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
~institution:"London School of Economics and Political Science"
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
Estimating Value-at-Risk and E...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
15
Schätztheorie
15
Finanzierung
11
finance
11
Estimation
9
Schätzung
9
Bildung
7
education
7
éducation
7
Statistical distribution
6
Statistische Verteilung
6
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Kredit
4
Student
4
Fees
3
Gebühr
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomanagement
3
Räumliche Verteilung
3
Spatial distribution
3
Volatilität
3
risk management
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Bank
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Deutschland
2
Economic convergence
2
Economic growth
2
Forecasting model
2
Germany
2
Kapital
2
New Economy
2
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
40
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
24
Working Paper
24
Graue Literatur
10
Non-commercial literature
10
Language
All
English
47
Author
All
Barr, Nicholas A.
6
Yao, Qiwei
5
Tong, Howell
4
Hidalgo, Javier
3
Atkinson, Anthony C.
2
Robinson, Peter M.
2
Schmidt, Rafael
2
Xia, Yingcun
2
Avramidis, Panagiotis
1
Bassett, William
1
Benigno, Gianluca
1
Benigno, Pierpaolo
1
Bennett, Paul
1
Brockwell, Peter J.
1
Burchardt, Tania
1
Chan, K. S.
1
Crawford, Iain
1
Dalla, Violetta
1
Debande, O.
1
Delgado, Miguel A.
1
Donkers, Bas
1
Franzke, Stefanie A.
1
Geoum, In Sun
1
Glennerster, Howard
1
Hall, Peter
1
Hilber, Christian
1
Hills, John
1
Hrycej, Tomas
1
Jordaan, Jacob A.
1
Kancs, D'Artis
1
Labrecque, Thomas G.
1
Li, Wai Keung
1
López, José A.
1
Marsh, Alex
1
Matsuda, Yasumasa
1
Mayer, Christopher J.
1
Monastiriotis, Vassilis
1
Monsen, Gordon
1
Neumayer, Eric
1
Patton, Andrew J.
1
more ...
less ...
Institution
All
London School of Economics and Political Science
National Bureau of Economic Research
3,541
International Monetary Fund (IMF)
656
International Monetary Fund
537
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
416
Forschungsinstitut zur Zukunft der Arbeit
355
OECD
250
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
238
World Bank
218
Federal Reserve Board (Board of Governors of the Federal Reserve System)
168
Springer Fachmedien Wiesbaden
165
Ekonomiska forskningsinstitutet <Stockholm>
127
HAL
121
Institut für Weltwirtschaft
108
Institut für Schweizerisches Bankwesen <Zürich>
103
Inter-American Development Bank
103
C.E.P.R. Discussion Papers
94
World Bank Group
93
International Association for the Study of Insurance Economics
91
EconWPA
83
Zentrum für Europäische Wirtschaftsforschung
79
Tilburg University, Center for Economic Research
75
Université Paris-Dauphine (Paris IX)
73
Internationaler Währungsfonds
69
eSocialSciences
69
Federal Reserve Bank of St. Louis
64
Basel Committee on Banking Supervision
59
European University Institute / Department of Economics
58
Federal Reserve Bank of New York
57
William Davidson Institute <Ann Arbor, Mich.>
57
American Enterprise Institute
52
Verlag Dr. Kovač
52
Federal Reserve Bank of San Francisco
49
Center for Economic Research <Tilburg>
48
EcoMod Network
48
Centre for Analytical Finance <Århus>
47
Federal Reserve Bank of Chicago
44
Florida Atlantic University
44
European Association of Agricultural Economists - EAAE
43
Deutsches Institut für Wirtschaftsforschung
42
more ...
less ...
Published in...
All
London School of Economics and Political Science - Publications
15
Research reports / LSE
14
Econometrics papers
8
Research papers in environment and spatial analysis
6
RICAFE working paper
2
CASE paper
1
CASE/2
1
CASEpaper 50
1
CASEreport 12
1
Education news, resources & university jobs at The Times Higher Education Supplement, 17.01.2003
1
FRBNY ECONOMIC POLICY REVIEW / APRIL 1996, 17-38
1
FRBNY ECONOMIC POLICY REVIEW / JULY 1997, 83-99
1
FRBNY ECONOMIC POLICY REVIEW / OCTOBER 1998, 119-124
1
FRBNY ECONOMIC POLICY REVIEW / OCTOBER 1998, 237-240
1
Journal of International Money and Finance ; 27 (2008) 971–993
1
LSE Magazine, Winter 2004, S. 20-21
1
London School of Economics and Political Science - CASE Reports
1
Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
USB Cologne (business full texts)
16
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating conditional distribution functions using dimension reduction
Hall, Peter
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755567
Saved in:
2
Least absolute deviations
estimation
for ARCH and GARCH models
Peng, Liang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755629
Saved in:
3
Approximating volatilities by asymmetric power GARCH function
Penzer, Jeremy
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075165
Saved in:
4
Estimating threshold variables using nonparametric methods
Xia, Yingcun
(
contributor
);
Li, Wai Keung
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755565
Saved in:
5
A parametric bootstrap test for cycles
Dalla, Violetta
(
contributor
);
Hidalgo, Javier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814628
Saved in:
6
Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814664
Saved in:
7
On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
Saved in:
8
Multivariate distribution models with generalized hyperbolic margins
Schmidt, Rafael
(
contributor
);
Hrycej, Tomas
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943590
Saved in:
9
Nonparametric
estimation
of tail dependence
Schmidt, Rafael
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943616
Saved in:
10
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814643
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
