistics
39
(
2012
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10010567591
Saved in:
5
Understanding the economic determinants of the severity of operational losses : A regularized generalized Pareto regression approach
Hambuckers, Julien
;
Groll, Andreas
;
Kneib, Thomas
- In:
Journal of Applied Econometrics
33
(
2018
)
6
,
pp. 898-935
Persistent link: https://www.econbiz.de/10012082786
Saved in:
6
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
7
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
8
Estimating Value-at-Risk for the g-and-h distribution : an indirect inference approach
Bee, Marco
;
Hambuckers, Julien
;
Trapin, Luca
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1255-1266
Persistent link: https://www.econbiz.de/10012194764
Saved in:
9
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Saved in:
10
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien
;
Kneib, Thomas
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 445-484
Persistent link: https://www.econbiz.de/10014314754
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->