Similar Search Results - EconBiz

Value-at-risk and extreme returns

Daníelsson, Jón; Vries, Casper G. de - 1998

Persistent link: https://www.econbiz.de/10000980737

Space and growth

Abreu, Maria; Groot, Henri L. F. de; Florax, Raymond J. … - 2004

literature. In contrast, studies on relative location tend to be weakly linked to theory, but apply relatively sophisticated … appropriateness of such models, and identify areas of potential concern. The rather weak linkage between theory and operational models …

Persistent link: https://www.econbiz.de/10011342567

Value-at-risk and extreme returns

Daníelsson, Jón; Vries, Casper G. de - 1997

Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...

Persistent link: https://www.econbiz.de/10010533206

Systemic risk diagnostics : coincident indicators and early warning signals

Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010

Persistent link: https://www.econbiz.de/10008771823

Generalized dynamic panel data models with random effects for cross-section and time

Mesters, Geert; Koopman, Siem Jan - 2012

Persistent link: https://www.econbiz.de/10009722706

Multivariate stochastic volatility

Daníelsson, Jón - 1995

Persistent link: https://www.econbiz.de/10000913125

Using a bootstrap method to choose the sample fraction in tail index estimation

Daníelsson, Jón (contributor) - 1997

Persistent link: https://www.econbiz.de/10000953451

Abnormal returns, risk, and options in large data sets

Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998

Persistent link: https://www.econbiz.de/10000994496

Complementarity of labor market institutions, equilibrium unemployment and the persistence of business cycles

Burda, Michael C.; Weder, Mark - 1999

Persistent link: https://www.econbiz.de/10001404964

Indeterminacy in the small open economy Ramsey growth model

Weder, Mark - 1999

Persistent link: https://www.econbiz.de/10001373290

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