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
~isPartOf:"CIE working paper series"
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
Semiparametric analysis for ca...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Basel Committee on Banking Supervision
1
Estimation theory
1
Expected Shortfall
1
Forecasting model
1
GARCH models
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
P-Splines
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Semiparametric
1
Simulation
1
Theorie
1
Theory
1
Time series analysis
1
Value at Risk
1
Zeitreihenanalyse
1
forecasting
1
iterative plug-in
1
long memory
1
simulation
1
smoothing parameter
1
traffic light test
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Feng, Yuanhua
2
Lethmathe, Sebastian
1
Letmathe, Sebastian
1
Uhde, André
1
Published in...
All
CIE working paper series
Boston College Working Papers in Economics
13
Journal of econometrics
11
Journal of Econometrics
6
Annals of the Institute of Statistical Mathematics
5
CREATES Research Papers
5
Cowles Foundation Discussion Papers
5
Economics letters
5
IZA Discussion Papers
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
MPRA Paper
5
cemmap working paper
5
Computational Statistics & Data Analysis
4
Econometric Reviews
4
Post-Print / HAL
4
Psychometrika
4
Urban/Regional
4
Bristol Economics Discussion Papers
3
Economics Letters
3
Monash Econometrics and Business Statistics Working Papers
3
Queen's Economics Department Working Paper
3
Statistics & Probability Letters
3
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
3
Working Papers / Economics Department, Queen's University
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CORE Discussion Papers
2
Caepr Working Papers
2
Cambridge working papers in economics
2
Computational Statistics
2
Department of Economics working paper series / McMaster University, Department of Economics
2
International Econometric Review (IER)
2
International Journal of Forecasting
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of Applied Statistics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
LSE Research Online Documents on Economics
2
Metrika
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
STICERD - Econometrics Paper Series
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An iterative plug-in algorithm for P-Spline regression
Lethmathe, Sebastian
;
Feng, Yuanhua
-
2022
Persistent link: https://www.econbiz.de/10013389320
Saved in:
2
Semiparametric
GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
